Stock market. Stocks. Speed of trade order execution. - page 12

Алексей Тарабанов
11967
prostotrader #:

This is an attempt at scalping Classical arbitrage, these numbers stand for yield in percentages (annualised)

What is Classical arbitrage ?

prostotrader
10736
prostotrader  
Алексей Тарабанов #:

What is classic arbitrage ?

Classic arbitrage is the purchase of shares and the sale of futures on the quantity of those shares.

When the futures expire (die), the return is equal to the interest rate of the securities/4

prostotrader
10736
prostotrader  

Something is not right in the trading kingdom...

Futures - real, Stocks - demo

Why does the second trade, both entry and exit have such a huge delay?


Dmitriy Skub
13792

On the stock market, there is a ***ing going on (on the real).

And there are huge delays in order execution. And the settings for instruments are crooked (who goes long, who goes short - although it says full access).

I have transferred all of them to futures. At least there are no delays there.

prostotrader
10736
prostotrader  
Dmitriy Skub #:

There is some ***ing going on in the stock market (on the real).


Is it in MT-5 ?

Dmitriy Skub
13792
prostotrader #:

Is that in MT-5?

It is.

prostotrader
10736
prostotrader  

Maybe the glitch was on Fonda...

That's how much faster and more accurate MT-5 is than Quick


Dmitriy Skub
13792
prostotrader Quick

Mikhail, how do you manage to enter CHMF-6.22, for example - there is no liquidity there at all?

prostotrader
10736
prostotrader  
Dmitriy Skub #:

Mikhail, how do you manage to get into CHMF-6.22, for example - there is no liquidity there at all?

:) The hen takes it one day at a time. There is no urgent need to grab the entire cutlet at once.

Slowly the positions are gaining...

//+------------------------------------------------------------------+
//| Expert Get volume function                                       |
//+------------------------------------------------------------------+
long GetVolume(const long a_volume)
{
  long result = a_volume;
  if(result > LimFut) result = LimFut;
  if((result + exp_data.fut_contr) > MaxFut)
  {
    result = MaxFut - exp_data.fut_contr;
  }
  return(result);
}
a_volume - текущий объем в стакане
Dmitriy Skub
13792
prostotrader #:

:) The hen takes it one day at a time. There is no urgent need to grab the whole cutlet at once.

Slowly the positions are built up...

How long do you usually hold until expiry?