ECN, order execution, aggregators, liquidity. - page 24

[ALEXEY NIKOLAEV]

This is an odd execution. There is movement in gold. Back and forth. The spread is around 50. There is movement, it means there are demo sellers and demo buyers. I'm putting limiters on the edges of the spread. That's it. Sellers and buyers are stalling. After a while the spread narrows. Limiters are coming up. We narrow the spread to 0. And only when the bid touches the Sell Limit, a trade is executed. Asc, of course, flies away at the initial 50 pips (although there were requests, the spread narrowed). The stop loss is caught. Ask is caught.

How come?

[TheXpert]

sumkin75:

How so?

Execute like a normal stock limiter only if matched inside...

[ALEXEY NIKOLAEV]

TheXpert:
Will only execute like a normal stock limiter if the matchmaking is in...

I understood about the matchmaking. I was surprised at something else. There was some action before the limiters were put in. Sluggish, but there was. 0.1 volume. It was nothing.

Those, my limiters stopped the trade. I can't even check the strategy. Alas

[ALEXEY NIKOLAEV]

By the way, something matches the warrant. Certainly not my counter.

[Server Muradasilov]

sumkin75:

I can tell you more than that. The quotes of the same instrument on different accounts are different. There's a few seconds difference between the shots.

What do you mean by that? An individual approach?

Arethe account types the same?

[ALEXEY NIKOLAEV]

server:
Are the account types the same?

Sorry, my mistake. There was some kind of lag in the terminal. Worked on the server, froze on the computer.

Catching execution. It's mating, for crying out loud. Not enough demo liquidity or something. Now we got bars with opening price equal to closing price on gold. My job.

[ALEXEY NIKOLAEV]

The 0.1 lot limiters stop the price. That's amazing. Is it like that on the real as well?

[Server Muradasilov]

sumkin75:
0.1 lot limiters stop the price. That's amazing. Is it like that on the real as well?

Sumkin75:

Sorry, my mistake. There was some kind of lag in the terminal. Worked on the server, froze on the computer.

Catching execution. It's mating, for crying out loud. Not enough demo liquidity or something. Now we got bars with opening price equal to closing price on gold. My job.

Have you tried catching executions during the day - when there is more demo liquidity

[Dmitry Rannev]

sumkin75:

This is an odd way of doing things. There is movement in gold. Back and forth. The spread is around 50. There is movement, it means there are demo sellers and demo buyers. I'm putting limiters on the edges of the spread. That's it. Sellers and buyers are stalling. After a while the spread narrows. Limiters are coming up. We narrow the spread to 0. And only when the bid touches the Sell Limit, a trade is executed. Asc, of course, flies away at the initial 50 pips (although there were requests, the spread narrowed). The stop loss is caught. Ask is caught.

How come?

What is strange about it? That's the way it's supposed to work. Just don't forget that client liquidity is present there in a very small percentage. Mostly external STP liquidity.

[Dmitry Rannev]

sumkin75:

I understood about the matchmaking. I was surprised at something else. There was some action before the limiters were put in. Sluggish, but there was. 0.1 volume. It was nothing.

Those, my limiters stopped the trade. Strategy's a bitch to check. Alas

If your limit is inside the spread, it becomes the best Bid or Ask. All movements outside of it become invisible. More precisely, it is only visible in the glass. If you set the bet, it becomes much easier to understand how things work.