Why is it that BOOM and CRASH indexes can not respect Stop and Take profit levels - page 3

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Amos Tsopotsa #:

is this flow caused by the broker or the service provider of the platform 

I am sure before we go further we should address the fundamentals around slippages but if a broker uses slippage to take advantage of a code in your platform ,should we blame this on the broker, should we blame this to the platform providers ,i will get exactly where i am going with this, and prove the concept

 
Amos Tsopotsa #: is this flow caused by the broker or the service provider of the platform 

What do you mean by "flow"? Slippage is slippage, no matter the asset, the exchange, the broker, or the platform.

In the case of Boom and Crash, the slippage is part of the symbols behaviour, and is defined in a deterministic way, making it even easier to predict and to handle, much more so than any other symbol or asset.

The fact that it is so predictable and follows a statistical probability, only makes it easier to trade, if you are willing to put in the effort to learning the maths behind it.

 
  • Slippage occurs when the bid/ask spread changes between the time a market order is requested and the time an exchange or other market-maker executes the order.
  • In this case the broker is not an exchange 
  • in this case the broker is the market maker
  • in this case the broker provides liquidity lets assume it that way,the correct way of say it is that the broker is running an inhouse system which MQL5 allows 
 
Amos Tsopotsa #: I am sure before we go further we should address the fundamentals around slippages but if a broker uses slippage to take advantage of a code in your platform ,should we blame this on the broker, should we blame this to the platform providers ,i will get exactly where i am going with this, and prove the concept

I suggest you take some time, to really learn about slippage and how and why it happens, as well as how to handle it.

Until you fully understand it completely, you will not be able to get past this hurdle. Knowledge is power!

 
Fernando Carreiro #:

What do you mean by "flow"? Slippage is slippage, no matter the asset, the exchange, the broker, or the platform.

In the case of Boom and Crash, the slippage is part of the symbols behavior, and is defined in a deterministic way, making it even easier to predict and to handle, much more so than any other symbol or asset.

The fact that it is so predictable and follows a statistical probability, only makes it easier to trade, if you are willing to put in the effort to learning the math's behind it.

is it a normal occurrence to have that kind of slippage, in an asset class ,the point is the broker runs the inhouse book can decide who makes the money or not its a gambling system based on visuals, trade what you see not what you think ,there is a white paper around this from professors of statistics and mathematics, I intend to share their findings based on the task i have given them, I am not an ordinary layman discussing this issue 

 
In the world of trading what asset class is not affected by fundamentals, if you can answer this then we are on the same page, yes we do have technical analysis methods ,the only reason why those technicals can work is based on the number of traders using that strategy 
 
Amos Tsopotsa #:
  • Slippage occurs when the bid/ask spread changes between the time a market order is requested and the time an exchange or other market-maker executes the order.
  • In this case the broker is not an exchange 
  • in this case the broker is the market maker
  • in this case the broker provides liquidity lets assume it that way,the correct way of say it is that the broker is running an inhouse system which MQL5 allows 

You forget one of the most important facts. Price, be it Bid are Ask, is dictated by the supply and demand, by the fundaments, by the phycology of traders and in this case by the statistical behaviour of the synthetic symbol.

When any of these conditions come about. it influence the price and it changes instantly, and any kind of delay, will result in slippage. Simple as that.

Boom and Clash are designed to cause slippage. It is their nature. It is even in their names — "Boom!" — "Crash!". Embrace it. Use it to your advantage.

 
Amos Tsopotsa #:is it a normal occurrence to have that kind of slippage, in an asset class ,the point is the broker runs the inhouse book can decide who makes the money or not its a gambling system based on visuals, trade what you see not what you think ,there is a white paper around this from professors of statistics and mathematics, I intend to share their findings based on the task i have given them, I am not an ordinary layman discussing this issue 

You have stated that before, but have never posted it. Laymen or not, your posts indicate that you do not understand slippage, and refuse to accept the mechanics and statistics of Boom and Crash.

And I also, do not wish to discuss it further. I created my thread in the hopes of centralising these types of discussions, but you chose to create your own, and refused moving the discussion there.

So, I will leave it up to your own devices. I will continue my own studies, and report them on my own thread. You do whatever you like.

 
Fernando Carreiro #:

You have stated that before, but have never posted it. Laymen or not, your posts indicate that you do not understand slippage, and refuse to accept the mechanics and statistics of Boom and Crash.

And I also, do not wish to discuss it further. I created my thread in the hopes of centralising these types of discussions, but you chose to create your own, and refused moving the discussion there.

So, I will leave it up to your own devices. I will continue my own studies, and report them on my own thread. You do whatever you like.

there are many ways we can discuss what is slippage as i have said to you again 

 
Amos Tsopotsa #:

there are many ways we can discuss what is slippage as i have said to you again 

  • Slippage refers to all situations in which a market participant receives a different trade execution price than intended.
  • Slippage occurs when the bid/ask spread changes between the time a market order is requested and the time an exchange or other market-maker executes the order.
  • Slippage occurs in all market venues, including equities, bonds, currencies, and futures.

within these 3 which do you understand better 

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