Discussion of high-frequency trading on MT5 - page 16
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Grown-up questions. Who will start?
hrenfx:
P.S. I would like to believe that the various harassment of me will end
and if they try to continue, we'll send them straight to the showers :)
that I would be interested in.
2. Lack of liquidity.
3. Limit order redirects.
7. Comparison of different feeds.
8. Creating their own synthetic trading tools for different needs.
9. Peculiarities of the performance of aggregators.
10. Pricing algorithms.
))))) for sure. I think HrenFx is understating something...
All kinds of things. For example, your interpretation of his nickname is organoleptic exposure to the forex market. By any chance he meant something else. Like the hre/nfx trading tool.
What would I be interested in.
2. Lack of liquidity.
3. Limit order redirects.
7. Comparison of different feeds.
8. Creating their own synthetic trading tools for different needs.
9. Peculiarities of the performance of aggregators.
10. Pricing algorithms.
2, 3 - wrote a bit in the forum (there are no members there, so there is no flooding at all), adding graphics and scripts. Here is a small quote:
The simple and quite efficient logic of writing a fighting robot is as follows:
- The robot is divided into two parts: the tester and the synchronizer.
- the tester generates the current state of the trading strategy based on the early history and just arrived.
- The synchronizer "transfers" the current tester's open positions and orders to the real account.
It is somewhat reminiscent of copying trading signals from one account to another. Only instead of the primitive copyer, the competent synchronizer works.
Unfortunately, the correct logic of the synchronizer is almost impossible to find anywhere, so programmers must think for themselves.
But even such logic of construction of a combat robot is far from being perfect, as there is a dilemma of chicken and egg primacy. That is why more complicated schemes based on the experience of the author-algotrader are applied.
All these actions are done only for the sake of one thing - adequate adjustment of the strategy. No matter how perfect the scheme is, the same battle robots on different accounts of the same ECN/STP broker will still show discrepancies. And in addition to finding market patterns, an important task for an algorithmic trader is also to reduce these divergences. As mentioned above, the closer a broker is to HFT opportunities, the smaller the divergences.
If you dig into what is written, you should understand that the results of the strategy on the real are also a kind of tester. And the conclusions based on this trading should also be probabilistic.
7 - Similar.
8 - Once upon a time relatively much tried to discuss constructively on the various forums.
9 - Again the same forum with links on libs. Of course, that's not everything. As it is extremely difficult to cover everything.
10 - there are aggregation algorithms (I think I said it somewhere, but I could be wrong) and bank-marketing (almost zero in this).
Something serious I do not want to discuss here - everything gets lost and flooded. I just write my thoughts in one place.
P.S. Recently I had a conversation with an FX-algotrader from the institutional sphere (about kitchens and MT, of course, he only heard something somewhere). Unfortunately, the whole conversation came down to me answering a lot of questions. It was even a bit of a pleasure to answer them, as some of them I had only heard from myself before. FX-HFT did not work out for him. I know that I can talk practically only in broadcast mode.
Why did you choose this way of trading if there are so many problems? Do you not believe in the possibility to trade successfully on classic? Why do you want to get into the "quantum" level of the markets? You run the risk of a lifetime of learning and not having enough time to find a working solution.
All public results so far are MT4 trading, i.e. "classic". The main problem you encounter with high volumes is the mismatch between the tester and the real. When you start to examine them you get a lot of nuances. These include tick life, redirects, liquidity, and much more. To raise the profitability (absolute) ceiling of the used market inefficiency one has to invent a lot of different ways. Being careless about every pip - the results will not be the same.
Implementation of HFT, on the other hand, will move the "classics" into the category of hobby. I'm still only a beginner in HFT. It's very interesting to go where almost no one has gone before.
No wonder the mode is broadcast at this stage. The research you have done, I personally (and probably many here) have not done. So, what can I answer you? - Nothing. I would love to do research (with or without a team - makes no difference). I am trying to do it, but am stumped by the fact that all the tools need to be written myself. And the time forces, etc. That is I re-invent a bicycle designed by someone else long ago. And so do many others. Some time ago we discussed about having a leader. At that time you were not ready to carry this burden. Though it's obvious you need to communicate with your colleagues. Why don't you try it now? And after a while your "broadcasting mode" will develop into a dialogue with your colleagues.
I support it, I would be interested too, though of course the suggestion itself is very naive -))))
Well, if the esteemed hrenfx won't agree to participate, what do you think about gathering interested experienced traders and creating a conference on your own?
Some time ago, we touched on the subject of having a leader. At that time you were not ready to carry this burden. Though it is obvious that you need to communicate with your colleagues. Why don't you try it now? And after a while your "broadcasting mode" will develop into a dialogue with your colleagues.
From extreme to extreme. All that sets me apart is experience. I am inferior to a large number of forum members in terms of education, intelligence, capacity for work. I have no grail, though I hope to bring the HFT to mind. I write some thoughts "at my place" for someone to whom it will be useful. Gave a link and good.
I personally communicated with one very good, from my point of view, algotrader. We could talk for hours. We discussed everything rather superficially. He could neither understand my ideas, nor I his maze. That is, the level of research, as a rule, is so specific, that even a specialist cannot understand it.
Why have you chosen this way of trading if there are so many problems? You do not believe in the possibility to trade successfully on the classical way? Why do you want to get into the "quantum" level of the markets? You run the risk of a lifetime of learning and not having enough time to find a working solution.
Because hrenfx sees the root and essence of fintech and fintech software. and they are the same for them. feed technologies, bridges between exchanges, DC bridges to banks, etc.
hrenfx is not the only one in this business, but there are very few people like him on this planet, which already commands respect for his knowledge and invaluable experience.