Discussion of high-frequency trading on MT5 - page 70

 
lohhft:

High-frequency trading on the demo? This is the height of perversion.
 
TheXpert:
High frequency trading on demo??? This is the height of perversion.

IMHO it's perverse to post for years on an algotrader forum, but to trade, judging by the rhetoric, manually...

nevertheless, sincerely wish you good luck and increased frequency in trading...)))

 
lohhft:

IMHO it's perverse to post for years on an algotrader forum, but to trade, judging by the rhetoric, manually...

Ok, I'm a pervert, yes I've been trading by hand for a while now (well, not only that, but is that what we're talking about...)

But let's move on, so you have a mega EA capable of earning almost a mule a day (judging by the performance)

Why all the reports in one day and on demo? Show us a little piece of the real trading. Why have you posted the statements at all if you do not want to continue the conversation?

I trade including in F****n and meet obvious spikes not particularly often. Not as often as I would like to ))


 
lohhft:

A live demonstration is advisable in the case of selling signals or EAs

abarjaka
 
TheXpert:

OK, I'm a pervert, yes I've been trading hands for a while now (well, not exclusively, but is that what we're talking about...).

But let's move on, so you have a mega EA capable of earning almost a mule a day (judging by the performance)

Why all the reports in one day and on demo? Can you show us a bit of your real trading?


This is a reasonable question. The thing is, IMHO, it seems not emphasized in the thread, but these inefficiencies, which should be traded within HFT, are very diverse and by definition have a short life cycle, unless of course this is a "death convulsion" of the DC. So one of the main challenges in this regard , is the strategy's ability to quickly rebuild and adapt, without this, high trading performance at a given time, will not necessarily be replicable at another time and in other conditions...

 

I've been asked in private, and I've outlined the basic components I use to create what I think are HFT strategies:

1. Filtering and decomposition of frequencies, HF component traded relative to LF.

2. Arbitrage and quotation profiling over multiterminal price streams.

3. Adaptation, pattern recognition, clustering and neural network training.

I am using a special engine ... it is clear that the last two points are not realistic under bare MT4. Here is a link /**/ - they are little known with neuro generator and many more gimmicks, but weak advertisement and docs...

 
lohhft:

There are many specific implementations, I use a special engine... it's clear that the last two points are not realistic under bare MT4. Here is a link /**/ - they are little known with neuro generator and many more gimmicks, but weak advertising and docks...

At f***********s have you created a similar thread?

Who can guarantee that your executable or Expert Advisor with DLL biblioteka is not stealing passwords from MT4 or Webmoney?

By the way, the antivirus site says you have a Trojan. Bingo! Not anymore.


In general, the recommendation to all who will download anything from lohhft site - if you download something, run it in a virtual machine.

UPD: sent a request to Kaspersky Lab to investigate the executable. Waiting for the results.

Результаты антивирусной проверки сайта hlaiman.com
  • antivirus-alarm.ru
Сайт был проверен ранее: 14/08/2013 12:45:50 Тип проверки: полная (antivirus-alarm + мировые антивирусные базы) Список проверяемых файлов: 1. http://s.ytimg.com/yts/jsbin/www-embed-player-vflU27DcK.js, тип файла: javascript 2. http://hlaiman.com/wp-content/plugins/cforms/js/cforms.js, тип файла: javascript 3...
 
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) pips per 1 minute, acceptable on the part of brokerage companies?

....... namely to add clarity, should we look in this direction for light at the end of the tunnel...?

I think the question should be put in a different context, relying on the profit of this number of pips, for a particular account.

My opinion is that you won't get penalized for pips profits, even if you gobble up every tick, but if the total profit is small or if you're a demo-grammer. But on the real will begin to do wonders, by some pretty convoluted and dynamic algorithms, depending on P/L , Sharp, etc. "Neo-DC" is only at the approbation stage, besides most use ECN\STP only as a marketing attribute, is in fact at least a hybrid or even a pure market maker. All because 95% of the unconditional sinkers, will not go anywhere, their sinking is a process independent of the DC and therefore small traders' brokers will never switch to pure ECN\STP.

Just like it is fundamental for a trader to recognize the moment of switching from trend to flat and back, so for neo-DC to understand when to switch a marathon participant, from casino to commission, depending on his trade, this is if ECN\STP is not pure marketing at all.

And it is meaningless to generalize on this topic even in the context of one DC, you can only test on small amounts of real and draw conclusions at the moment, in the context of this broker, this account, deposit, profit, etc.

 
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 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 ...))

In my opinion, this is inter-dealing arbitrage. I.e. trading on lagged quotes from one of the N DCs. Fair enough, right?

If we are talking about HFT arbitrage within one DC, the equity curve will be more broken, but at almost the same angle up to a certain point (exhaustion of liquidity, application of "special" rules to you, etc.). I can give you an example, if anyone is interested.


lohhft:

In the context of the topic under discussion, it is not about the amounts of profit, but about the speed, naturally characteristic of high frequency trading, and the risks are just due to this factor and reduced, but may be further reduced, for example by reducing the leverage and / or lot, to 100% or even 10% of the deposit, for the same 10-20 minutes.

Not true, it all depends on the particular TS. For me, for example, an unrealistic 1:1000 leverage and maximum deposit load is a benefit. You are looking at it from one angle, from your point of view, which is not true for everyone.

 
i_logic:

At f***********s have you created a similar thread?

Who can guarantee that your exe or EA with the DLL does not steal passwords from MT4 or Webmoney?

By the way, the antivirus site says you have a trojan. Bingo! Not anymore.

Anyway, my advice to everyone who will download something from mentioned lohhft site - if you download something, run it in virtual machine.

UPD: sent request to Kaspersky Lab for exe file research. Waiting for results.

No, I do not advertise anything, and replying to your question, wrote that I use this engine, so when I downloaded it was ok, so I do not know about viruses.
I also don't know about viruses and I don't know about them because when I downloaded it, everything was fine...)) As for stealing passwords and accounts, you have to steal a card and you can't get it from another card... but I haven't noticed them going through my pockets yet...))