High-frequency scalping, solutions to entry and exit problems - page 21

 

On the Jforex platform from ducascopy there is an option to set the level of max slippage... If the slippage is higher than the set parameter - the trade is rejigged... I'm sad to say, but in real trading on MT4-MT5 your EA will not work with 90% probability. Of course there is also Forex.com, MIG-bank, Nord, Fibo etc. (Here's a rating for you _http://www.masterforex-v.org/rating/forex_brokers.html) Maybe they will give it there... There are a lot of ways to try it, MT4 is the leader by far, but it is the slowest platform I have ever met.

It's possible to adapt your strategy for Ducas... in a couple of days people will work))) on your terms, of course... i can say that if it does not work on duCas - it probably will not work anywhere else... Again, I am not an employee and I am not advertising anyone... I'm just stating the fact of my positive two year experience on their platform (working mainly on news).

 
YOUNGA:
change your brokerage, or better work with brokers, e.g. futures

I wonder how the spot market is different from the stock market. For currency futures, the spread is much larger (almost 10 times) than on the spot market.
 
wenay:

What is the difference between the spot market and the stock market? For currency futures, the spread is much bigger (almost 10 times larger) than on the spot market

Excuse me, have you ever opened an exchange terminal? Ninja, for example? There is no spread in terms of spot at all (as far as trading hours are concerned), there is only the commission and the difference between the bid and ask in one tick (see the glass) ... That's firstly... And secondly, and thirdly and then the stockbroker earns on everything, on platform fees, on paid data like Level2 and Open Book, on commission per trade, but not on the trader's withdrawal... But because the author does not disclose the principles of the strategy, so there is no understanding whether it will work or not on futures...
 
Ievgen:
.. But since the author does not disclose the principles of the strategy, there is no understanding whether it will work or not on futures...


Why doesn't he disclose it? I think he gave a piece of code, which explains a lot...

ticket = OrderSend(symbol, OP_BUY, Lots, ask - g * Point, 0, 0, 0, "Цена открытия" + ( ask - g * Point), Magic, 0 MediumBlue);

это строчка функции открытия ордера, что здесь не так?
 
Dima.A.:


Why doesn't he reveal it? I think he gave a piece of code that explains a lot...


what the hell is that? (open at an unrealistic price)
ask - g * Point
 
keekkenen:

what the hell is this? (open at an unrealistic price)

The server won't open at an unrealistic price, but if this price was present in the price stream for the last n ticks - sure. The rest is a matter of technique, choose a broker with a positive Slippage on the server.
 
Ievgen:

On the Jforex platform from ducascopy there is an option to set the level of max slippage... If the slippage is higher than the set parameter - the trade is rejigged... I'm sad to say, but in real trading on MT4-MT5 your EA will not work with 90% probability. Of course there is also Forex.com, MIG-bank, Nord, Fibo etc. (Here's a rating for you _http://www.masterforex-v.org/rating/forex_brokers.html) Maybe they will give it there... There are a lot of ways to try it, MT4 is the leader by far, but it is the slowest platform I have ever met.

It's possible to adapt your strategy for Ducas... in a couple of days people will work))) on your terms, of course... i can say that if it does not work on duCas - it probably will not work anywhere else... Again, I am not an employee and I am not advertising anyone... I'm just stating the fact of my positive two year experience on their platform (working mainly on news).


I agree, if there is a scalper robot then it should be transferred to ducas, I trade with them, trade execution is excellent (up to 300ms), but I was opening 10 trades per second on real, no faster hand allows)) I feel like I'm trading on this level and I'm getting more motivated. If you do not know how to use mql5, you may ask: Can you still trade on CME (Chicago Stock Exchange, where currencies are traded), if you need, I can give you a link to trade with mql5. Deposits there from 1000$ only, but the execution speed = pinging, ie, executed just instantly, without slippage at the current price.

I can help you rewrite the bot for Dukas.

 
trading on MT can only be done with hatchet methods that are not sensitive to the quality of the work.
 
Ievgen:

Excuse me, have you ever opened a stock exchange terminal? Ninja, for example? There is no spread at all in the sense of a spot (as far as trading hours are concerned), there is only a commission and a one tick difference between bid and ask (see bet) ... That's firstly... And secondly, and thirdly and then the stockbroker earns on everything, on platform fees, on paid data like Level2 and Open Book, on commission per trade, but not on the trader's withdrawal... But because the author does not disclose the principles of the strategy, so there is no understanding whether it will work or not in futures...
On futures it seems to be still 4-digit, which means the difference of at least 1 pip between ask and bid is equal to 10 pips on 5-digit. In contrast with most western brokers who trade spot currencies the difference between an Asc and a Bid is also often 1 point - but in 5-digit positions and in both cases the commission is usually charged.
 
You have to fight greed first and foremost. filter deals. Leave 100 percent of a thousand percent and you'll be happy.
Reason: