Experts: HFT Spreader for FORTS - page 2

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Oh, at least one person understands what the expert is talking about.)

I have not tested it in real life.

recommendations: calm liquid sideways with a wide spread, although all recommendations are mutually exclusive ) you can just put out with a wide spread... and suddenly get lucky ). and you may get lucky )

all the logic (programming logic) was completely invented by myself, I tried to analyse what people write in Lua on this issue... but somehow Lua didn't work for me yet...

 

So much for the Expert Advisor - it pours everywhere on default parameters.

And here is the manual work for the day.... :-)


 
What were the expectations? )
 

owl is trying to delete orders on other instruments and constantly crashes from the chart if there are no orders in the stack on its instrument. can you fix it?

upd crashes with the following error: array out of range in 'hftspreader4forts.mq5' (169,11)

 
I've done similar things myself, but no matter how you look at it, the algorithm is a priori unprofitable due to the following factors:

1. The probability of taking an order on the side opposite to the price movement is in most cases higher than on the side in the direction of movement. That is, if the price of an asset is rising, sell orders will be executed more often, while buy orders will be executed less often, resulting in a losing position.

2. When there is an open position, there is a risk of price movement in the opposite direction to this position. For example, when the price rises, a buy order is triggered (let's assume that the effect described in point 1 did not work) and an open long position for 1 contract is created. Then the price growth was followed by a fall, and if the sell order was not triggered in time, this open position starts to eat up the profit (if it was made during the growth), and if the downward movement continues, there is a loss.

3. Well, the speed of placing orders in the stack is also not on our side.

And it is more expensive to get involved in illiquidity.

 
Serhiy Dotsenko:
what were the expectations? )

.......................


Depa chart then spaced coal takeoff 45-60.
With min drawdowns on equity and closing constantly in profit after averaging rollovers.... :-)
In all seriousness LCI 2015 is NOT around the corner a week before the start.
Recommend on what you can...
Links codes algorithms. ... .
Thank you.
 
Serhiy Dotsenko:
What were the expectations? )
author, what about fixes? array out of range in 'hftspreader4forts.mq5' (137,105)
 

I ran this Expert Advisor on demo account in Open at Si-12.15 - stable profit.

On the real account in the same Open - stable profit :(

 

I wish I was on MT4.

:(

 
ChegeWARe:

I wish I was on MT4.

:(

why? there are brokers that give dma to forts? via mt4 )) or just to any stock market? this expert is useless for kitchen ))))

the whole point is that you can trade inside the spread.....

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