Discussion of high-frequency trading on MT5 - page 2

[Женя]

Heroix:
What is the order execution time on MT5?

98% of it depends not on MT but on the travel time, registration, order processing from your PS to the DC server, 1% on the power of your computer.

If we are talking about a great HFT, then what are we talking about when the spread limits the time step even on the most volatile instrument to 3-5min. on average, this is the threshold below which pipsing becomes meaningless. InHFT the orders may exist for miles of a second and even less in some variants.

[Heroix]

EvMir:

98% of it depends not on MT but on travel time, registration, order processing from your PS to the DC server, 1% on the power of your computer.

If we are talking about a great HFT, then what are we talking about when the spread limits the time step even on the most volatile instrument to 3-5min. on average, this is the threshold below which pipsing becomes meaningless. InHFT orders can exist for miles of a second, in some variants even less.

My question is still open. So how long?

[Server Muradasilov]

EvMir:

98% of it depends not on MT but on the travel time, registration, order processing from your PS to the DC server, 1% on the power of your computer.

If we are talking about a great HFT, what can we talk about when the spread limits the timeframe even on the most volatile instrument to 3-5min. on average, this is the threshold below which pipsing becomes meaningless. InHFT the orders may exist for miles of a second, in some variants even less.

And if you try different types of accounts

[Heroix]

Fucking hell, you're tight. I'll answer it myself:

https://www.mql5.com/ru/forum/6516

[Server Muradasilov]

Heroix:

Fucking hell, you're tight. I'll answer it myself:

https://www.mql5.com/ru/forum/6516

It's been a long time since that post, it's 2013, maybe it processes applications faster. I forgot to add, we are not dumb, we are inquisitive)))

[Женя]

Heroix:
My question is still open. So how long?

On ECN from 0.1 sec average 1 sec, on fics about 10 sec average if the lot is small. The bigger the lot the more slippage. That's if you are honest. But what do the managers and programmers of brokerage companies come up with to realize their goals for dissolving the client's deposit, one can only guess. All depends on the size of the broker, but sooner or later the total "profitDeposit" will reach a certain threshold, the brokerage company will play against the client.

[Heroix]

server:
It's been a long time since the post. It's 2013. Maybe it's faster now.

It's not just the speed of the terminal itself. The right answer on the first page is that HFT is a completely different kind of trading. It is fundamentally different.

[Heroix]

EvMir:
On ECN from 0.1 sec average 1 sec, on fics about 10 sec average if the lot is small. The bigger the lot the more slippage. That's if we are being honest. But what do the managers and programmers of brokerage companies come up with to realize their goals for dissolving the client's deposit, one can only guess. All depends on the size of the broker, but sooner or later the total value of the "profitXdeposit" when we reach a certain threshold, there will be a game of dealer against the client.

This is the right answer. The server side allows manipulation.

[Женя]

In general, statistics on order execution depending on account, lot, news and other factors would be super useful, but who will provide them....

[Server Muradasilov]

EvMir:
On ECN from 0.1 sec average 1 sec, on fics about 10 sec average if the lot is small. The bigger the lot the more slippage. That's if we are being honest. But what do the managers and programmers of brokerage companies come up with to achieve their goals for dissolving the client's deposit, one can only guess. All depends on the size of the broker, but sooner or later the total value of the "profit-deposit" when it reaches a certain threshold, the brokerage company starts playing against the client.

This kind of trading can only be done with a regulated broker, preferably with an SGD account.