Discussion of high-frequency trading on MT5 - page 75
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lohhft & Alex_Bondar, if you don't immediately stop advertising a paid product sold as a completely unsafe exe file, I will ban you both forever.
Everything about this product has been removed from the thread.
Indeed, we got distracted... So I suggest all professionals and amateurs interested in the topic, conduct a practical experiment in this thread. I will put the investor login to the account, where I will run my program, and you will simply copy the signals to another account with your programs. If your program, written in pure MQL4 or MQL5, copes successfully and does not significantly reduce the profitability, it will be a convincing proof of the possibility of high frequency trading in native MT4 or MT5, and I will be able to buy such a program and finally abandon the engine I am using now. Otherwise I will have to state the opposite, or that there are only theorists gathered here.... and I will have to continue using, and thus indirectly advertise, my program, despite the fact that it is an exe.
Indeed, distracted... So I suggest all professionals and amateurs interested in the topic to conduct a practical experiment in this thread. I will put an investor login to the account where I will run my program, and you will simply copy the signals to another account using your programs. If your program, written in pure MQL4 or MQL5, copes successfully and does not significantly reduce the profitability, it will be a convincing proof of the possibility of high frequency trading in native MT4 or MT5, and I will be able to buy such a program and finally abandon the engine I am using now. Otherwise I will have to state the opposite, or that there are only theorists gathered here.... and I will have to continue using, and thus indirectly advertise, my program, despite the fact that it is an exe.
It's easier to post the source here and not bother.
That's what I'm talking about. This is a public thread, i.e. sources for people, profit for traders, respect for the coder.
It seems that the Man has other purposes - he is trying to copy the highfrequency signals knowing that it cannot be done in the signals service(at least with regard to slippage) and any other trading style will be copied 100% except for highfrequency one
Exactly, I'm interested in the practical result of replicating high-frequency trading. And I really don't know the method that would allow doing that, except parallel sending of signals, which I can use in my engine, but it's not an MQL implementation. That is why I suggested an experiment to see if somebody would suggest it.
Indeed, we got distracted... So I suggest all professionals and amateurs interested in the subject to conduct a practical experiment in this thread. I will put the investor login to the account, where I will run my program, and you will simply copy the signals to another account using your programs. If your program, written in pure MQL4 or MQL5, copes successfully and does not significantly reduce the profitability, it will be a convincing proof of the possibility of high frequency trading in native MT4 or MT5, and I will be able to buy such a program and finally abandon the engine I am using now. Otherwise I will have to state the opposite, or that there are only theorists gathered here.... and I will have to continue using, and thus indirectly advertise, my program, despite the fact that it is an exe.
What do you propose? Copier or automatic trading system? If you can, please let me know in private what exactly you offer, because I do not understand the last 2 pages, and all the flooding to read boredom. If you can, and immediately *.csv file minutok + column orders, (-1,0,1) or(buy,sell), for a month to start.
Thank you.
server:
Если я или вы сейчас написали что даём 500$ за открытый код высокочастотника для МТ5 , хотя бы как основу (фундамент) для дальнейших исследований в этом направлении - страниц десять народ накидал бы влёгкую,Были бы кости а мясо нарастёт
Yes, many would give, if they knew who did what ... Forex is a small world, and people know each other at least virtually through this and other forums.
And if you do not know who and what ... everything in this theory did not start from scratch ... not perpetual motion or "alchemy in the basement" ... and these are famous people who have done famous things and can be taken at their word (as everyone knows them) ...or not? :)
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For example, themembers of MQL5.community have a good thread about signalers ... it would be good if MK would continue such threads about signalers, about sellers in the Market, about subscribers ...
lohhft: Я ничего не предлагаю, просто пытаюсь получить полезную для себя информацию в обсуждении, а о своей системе я рассказывал и выкладывал отчеты о торговле, правда вкратце, чтобы не провоцировать обвинений в рекламе...
/Реклама удалена - Mathemat/
Thank you.
server:
If I or you wrote that we give 500$ for the open source code for MT5 , at least as a base (foundation) for further research in this direction - people would fill ten pages easy, there would be only bones, and the meat will grow
Yes, many would give, if they knew who did what ... Forex is a small world and people know each other at least virtually on this and other forums.
And if you do not know who did what ... everything in this theory did not start from scratch ... not perpetual motion or "alchemy in the basement" ... and these are famous people who have done famous things and can be taken at their word (as everyone knows them) ...or not? :)
===========
For example, themembers of MQL5.community have a good thread about signalers ... it would be good if MK would continue such threads about signalers, about sellers in the Market, about subscribers ...
I am curious, is there any fundamental difference in the code for FX-HFT, which so long and unsuccessfully, as I understand, is discussed by scalper experts?
It's not about tens of thousands of orders per second like on a fund, I saw a tickwise pipsing on a set of patterns that preceded the desired price movement direction, as I guessed from the screenshots and some of the author's theses. A tick pattern as well as a bar pattern are identified by in approximately the same way, the Expert Advisor doesn't seem to care about comparing tick or bar vectors, if I'm not mistaken. The only differences are in the peculiarities of the patterns and in general the fact of their predictive probability, on such a noisy scale. Your average $1.5-2k gamer computer will easily handle even 10 orders per second, while tick analysis is not much different from bar analysis. ECN and commission depending on volume are also kind of encouraging for HFT. And the Internet allows to send 1-10 orders.
So the main question is in the interest of the brokers, about this. Here is where reasonable people should ask a number of logical questions, which should arise even in the absence of a detailed understanding of the micro and macro structure of Forex. Is direct transmission of clients' trades of small lots with such a low commission possible at all? Everyone knows that when there is enough money, there is no need for a brokerage company, but when there is not enough, then everyone should find out for sure, how such small but highly profitable clients may be "honestly" advantageous to brokerage companies? If it turns out that there is a reliable sources of small transactions transmission technology, then it is worth wondering why in civilized countries (Europe, USA, etc.) Forex Dealing Centers are prohibited / authorized under the laws on gambling or even couching. Banks, hedge funds have the right to do it but they do not let suckers in to protect them, not because if they are poor they are stupid, but because free cheese is only in a mousetrap. And in Africa and the CIS countries, corrupt officials do not care about citizens. You do not understand that the smaller the deposit, the higher the commission, there is a limit beyond which there is no point for the broker to bother with the client other than to embezzle his tearful deposit with a set of rather trivial tricks.
Be reasonably skeptical, gentlemen. In my opinion it is very remarkable that MT quite vigorously occupies regulated sites where cheating is not practiced. Here for the sake of interest and compare the trading conditions on the stock exchange(s) and Forex. And think about why everything on the exchanges is more expensive on average. This is not just for fun.