What happened to USD? Who knows? - page 6

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The Asc is less than the Bid because the Asc is programmed on the server regardless of the Bid. I should have made the Ask dependent on the Bid through the spread, so that the server would simply change the spread, and then the Ask would always be higher than the Bid. That's probably why I suddenly got errors during the sudden rise in the Eura. Good thing everything turned out safely! :)

 
borilunad:

The Ask is smaller than the Bid because the Ask is programmed on the server independently of the Bid. ...

Probably why I suddenly got errors during the sudden upturn of the Eura. Good thing all turned out well! :)

Here's another case for you to handle in your code ;)
 
papaklass:

The JPY has already compensated for all its gains from yesterday. Bank of Japan rules. :)

I wonder if the rest of the majors will repeat the JPY's actions?

More likely than not.
 
papaklass:

Here we are. :)

Ask and Bid reflect supply and demand in the market. They are independent values. And the spread is a bid and ask (Ask/Bid) dependent value. We have introduced the Spread for convenience.

Thanks for the clarification!

But forex does not reflect actual supply and demand from lagging data and other reasons. Is it profitable for DCs to have negative spreads?

 
artmedia70:
Here's another case for you to handle in your code ;)
Artyom, be good! These errors and their handling stayed with me, and the orders were sent to the server without errors. But if there was no nonsense with negative spread, my owl wouldn't waste time on retries and could trade faster and achieve more profit!
 
borilunad:
Artyom, be good! These errors and their handling stayed with me, and the orders were sent to the server without errors. But if there was no nonsense with negative spread, my owl wouldn't waste time on retries and could trawl faster and achieve more profits!
So, in order to avoid retries after an error, you need to take care of the correctness of the order being sent in advance.
 
papaklass:

If the brokerage company has a real UST and receives only the commission, the brokerage company does not care whether the spread is negative or not. It is profitable for the brokerage company if the client makes more trades and shows higher volumes.

Negative spreads are not profitable for kitchens and they do not allow negative spreads. :)

And what is the spread of brokerage company you use? If it is not a secret? You may ask in a personal message.
 
tol64:
Got out one way or another. Must have slept well. )))

100 quid isn't worth it to stay up all night.

decided to take it easy and add a little money.)

 
artmedia70:
So, in order to avoid retries after an error, you need to take care of the correctness of the order being sent in advance.
I can only assume that the errors occurred because of these "inverted" quotes, because when I go to Breakeven or set TP, when the quote goes over the limit, in a fraction of a second the price is out of the limit, although my slippage is the greater of 30 and a double spread. In addition the retry is already at a new price, but still, when such a sharp movement, there could be a mismatch in prices again.
 
borilunad:
I can only assume that the errors were caused by these "inverted" quotes, because by breaking even or setting an TP when the quote is off the mark, in a split second the price is off the mark, even though my slippage is the greater of 30 and double the spread. In addition the retry is already at a new price, but still, when there is such a sharp movement, there could be a mismatch in prices again.
The Expert Advisor does not report the error and the size of all the values critical for error-free sending of the signal in the error log?
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