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

[Алексей Тарабанов]

prostotrader #:

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

What is Classical arbitrage ?

[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]

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]

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]

Dmitriy Skub #:

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

Is it in MT-5 ?

[Dmitriy Skub]

prostotrader #:

Is that in MT-5?

It is.

[prostotrader]

Maybe the glitch was on Fonda...

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

[Dmitriy Skub]

prostotrader Quick

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

[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]

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?