From theory to practice - page 1165
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Not only that. It is also for synchronisation of quotation streams between different brokerage companies.
And this time is by no means uniformly discretized, because it is true only and exclusively for continuous functions (signals).
Time on the market has a mysterious, psychedelic sense and action. In it sits the Grail.
Does your strategy imply trading in several brokerage companies at the same time?
No, I'm making sure that my broker's thinned tick-flow quotes match those of Dukas as much as possible. I'll check on other brokers later.
No, I'm making sure that my broker's thinned tick-flow quotes match those of Dukas as much as possible. I'll check with other brokers later.
It won't work.
You don't open and close trades at the same time.
or do you think that the price is wobbling for no reason?
If you realise you're not doing it for fun, you'll get the idea that your strategy (like any other statistical strategy) is a train wreck.
No, I'm making sure that my broker's thinned tick-flow quotes match those of Dukas as much as possible. I'll check on other brokers later.
O!
I'm sure you can invent a new generation of arbitrage inadvertently.
"Erlang/Poisson arbitrage"
the jokes are jokes, but arbitrage is the most profitable strategy...as long as it works :-)
will not work.
...at the same time trades don't open and close.
This is a set of input data for the TC. This data is unsynchronised across different DTs. Going to M1 is self-defeating and shameful. What we need is a true, runic flow of quotes. What's not to understand?!
.
This is a set of input data for the TC. This data is unsynchronised across the different VCs. Going to M1 is self-defeating and shameful. What we need is a true, runic flow of quotes. What's not to understand?!
.
I don't see what's so unclear, you're the one who's figuring it out so far.
If you want total quote flow, then take all the existing DCs into circulation.
one or two dtCs will not solve the problem.
No, I'm making sure that my broker's thinned tick-flow quotes match those of Dukas as much as possible. I'll check with other brokers later.
But they are bad because they give quotes for the weekend. if you have some kind of masha going on there, then this weekend data will distort the whole picture.
No, I'm making sure that my broker's thinned tick-flow quotes match those of Dukas as much as possible. I will check with other brokers later.
My client has very romantic relationship with my broker, it is like love, IMHO compare quotes of different brokerage companies. I think this is not cheating like changing broker, but it's like walking with your wife and looking at every girl and making jokes like "hey doll! How are you!!!" and then giving her a kiss.
one broker has 1 liquidity provider, the other has 10 providers. so the tick quotes are different.
one broker has 1 liquidity provider and another has 10 providers. so the tick quotes are different.
wait for the conclusions....
where does the liquidity come from?