Experts: HFT Spreader for FORTS - page 3

[volodarh]

On the real tested - a complete and total drain, despite the fact that on the demo account - GRAAL (brought 2000-3000 points when playing small on 1 lot). To check on the real for 10 minutes on several instruments took 1200 rubles. EXPENSIVE!!! The author delete this crap FUCK!!!!

[Timofey Rodikhin]

volodarh:<br/ translate="no"> I tested on real - complete and total drain, despite the fact that on the demo account - GRAAL (brought 2000-3000 points when playing small on 1 lot). To check on the real for 10 minutes on several instruments took 1200 rubles. EXPENSIVE!!! The author delete this crap FUCK!!!!

What did you expect from HFT in the Code Base section. Companies invest millions to create the infrastructure for trading such strategies, and you decided that you downloaded the source code, compiled and started to earn. You need an algorithm hundreds of times more complex and definitely not MT5.

Here is an example from the article: http: //www.quantalgos.ru/?p=1177.

Source curve

The most important characteristic of HFT algorithms is the probability of execution of limit orders. Strategies use limit or IOC (if not executed immediately, cancel) orders, only a certain percentage of which will be executed. If the correct signals are received, profit increases in direct correlation with the number of trades, which in turn depends on the probability of execution. A probability of 10% to 20% is usually enough to guarantee profitability (although it depends on the quality of the signal). A low probability of execution, which is common when trading through widely offered trading terminals, will destroy the profitability of any high-frequency strategy.

To illustrate this statement, let's take the result of the above strategy, which was implemented on a similar trading platform, where in fact the limit order was only executed when the market crossed its price. The chart below speaks for itself.

If you are interested in the topic, read about HFT and everything will become clear.

[Nono Momo]

How does this EA work?

[phontom2017]

Added Take Profit and Stop Loss with trailing to this EA. Magik for each currency pair is different. Testing on demo. So far the result is positive. https://www. mql5.com/ru/code/27747/229796#!tab=code

[Jonatan Ferney Adarve Molina]

friend, it presents a lot of errors when compiling, I attached capture