Discussion of high-frequency trading on MT5 - page 40

 
DenisFXO:
this("FDK 1.7.93.msi") tool is no longer working, as they are now making One Click, which will hold the glass .It should be posted on Friday.
as for the story loader, everything works - it's the Quote Down Loader
HideYourRichess:

What happens on Friday, the pre-business day?

Well, it looks like a glass ;) and what's poured into it - it's not like 95% of people even think to check.

What's the list?

A list of the main issues of algotrading.

 
hrenfx:

Anyone can freely download the Level2 story of one of the most perfect dark pools in FOREX.

An example of such a story has been posted.

P.S. An eloquent post:

It is not unreasonable to be reminded that the story should be from exactly where one intends to trade. This is especially true for ticks.
 
Alex_Bondar:

A list of the main issues in algotrading.

Very tough questions. In most cases. Already wrote once, in a similar thread on the same forum, people who are strongly interested in this topic (HFT) put their own server on the collocation next to the exchange server, collect the data themselves and do all the rest. It is clear that the cost of the project grows not realistically. And just downloading it from somewhere is not serious, in my opinion.
 
HideYourRichess:
Very tough questions. In most cases. I wrote once, in similar theme in this forum, people who are strongly interested in this subject (HFT) put their own server on collocation next to exchange server, collect data themselves and do everything else. It is clear that the cost of the project grows not realistically. And just downloading it from somewhere is not serious, in my opinion.

"Even a journey of a thousand li begins with a first step."

Lao Tzu.

How do you advise to come to this(HFT) without immediately having seven-figure sums in $ and experience?

 
That's the way it is
Files:
 
seka-s79:
Like this.

Is that your idea of a bet?

It looks like a transaction history.

 
Alex_Bondar:

How would you advise coming to this (HFT) without having seven-figure sums in $ and experience at once?

I can only broadcast the opinion of successful HFT-people who told me. No way. The time of beggars with bright eyes and bright heads is over. That's what they said, almost literally. Said it was now a stupid battle of technology and pings. I think they're a little bit wrong, although they seem to be right on the whole. By the way, you can look at roughly what algorithms the big uncles in hft are using. There was a crash a few months ago, in the stock market. GoldmanSachs and others had their machines break down, because of KneightsCapital. It was fun to watch, and instructive. There was a loss of $440 million.
 
HideYourRichess:
I can only broadcast the opinion of successful HFT scalpers who have voiced it to me. No way. The time of beggarly loners with bright eyes and bright heads is over. That's exactly what they said, almost literally. Said it was now a stupid battle of technology and pings. I think they're a little bit wrong, although they seem to be right on the whole. By the way, you can look at roughly what algorithms the big uncles in hft are using. There was a crash a few months ago, on the stock market. GoldmanSachs and others had their machines break down, because of KneightsCapital. It was fun to watch, and instructive. There was a loss of $440 million.

That's right. I'll even say more, the time forrich HFTs, in the classical sense, is also numbered. It's just a temporary fluctuation. Microsecond trades are leveling off. It's a detriment to the economy.

But HFT and scalping with hundreds of trades a day, are very different things. Finding market inefficiencies doesn't depend on iron and it all depends on brains.

 
HideYourRichess:
Very tough questions. In most cases. I already wrote once, in a similar thread on the same forum, people who are very interested in this topic (HFT) put their own server on the collocation next to the exchange server, collect the data themselves and do everything else. It is clear that the cost of the project grows not realistically. And just to download somewhere is not serious, in my opinion.
What does this have to do with decentralized Forex? Or we are not talking about it now?
 
gunia:

That's right. I'll even say more, the time forrich HFTs, in the classical sense, is also numbered. It's just a temporary fluctuation. Microsecond trades are leveling off. It's a detriment to the economy.

Possibly, yes.
gunia:

But HFT and scalping with hundreds of trades a day, are very different things. Finding market inefficiencies doesn't depend on iron and it all depends on brains.

I agree, a hundred trades a day is quite different if we are talking about the same thing.