Discussion of high-frequency trading on MT5 - page 69

 

Here's a relatively recent book on the subject: Advanced in High Frequency Strategies

There's a table of contents and bibliography in the archive, for a brain-breaker.

Advances in High Frequency Strategies door Marcos M. López de Prado (Hardcover) - Lulu NL
Advances in High Frequency Strategies door Marcos M. López de Prado (Hardcover) - Lulu NL
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GaryKa:

Here's a relatively recent book on the subject: Advanced in High Frequency Strategies

There's a table of contents and a bibliography in the archive, for a brain breaker.

It's an interesting topic, like a research report, with a bibliography at the end, as it should be. But unfortunately there's no section with practical examples of implementation. For example, here are several samples of performance of a certain Expert Advisor demonstrated at the broker which advertisement is mainly devoted to this topic, the truth is MT4, but there is no MT5.

Indicators for 1 minute - number of deals 10-20, of them profitable 95-97%, number of pips 500-1000 (5 signs).

So, recommendations for implementation may be as follows - open ECN account $1K, leverage 1:100, download terminal, start advisor, when trading 1 lot, after 10-20 minutes we get profit 1000%, stop advisor and proceed to the most difficult stage - profit withdrawal....Or, if the goal is to bankrupt a brokerage company, then leave the Expert Advisor to trade a progressive lot, and go to the forum to pretend, ie discuss the theoretical foundations of HFT ...))

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lohhft:

It is an interesting topic, like a research report, with a bibliography at the end, as it should be. But unfortunately there is no section with practical examples of implementation. Here are, for example, some samples demonstrating work of a particular EA, just at the broker, which advertisement this thread is mainly devoted to, it is true MT4, but there is no MT5.

Indicators for 1 minute - number of deals 10-20, of them profitable 95-97%, number of pips 500-1000 (5 signs).

So, recommendations for implementation may be as follows - open ECN account $1K, leverage 1:100, download terminal, start advisor, when trading 1 lot, after 10-20 minutes we get profit 1000%, stop advisor and proceed to the most difficult stage - profit withdrawal....Or, if the goal is to bankrupt the brokerage company, then leave the EA to trade a progressive lot, and themselves on the forum pretend, ie discuss the theoretical foundations of HFT ...))

the results are cool, but in a transaction, the price for two or three seconds (and sometimes only a second) will not go past 100 pips
 
Young:
the results are great, but in some trades the price does not go past 100 pips for a couple of seconds (and sometimes only a second).

Your question, it would be logical to address to the DC, especially since its representative participated in the discussion of this topic, which price flow allows such inefficiencies - it is trading on spikes.

The most interesting is the value of "safety margin" up to which they would "peacefully" recognize and withdraw profit, if this inefficiency is really and regularly traded by traders ...?))

 
Without the DC's acquiescence, none of this is possible. It's a pittance on the part of the DC representatives. You won't even be allowed to trade like this, let alone withdraw profit.
 

sandex:
Без молчаливого согласия ДЦ, всё это не возможно. Грош цена выступлениям представителей ДЦ. Вам даже не дадут так торговать, не то что выводить прибыль. 

So you're saying that all this PR for FX-HFT and Neo-DC is aimed at a stupid scam and deception of suckers...?

In that case, even more humiliating for the algotraders, we can consider the venue of this promotion...(((

 
lohhft:

So you're saying that all this PR for FX-HFT and Neo-DC is aimed at a stupid scam and deception of suckers...?

In that case, even more humiliating for the algotraders, we can consider the venue of this campaign ...(((

The truth is most likely in the middle. If we use big brokerage brokerage ?o*** I know an algotrader who take 2-3$3K a month only from this broker. This is my old sidekick and I trust the information. One trouble is the lack of 5's on this DC and the 4's have long been covered in dust. If they had a 5, I would trade with them.

Even R***F**** lets you withdraw a couple of K$ a month without surprises, there is a 5. Although they are freaky and have a couple of strong prizes, you have to be careful with them.

Overall the situation is changing this is a fact. It is clear that you cannot withdraw more than 10% per month from deposit in $100K, but with 10K everything will be fine.

you open ECN account with $1K, leverage 1:100, download the terminal, run the Expert Advisor, in 10-20 minutes you get 1000% profit

Are you kidding me? At this risk, it's really scam suckers, the plum guaranteed, it seems that you either do not understand what is happening, or Cock, which offers a way to "beat the casino, but then you are wrong about the target audience)))) Everyone here is well aware of the inevitable drawdowns and the pointlessness of super-risky strategies.
 
Alex_Bondar:

The truth is probably in the middle. I know an algotrader who makes $2-3k/month on average just from this broker, I know exactly about F*O***. This is my old sidekick and I trust the information. One trouble is the lack of 5's on this DC and the 4's have long been covered in dust. If they had a 5, I would trade with them.

Even R***F**** allows you to withdraw a couple of K$ a month without surprises, there is a 5. Although they are freaking out and have already taken a couple of strong jokes, you have to be careful with them.

Overall the situation is changing this is a fact. It is clear that you will not get more than 10% a month from a deposit of 100K$, but with 10K everything will be fine.

Are you kidding? With such a risk, it's really a scam suckers, plum guaranteed, it seems that you either do not understand what is happening, or Cossack, which offers a way to "beat the casino, but then you are wrong about the target audience)))). Everyone here is well aware of the inevitable drawdowns and the pointlessness of super-risky strategies.

In the context of the topic at hand, we are not talking about the amounts of profits, namely the speed, naturally associated with high frequency trading, and the risks are just due to this factor and reduced, but may be even lower, for example by reducing the leverage and / or lot, to 100% or even 10% of the deposit, for the same 10-20 minutes.

But the question is whether the TC related flow of trade requests to the server, the number of deals and specific profit/loss is acceptable (as experience has shown) for 500-1000 (5th sign) pips per 1 minute?

And about the allowable (within reason)), the amount of profit - IMHO your subjective opinion, the same for Cossacks ...)) because my purpose is personal and is quite pragmatic, namely - to add clarity, whether it is worth it to look in this direction light at the end of the tunnel ...?

 
lohhft:

But the question is different - is the flow of trade requests to the server, the number of deals and the size of specific profit/loss, as shown by experience, 500-1000 (5th sign) points for 1 minute, acceptable by brokerage companies?

And you show such a trade right now on the real account. There are three reports of the same number and on the demo.
 
TheXpert:
And you show me this kind of trading right now on the real. There are three reports of the same number and on the demo.

The demonstration on the real market is expedient in the case of selling signals or advisors, and here we are just discussing a new, little-known type of trading on the Forex market.

The problem is that even if there were something like "...my income from trading...", I personally would not take part in it, because I do not think it is reasonable.