Discussion of high-frequency trading on MT5 - page 60
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i would argue with some of the assertions in another time, but not now. it is clear where you see the interest of the creators. what is your interest?
I'll know I'm not alone. You have no idea how hard it is not to be able to discuss even the obvious things constructively. And to see this endless kindergarten "Groundhog Day". You can think of me as creating a social infrastructure for myself. But there is another interest:
sounds like it, yeah. plus, it's not clear who controls this infrastructure. if it's like forex, there's no point in trading up.
There are enough regulations. But all this pales in the face of common sense: why create such an expensive machine that beats almost everyone by its trading conditions, to engage in stupid scams. I did not write for nothing that absolute transparency is a strategic advantage. You can think about making money here and now, or you can grab a lot more but tomorrow.
i don't believe in free breakfast for all. life has taught me. so if something has gone to the masses, it means that bigboys already have, or soon will have, cool new toys.
In my humble opinion, such neo-DCs need high-turnover algotraders, not only because of the commission.This may be a quite reasonable way of headhunting in this sphere. But it is only a guess.
Believe me, such offers of "partnerships" are almost 100% loss of a client. As the client realises they have been taken on a special account. In fact, if there is an earner, it is better not to touch him at all. If the client is adequate - understands the value of his strategy, he will not go for a partnership. They will just open a PAMM account, which will be quickly filled with the required amount of money for management. As soon as they feel the liquidity ceiling, they will stop trading on the PAMM account and will only trade on their own.
Moreover, to assess the prospects of another's strategy, you need to be a very experienced algotrader and analyst. Spending time on analysis of different "candidates" is idiotic. Moreover, as a rule, super profits are made on small amounts, where the liquidity allows. We should pay attention to large amounts. And there the alt-trader is much more adequate. In short, headhunting is a fiction.
P.S. This applies to 1% if not less. Therefore, you are absolutely right about the free breakfasts, the essence has not changed. They allow you to earn up to a certain limit to a minority, for example up to $10K per month, and then offer a collaboration, "an offer you can't refuse". And thus increasing the collection of cream for themselves, at the expense of your talent. And in my opinion this is very logical and "correct", if I may say so.
$10K is an amount of nothing in this kind of business. Moreover, $1 mio is also nothing supernatural. But stability and other characteristics can be really cool. Talent can only be attracted by unique trading conditions. When you realise that you won't get those for yourself anywhere else. And this allows you to trade those inefficiencies which previously were pointless to consider because they did not cover the costs.
And these all-exclusive trading conditions can only be created for certain HFT strategies. "Classics" don't need super-trading conditions (the profits will be smaller, but not negative). An HFT trader is usually the most competent market participant. Therefore, if they agree, the reason will be really good (without these conditions the profit will not be squeezed out of the market).
P.S. A bit on the subject of justifying better trading conditions. If your brokerage broker has the best performance, we recommend to set the optimization by commission and see the difference between the total commission and the total one. It's just important not to make a mistake in estimating the liquidity ceiling.
I think the conjecture is not without logic. which does not preclude simply recruiting meat under the banner of new technology and fantastic opportunities.
So don't you personally benefit from having more meat on the market?
The point is that now more rapid-fire systems can be applied that were previously only available to the "strong" and covered in shame amongst the meat ("no one likes the pipers").
It's obvious to everyone that as the measurement step decreases, the fractal length increases, more turnover, more stability. In the past due to technical capabilities and laziness of mind of DC business planners the calculation was only for 95% meat, now there is an additional business model.
In short, headhunting is a fiction.
Well I said it was speculation. Although that's exactly what I would do if I were the management of such a neo-DC. Nerds are usually easy to "process" socially. All the more so, one can both attract with advantages and crush with possible disadvantages...
Have mercy gentlemen, post the FDK compiled exe-hits, so you can parse data into one normal table. No time to learn C# yet unfortunately.
I'll know I'm not alone. You have no idea how hard it is not to be able to discuss even the obvious things constructively. And to see this endless kindergarten "Groundhog Day". You can think of me as creating a social infrastructure for myself. But there is another interest:
There are enough regulations. But all this pales in the face of common sense: why create such an expensive machine that beats almost everyone by its trading conditions, to engage in stupid scams. I did not write for nothing that absolute transparency is a strategic advantage. You can think about making money here and now, or you can grab a lot more but tomorrow.
not to me - not enough of that, but everyone chooses for themselves (see to each his own). plus, the data is not very clear. again, my traditional question on this forum, is there a ribbon of prints there?
PS. in principle, on new ones there are often opportunities to make a bit of dough, i'm not going to argue. of course i'm worried about more long-term things. your trading style is just that, fast.
This is an overestimation of the "powerful". They are only strong because of their unique infrastructure. It is obvious that if you give this infrastructure to the masses, they will immediately find independent thinkers who will make a profit much better than the "powerful" ones. There is room for development for guys and problems from the same "strong" at some stage cannot be excluded. But all this is closer to paranoia and aggrandizement.
So don't you personally benefit from more meat in the market?
The point is that now more rapid-fire systems can be applied, which used to be available only to the "strong", and in the meat environment are covered with shame ("no one likes the pipsers").
It's obvious to everyone that as the measurement step decreases, the fractal length increases, more turnover, more stability. In the past due to technical capabilities and laziness of mind of DC business planners the calculation was only for 95% meat, now there is an additional business model.
Have mercy gentlemen, post the FDK compiled exe-hives, so you can parse data into one normal table. I don't have time to learn C# yet unfortunately.
And what exactly do you need? "Parsing" in the sense of overwriting/auto-exchanging lexemes?
HideYourRichess:
Again my traditional question on this forum, is the ribbon of prints there?
As far as I know, the print ribbon is not FIXed from the LP. Some LPs have a print ribbon implemented in their own under-platforms. But in general on FOREX, a print ribbon is a dubious idea as it will reflect almost nothing. It makes sense when a darkpool becomes a very influential market participant. From a technical point of view, to organise such a tape is just a refinement of one's data transmission protocol.
Obviously, flash orders - the creators of the exchanges have sagged on creating artificial tech. insider. It is possible to speak about a hypothetical attempt of someone to bend the discussed darkpool for such (i.e. to avoid its own strategy of transparency), but one might as well speak about UFO. After all, FOREX is not a stock exchange at all.
P.S. Very many letters from me for a short period of time. I have absolutely started trading, I have to get back to the working direction. I'm taking a break in discussions, otherwise you can get bogged down.
As far as I know, the ribbon prints are not FIXed from the LP. Some LPs have the print ribbon implemented in their own under-platforms. But in general, in FOREX, a print strip is a dubious idea as it will reflect almost nothing. It makes sense when a darkpool becomes a very influential market participant. From a technical point of view, to organise such a tape is just a refinement of one's data transmission protocol.
hrenfx:
Obviously, flash orders - the creators of the exchanges sagged to create artificial tech. insider. It is possible to speak about a hypothetical attempt of someone to bend the discussed darkpool for such (i.e. to avoid its own strategy of transparency), but one might as well speak about UFO. After all, FOREX is not a stock exchange at all.
The market is still developing, but the market is still developing. Goldmansax, City, etc.
hrenfx:
P.S. Very many letters from me for a short period of time. I have absolutely started trading, I have to get back to the working direction. I'm taking a break in discussions otherwise I may completely bog down.
No problem. it's just I'm on a time out while the Black Lord signs the sequestration papers and the market thinks how to react to it.
What exactly do you want it to be? "Parsing" as in overkill/auto-exchange lexemes?
I even drew it here.
The data needs to be written sequentially in ONE spreadsheet. Separately for bids and for asks (time, price, volume), FOR A YEAR.
IMPORTANT: it is necessary to average exactly the tick rate, by minutes. In other words with not traded orders including those that occurred and disappeared on tick, and not the volume of those that actually traded for a minute.
I would like to estimate the extent of noise between the data of potential bid/ask volumes relative to the traded volumes.
I need it for analysis. I cannot do it myself (( I tried to glue it together manually, but I need many tools and different times and it will not work with my hands.