Why have subscriptions been banned on the grounds of "too high a yield" ? - page 16

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ProstoTak:

It is commendable that someone cares and cares about subscribers, thinking for them.

But why so selective?

Takehttps://www.mql5.com/ru/signals/13383 signals for example. The strategy is horrible, plus strict averaging.

The profit is often 1-2 points and it is doubtful that subscribers take these 1-2 points. So, why is this signal in the system if you care about subscribers?

I'm sure by digging through the signals, you can find many examples of extremely dangerous strategies that carry real risk (so far deferred) for the mass of users.

I will assume (since I haven't seen the history of trades) that this effect is from limit orders inside the spread.


This signal is perfectly copied and everyone is happy, subscribers agree to these risks, no one is forcing anyone to sign up.
 

It is quite normal when during the night time at low-liquid futures with a big spread to narrow one lot in one direction and enter in BC for this instrument with lots of 5.

i used to swiftly remove my limit and narrow the spread, then i closed my CFD entry at a brokerage company with normal profit

You may have some risk, but most brokerage companies do not overlap on the real market, or they may leave the limit before you leave.

you would need fast execution

... i have not been interested in the outcome ... i have not seen how it ended ... If you do not know what i mean ... i will try to do it ... but if you do not know what i mean ... i will try to do it ...

i was not interested in the outcome

after 1 - several trades, you may have to change your brokerage company.

 
there's not much money to be made that way... There's not enough DCs )
 

Well, a few kilobucks per night from 1 BC is quite possible minus (possible losses at execution on the exchange)

and it is possible to parallelize

there is another problem - they may not pay out profits, the most common is to adjust the rules to the "individual approach

 
TheXpert:
What is this ECN then?

I didn't say anything about the eu, CFDs are common MM instruments, almost always. There are of course exceptions when one tries to overlap these instruments with real futures. but this is an exception to the rule.

stop. it's getting late.

 
olyakish:

I didn't say anything about the eu, CFDs are common MM instruments, almost always. I have not mentioned cfd's as usual MM instruments almost always. of course there are exceptions when they try to overlap with real futures.

Stop. You're getting off-topic.

Don't be shy, offtop is coming after Renat's reply )
 
olyakish:
Sorry, didn't get into it. Unlikely to work, at least I don't feel like trying.
 

Hypothesis: Quotes on the demo server and the broker's real server have a certain time lag sufficient for pipsing operations on the demo account

The roots of the hypothesis: Nowadays it is quite common that a broker has several trading realservers, out of boredom I installed several terminals on my computer logged them all into one account and switched to different servers, then opened tick quotes from different terminals and put them side by side on my desktop, the lag/reverse tick quotes from different realservers of one broker was noticeable to the naked eye, I do not know by what fractions of seconds there, but the eye is visible. As a variant that the servers have different geography or something, but on my computer as a user - the situation is ambiguous for a guru from pips.

I assume that there is a delay on any broker's demo quotes compared to real quotes, then there is a demo pipso graal

I'm not a programmer and I can't verify this programmatically, so, on a hypothetical level...

 
IvanIvanov:

I'm not a programmer and can't verify this programmatically, just on a hypothetical level...

Filters, quote filters.
 
TheXpert:
Filters, quotation filters.

:-) I don't understand what this is about at all...

....a got it, well that too... especially for the demo variant!

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