ECN, order execution, aggregators, liquidity. - page 25
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The 0.1 lot limiters stop the price. That's amazing. Is that how it works on the real?
to Rann.
Wanted to enter the pound news at your place today
Why do you have no prices in "the midst of trading"? If this is on purpose then please just say honestly about it, I will withdraw funds and will not train your server with unnecessary orders.
to Rann.
I wanted to enter the pound news from you today
Why do you have no prices in "peak trading"? If it's on purpose then please just be honest about it, I will withdraw funds and I won't train your server with unnecessary orders.
If the account type is STP, here is an excerpt from the rules:
6.4 If the Client uses the maximum deviation parameter from the requested price when opening an Instant Order, then, in the event of a price change, the Client will receive an Offquote and will need to send a new Instant Order. In case the Customer does not use the maximum deviation parameter from the requested price and the price changes, in this case the Customer will receive a Requote.
Made due to technical features of MT server, in this case we can't send Requote (if interested, I can explain).
If the account is an ECN, it's strange. You need the account number to figure out what it was.
If the account type is STP, here is an extract from the regulations:
6.4 If the Client uses the maximum deviation from the requested price parameter when opening an Instant Order, then, if the price changes, the Client will receive an Offquote and will need to send a new Instant Order. In case the Customer does not use the maximum deviation parameter from the requested price and the price changes, in this case the Customer will receive a Requote.
Made due to technical features of MT server, in this case we can't send Requote (if interested, I can explain).
If the account is an ECN, it's strange. You need the account number to understand what it was.
Got it, thanks, sorry. STP account.
In general it is like this:
https://www.mql5.com/ru/forum/12342/page3#comment_543724
It is interesting from the viewpoint of the TC logic to handle such situations:
There was a limit order with a take:
- The Limit Line was partially executed several times, generating several open positions with the Take Line. At the same time the remaining volume remained in the form of the Limit.
- Each of the positions was partially closed by a take.
How to write TS so that such things do not break the logic?
Once voiced a solution:
Every algotrader faces the task of converting the testering robot into the fighting state, ready to work on the real market.
In fact, there is only one way to translate it properly. Fortunately, it is almost universal.
The battle robot is divided into two parts: the tester and the synchronizer.
The tester provides the trading environment of the tester robot at the current moment in history (up to the present).
The synchronizer matches this data with the current real trading environment, trying to fit it with the virtual one (obtained in the tester).
For example, the virtual environment shows that there is a Limiter at some level. The synchronizer's task is to make such a limiter at this price level on the real market.
So far, algorithmic traders had to write both parts of the robot. I suggest you take over the writing of the first part - the real-time tester.
That is, a tester that replenishes the history in real time and continues (without stopping) the execution of the tester robot. In this case there are all mechanisms for obtaining the current virtual trading environment of this tester.
With such a standard implementation, it would be a great help for algotraders in writing a fighting trading robot. Unfortunately, none of my known algotrading tools has such a functionality.
P.S. There cannot be a universal synchronizer. But there are only two fundamentally different approaches to synchronization.
The classical variant is implemented in one form or another in all signal services that are so popular nowadays. This scheme is advantageous for the services, because the synchronizer is very simple and they do not care about the trading costs of their clients.
The second scheme, as far as I know, is not used anywhere. Perhaps, some really annoying algotrader has implemented it...
I suggest that the developers write in-house synchronizers of both types. All of this is necessary for algotraders in the first place. Because it allows you to quickly write robots for combat market conditions, without having to spend effort on inventing and tweaking this tool-bicycle.
They do not stop them, they only improve them. They cannot stop them. Your limit inside the spread is like a speculator at an exchanger. The exchanger gives you more liquidity and you can offer your volume at a better price.
Ha, exactly stopping it. Not forever, of course. Cotira, on the other hand, can move externally, outside a given cup. Just because you don't have many demo participants doesn't mean that world prices depend on them.
You should try opening a demo with a large amount. Open two counter limits inside the spread, say 100 lots each. Five bars will be flat for sure.
But there is a plus. I've learned that you don't have to buy or sell to move a quote. I can simply change prices of Limits. Some of them may be deleted and new ones may be put.
But there is a silver lining. I realised that you don't have to buy or sell to move a quote. You can simply change the price of limits. Some of them may be deleted and new ones may be put.
)
I realised that you don't have to buy or sell to move a quote. You can simply change the price of limits. Some of them can be deleted and new ones put in.