Why have subscriptions been banned on the grounds of "too high a yield" ? - page 57

 
ProstoTak:

Please explain the phenomenon (as you see it) in the EUR\USD market (Ask limits) which started at 18.37 UTC and is still going on (at 18.49 UTC) and who is absorbing it all from the market in such volumes (price stands on the market) ..... if it's no secret, which liquidity provider is doing this? You can probably see where the liquidity is coming from which channels?

Sorry, I don't know what you are talking about.
 
Urain:
MT5 has stop limits. I'm sure MT4 has fallen behind because it hasn't been taken seriously for a long time.

Have you checked how they work?

A stop limit (classic) is a stop with limited slippage. That is, when the price reaches the stop, it puts a limit in the market with a price worse than the current price.

In MT5 when the price reaches the stop, you can place a limit only at a better price, i.e. not active. And it is not certain that the price will return to it.

May Renat forgive me, it's not a limit, it's an unfortunate parody.

 
ProstoTak:

You have real-time (and logged) information on which liquidity providers are providing what volumes, don't you?

The question is:

Time 18.37 to 18.49 UTC.

Best Ask - where the liquidity was coming from for the best price in the tumbler.

There are dozens of suppliers. We only have information on the ones we are connected to. No one has information on all suppliers.
 
ProstoTak:

About dozens of suppliers - understandable.

The question is about a specific period of time.

I don't understand what you are trying to find out. Well let's say we look and it turns out that better Asks are coming from LMAX (although with 99% probability they change), there are many Banks connected to LMAX, which ones I don't know, and which one gives what there, we don't know.
 
Pricing in the forex market is not transparent at all. You will never know who is absorbing what there.
 
Rann:
I don't understand what you're trying to find out. Well let's say we look and it turns out that the better Asks are coming from LMAX (although with 99% probability they change), there are many Banks connected to LMAX, which ones I don't know, and which one gives what, we don't know.

He just wants to know which Barmaley gobbled up his whole 0.01 lot and didn't choke on it.

PS. Anyway, thank you for visiting us from time to time.

 
ProstoTak:
kindergarten.
Yes. Senior group.
 
ProstoTak:

If you can write from where, do so.

Nah. For that, you have to pull up the logs of the glasses, do some sampling, etc. It's not easy, and it's not clear what for.
 
ProstoTak:
But you have to see who gives price and volume, right? Where does the liquidity come to you in the cup or not?

We can see, we have everything written down. But what good does it do?

If someone slips us a lot, for example, we dig, find out and send a claim. And just to see who gave what volumes there is no point.

 
Rann:

We can see, we have everything written down. But what good does it do?

If someone slips us a lot, for example, we dig, find out and send a claim. And just to see who gave what volumes there is no point.

Some citizens are incapable of understanding that sampling and analysing logs takes a certain toll.