Discussion of high-frequency trading on MT5 - page 9
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gunia:
Pay, get, apply, take out the profit.
I am testing a demo on MT5 from open-broker.ru This happens with an order which does not execute and hangs, ruining all the logic of the program
This is what the representatives of the OTkrytk brokerage responded:
Due to the work of the robot, the limits on your account are divergent.
We can correct them only if you inform us about it.
They are promising real accounts from February 11. It remains to be seen whose fault it is ? The broker or the Metakvotts. Perhaps this will not happen on the real.
We ask the administration to deal with it!
PS Interested -the results of tradesabout this for a day.
/ Balance chart without report header removed - Mathemat/
>"Are you saying that 10-100ms has this inefficiency and at 100-1000ms it doesn't already exist? There's a discreteness to it?"
That's exactly what I was going to say.
>I'm not interested in Martian technology on supercomputers, but in what limit of high-frequency trading is available to people like me on mt5 or mt4.
To people like you at the moment - none! And in general it depends on your equipment and your broker's trading conditions. It is they (the broker, your equipment) that limit your order delivery speed to the liquidity provider.
> "How many trades it makes per second, what algorithm it uses (in general terms), expected profit, risk, etc...".
MT5: in asynchronous mode the sending speed is about 30 ms + internet channel speed, on MT4 it's much worse.
You are the one with the RTS futures. Even though Otkritie is one of the best brokers in the RF, but still the demo accounts on FORTS have a life of their own, separate from reality.
Will the robot work the same way on forex?
... MT5 is connected to the Exchange via Plaza2 (like all other software) the bridge gives a delay of up to 5ms. If you place a server in Exchange local network, then a pack of orders will be placed after 10 ms at most. You can not compete with professionals, but it is realistic to outrun a crowd of people in terms of speed!
You can do it there. But people were talking about forex (it seems to me)
It's not that I'm lazy to read a memoir, but it's often the case that it's of little use, so I ask about hashing out wasted time for money.
Everyone sees what they want to see. I started something here for nothing. Good luck.
It is possible to discuss not only forex
You can do it. But this topic has already been chewed up in every direction. Everything there is more or less clear about the "players" and the "rules of the game" and the criminal super-fast advantage of certain large participants. There is Plaza2, there is collocation, etc., there is special software for fast trading. At Forex it is much worse and at the same time more interesting.
Everyone sees what they want to see. I shouldn't have started something here. Good luck.