What is a tester's Grail? - page 20

 
Alexey Volchanskiy:

MT5 has long had testing on real ticks from brokerage companies

I do not talk about kitchens, nor do I talk about conspiracy theories. If you have been suffering from persecution mania, that a big brokerage company like Robo or Alpa is chasing your paltry deposit of a hundred quid, then:

  1. Don't torture your nervous system, don't play forex.
  2. the tick-writer on your trading terminal and on several terminals of other brokerage companies - you will always have something to compare it with
  3. If you trade with a robot, let it write in a log
    1. Execution time
    2. The price in the order and the executed price - you will know the slippage
  4. Take a sedative.


Serqey Nikitin has a very good point.

If you have ever seen an input flow (per symbol) from many counterparties in a bank that must be brought together, averaged, smoothed and only then sent out a single output flow, you would immediately understand what we are talking about.

So, the plugins in question do exactly the"merge, average, smooth and then output a single output stream" job. And it's necessary to do that, and it's being done. Another thing is that the plugins themselves can be configured differently, and the results will vary accordingly.

And what you call "real ticks" is exactly the"single output stream", i.e. already processed data.

 
Олег avtomat:

So, the plugins in question are busy with the jobof "bringing together, averaging, smoothing, and only then producing a single output stream". And it's necessary to do that, and it's being done. Another thing is that the plugins themselves can be configured differently, and the results will vary accordingly.

And what you call "real ticks" is exactly the"single output stream", i.e. already processed data.

What's wrong with that?

I'm amused by people who yell about "kitchens" without realising that "these acorns grow on them", likening themselves to the Ungrateful Pig.

If it weren't for those very "kitchens" - your miserable micro-deposits - no one would need them.

And about "opportunities to play with quotes" - it exists in theory, but in practice it makes less sense the bigger and more solid the brokerage company is.

There is no sense in chasing micro deposits with "suddenly appearing and then disappearing studs" - most traders will sell their deposits without these tricks.

 
George Merts:

What's wrong with that?

It amuses me when people shout about "kitchens" without realising that "these acorns grow on them", like the Ungrateful Pig.

If it weren't for those very "kitchens" - your miserable micro-deposits - no one would want them.

And about the "possibility of playing with quotes" - in theory it exists, but in practice it makes less sense, the bigger and more solid the brokerage company is.

There's just no point in chasing micro deposits with "suddenly drawing and then disappearing studs" - most traders will sell those deposits without any of those tricks.


I am not saying that it is bad. I'm explaining the point. And you have to understand what we are talking about. Otherwise it looks like you jumped out from around the corner, shouted something, and no matter what... Where did you see that as a bad thing? Or a good thing? Shit... Don't bullshit me.

 
Alexey Volchanskiy:

God forbid I remember if I posted it or not, here is the difference between real ticks and what the MT4 tester generates in "all ticks" mode


judging by the spread of the curves, you can play the spread between the esn account and the mt5 tester.

with respect.

P.S. I checked my EA (which is on real), looked at the trades history on the instrument for a week, ran that week in the tester the balance curves almost matched.
Пользовательский интерфейс - Начало работы - Справка по MetaTrader 5
Пользовательский интерфейс - Начало работы - Справка по MetaTrader 5
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Интерфейс платформы предоставляет доступ ко всем инструментам, необходимым для торговли на финансовых рынках. Он включает в себя различные меню...
 
George Merts:

If it weren't for these very "kitchens" - no one would need your poor micro-deposits.

is this bravado in favour of the kitchens deceiving their depositors?

with respect.

P.S. like "Hail MMM, they took our money no one wanted!!!"
When you write that, you need to think first: "Are you doing the right thing, agitating to go to the kitchens and give them your savings?

 
Andrey Kisselyov:

is this bravado in favour of the "kitchens" cheating their depositors?

with respect.

P.S. like "Hail MMM, they took our money, nobody needs it!!!"
When you write that, you need to think first: "Are you doing the right thing, agitating to go to the kitchens and give them your savings?

What is the scam?

It is common for kitchens to be accused of "not taking trades to the interbank" - i.e. they are blamed for the very service that DCs provide to their clients. The ability to trade without going to the interbank.

Kitchens can be sued if they issue incorrect quotes. However, no matter how many times I tried to see these very "wrong quotes" in reality - I did not see them. In my opinion, there is no conspiracy against clients by reputable brokerage companies.

This does not mean that brokerage companies do not want to bribe them - it's just not worth the trouble. If it is worthwhile - they will bail, they won't even think about it. Say, that's exactly what Insta did in 2014, when they unilaterally decided to withdraw funds at the input rate, which cheated quite a lot of people. But, I don't have a complaint about the quotes either (especially with their insane spread).

 
Serqey Nikitin:
Let's just think about the topic ... As you all know, the server terminal has a lot of plugins ( internal programs ), which can smooth quotes, delay opening orders, widen or set the spread, draw specks and requotes and so on ... so many interesting things. Question arises: with so many possibilities to influence initial quotes flow, where may data "in real ticks" come from? I understand that in THEORETICAL sense it is possible, if we disable all plugins..., but in practice I can not imagine it - it is like cutting the branch on which you sit... Hence my question: Where to get these very "real ticks"...?

If you knew what these plugins are (internal programs) and how they work, you could get rich

The simplest example
If the price went up and you ordered sellat " old" prices then in addition to the spread the plugin will also take 2-3 pips from you because of the lag in quotes emission

And we would do the opposite and get rich

 
George Merts:

What is the scam?

It is common for kitchens to be accused of "not taking trades to the interbank" - i.e. they are accused of providing exactly the service that DCs provide to their clients. The ability to trade without going to the interbank.

Kitchens can be sued if they issue incorrect quotes. However, no matter how many times I tried to see these very "wrong quotes" in reality - I did not see them. In my opinion, there is no conspiracy against clients by reputable brokerage companies.

This does not mean that brokerage companies do not want to bribe them - it's just not worth the trouble. If it is worthwhile - they will bail, they won't even think about it. Say, that's exactly what Insta did in 2014, when they unilaterally decided to withdraw funds at the input rate, which cheated quite a few people. But, I don't have a complaint about the quotes either (especially with their insane spread).

No offence darling but it's naive.

No one is stopping a big broker from separating buy +sell trades, their clients and sending only the differences to the market maker

The rest will be in the kitchen of course
 
Serqey Nikitin:

It's all about really understanding the current system in trading...

There is now a massive advertisement for all scalping-related methods. But this is just a GOOD enticement for beginner traders. For a DC to crush ANY scalper, with its software capabilities, is "like two fingers on a..."...

But this is my opinion, not your PROBLEMS...


I have a robot scalper, no one presses it, why? The robot writes logs with all data, I'm writing quotes from all my working brokerage companies and also from pawn accounts of other brokerage companies where I don't trade. The program in Matlab compares quotes once a week and gives a signal if there is a strong discrepancy.

I do not have problems, I have unsolved problems). At the same time I know at least two people who are paranoid and convinced that not only in forex, but also in moex they have fingers in the wheel and that "the stock market is watching him".

 
George Merts:

What is the scam?

It is common for kitchens to be accused of "not taking trades to the interbank" - i.e. they are accused of providing exactly the service that DCs provide to their clients. The ability to trade without going to the interbank.

Kitchens can be sued if they issue incorrect quotes. However, no matter how many times I tried to see these very "wrong quotes" in reality - I did not see them. In my opinion, there is no conspiracy against clients by reputable brokerage companies.

This does not mean that brokerage companies do not want to bribe them - it's just not worth the trouble. If it is worthwhile - they will bail, they won't even think about it. Say, that's exactly what Insta did in 2014, when they unilaterally decided to withdraw funds at the input rate, which cheated quite a lot of people. But I have no complaints about the quotes (especially with their insane spread).

I don't have any complaints about their abnormal spread, especially in their insane spread. the very concept of "kitchen" (as you said) suggests that this brokerage house works incorrectly with its customers, if I may say so.

i did not say anything about the work of a brokerage company.

With respect.
Reason: