Experts: HFT Spreader for FORTS

 

HFT Spreader for FORTS:

Expert Advisor which trades inside the spread in the order book.

HFT Spreader for FORTS

Author: Serhiy Dotsenko

 

How can I test this EA? Even changing the spread parameter, nothing happens in the tester. Maybe I don't understand something - what does the spread have to do with the price stack? Can we do without the stack? The video is given without explanations, I managed to notice only good drawdowns, there is no chart....

 
spbkit:

How can I test this EA? Even changing the spread parameter, nothing happens in the tester. Maybe I don't understand something - what does the spread have to do with the price stack? Can we do without the stack? The video is given without explanations, I managed to notice only good drawdowns, there is no chart....

Are you sure that this EA should be tested at all?

It is much easier to flip a coin to make money.

 
spbkit:

How can I test this EA? Even changing the spread parameter, nothing happens in the tester. Maybe I don't understand something - what does the spread have to do with the price stack? Can we do without the stack? The video is given without explanations, I only managed to notice good drawdowns, there is no chart....

there is no way to test it, if we are talking about strategy tester, only in real-time mode..... and that will tell you little, because different volumes will have different results.

The point is that this is a robot for stock trading and the trick is that on the stock exchange there is no concept that you can place pending orders no closer than X points from the market, place them wherever you want, even inside the spread, which is what this robot does.

Once upon a time I saw such a robot on Lua, http://www.qlua.org/download/spredovyj-robot-spreder/, so we decided to practice for MT5.

You should watch the video more carefully, there is a stack on it, inside it you can see that orders are almost always at the best bid/ask.

it is convenient to trade on low-liquid markets when the price is in the range, i.e. you almost fulfil the function of a macro-maker ) the main thing is to calculate the commissions, because the P&L may be +, as you pay all the commissions, you will still owe money )

Спредовый робот «Спредер»
  • 2013.02.26
  • administrator
  • www.mql5.com
Робот реализует стратегию торговли в спреде. Основная его задача — заработок на разнице между лучшими бидом и аском (спредом) инструмента. Данная стратегия хорошо подходит для малоликвидных и среднеликвидных инструментов и может применяться для любого типа инструментов — акций, фьючерсов, опционов. Данная реализация позволяет работать в 3-х...
 
Serhiy Dotsenko:

there is no way to test, if we are talking about strategy tester, only in real-time mode..... And that will tell you little, because different volumes will have different results.

The point is that this is a robot for stock trading and the trick is that on the stock exchange there is no concept that you can place pending orders no closer than X points from the market, place them wherever you want, even inside the spread, which is what this robot does.

Once upon a time I saw such a robot on Lua, http://www.qlua.org/download/spredovyj-robot-spreder/, so we decided to practice for MT5.

You should watch the video more carefully, there is a stack on it, inside it you can see that orders are almost always at the best bid/ask.

it is convenient to trade on low-liquid markets when the price is in the range, i.e. you almost fulfil the function of a macro-maker ) the main thing is to calculate the commissions, because the P&L may be +, as you pay all the commissions, you will still owe money )

Thank you, that clears it up. cool!

 
everything is of course cool :) I used to trade quite well in this way myself, but there is such a shit as evening clearing :) I used to be in plus during the whole day, but as soon as clearing takes place, that's it. immediately minus :)( for RTS index )
 
couldn't get a price glass, and then nothing.
 
Andrey Tsygankov:
I couldn't get a price glass, and then nothing.
What market? What instrument?
 
I have the same thing. After installation on the command to attach to chart, the message "... could not get the bet on ticker XAUUSD" pops up on any instrument. I am trying to install on MT5 Roboforex
 

guys, the robot is for trading on FORTS http://moex.com/ru/derivatives/ it is written in the name of the robot for FORTS.

 
Have you tested it in real life? Maybe some recommendations - when to switch on/off, what tools are suitable.... . In general - thank you, I have long wanted to see the source of such a system on MT5.