Algorithms, profitable and not so profitable. - page 5

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sanyooooook:
https://www.mql5.com/ru/forum/40389#comment_1341607

Maybe I've got the question wrong )) Yes, "orders may be opened under any circumstances", but I mean the ideal situation, as described in the "how to make money on narrowing the spread" branch. Taking this into account, I would like to repeat the question: will the profit that is fixed depend on possible price movements that may happen in the time span before the OrderCloseBy is placed? Or it is invariable from that moment?

Alexey:
OrderCloseBy closes counter positions one at the expense of the other

Thank you, CAP!

sanyooooook:
has increased not state, but the opportunity to buy more goods provided the amount of capital has not increased.

I'll add - in ruble terms.

 

Generally speaking, any market algorithm or system of algorithms starts to profit if and only if another algorithm or system of algorithms takes a loss.

 
sanyooooook:

Generally speaking, any market algorithm or system of algorithms starts to make a profit if and only if another algorithm or system of algorithms makes a loss.

The saddest thing is that no matter how sophisticated most people are and what methods they use, the sinister "puppet" always ends up in profit :-D

but how does this relate to my question above? ))
 
mmmoguschiy:

But how does this relate to my question above? ))
i don't know how this question relates to the previous one )
 
sanyooooook:

Another simple algorithm, also referred to as an MM algorithm. It is also called arbitrage. I have already described it in one of the threads.

You don't need large deposits, reaction speed is important, leverage preferably 1:1.

There should be two markets A and B.

On one of the markets (say market A) at some distance from the price (the distance is selected on the basis of the price on the other market below) put limits on the top sell bottom buy limits move synchronously with the price on market B.

We wait until one of the limits is eaten, as soon as the limit triggered on the market A, on the market B we enter the market with the volume equal to the volume of the limit that triggered in the direction opposite to the direction of the triggered limit. As a result, we have two opposite positions with a spread that is larger than the amount of commissions for transactions in both markets. This is the profit of the system. Orders are closed when the opposite limit works.

Limits should be set on the market with less liquidity, then there is more chance that the limits will trigger.

Calculate the distance to the limits:

1. Find the average price spread of market A and market B

2. from the price of market A subtract or add the average intermarket spread

3. for the upper limit: to the value obtained in point 2, add the amount of market A and B commission per trade as a percentage of market B price.

for the lower limit - the same only with subtraction

The calculation of limit levels is not clear enough, those who need it will understand it.

I've found such markets) and they are stable, and I've even tried them with my hands, but it's hard with my hands(. It's too fast the price goes away. And writing an algorithm is a problem....)
 
223231:
so i found such markets) and they are stable, and i even tried them with my hands, but with my hands it's hard(. it's too fast the price goes away. and i'm having trouble writing an algorithm....)
share!!!(in person)
 
223231:
So I found such markets) and they are stable, and I even tried them by hand, but it's hard to do it by hand(. It's too fast the price goes. And I have trouble writing the algorithm....)
and me, if it's not too much trouble.
 
sanyooooook:

Any profit taking in the market is arbitrage, if you dig into the variety of arbitrage, you will find that there are arbitrage between instruments,

But if you concentrate on arbitrage on one instrument, it all comes down to the time difference between opening and closing.

The more time the position is in the market the higher the risk, the less time the lower the profit.

Hence the moral: even if you set differently directed orders, you still have to write an indicator, that will classify the situation, you can now set differently directed orders or not (even market makers quietly leave the market from time to time).

 

Urain:

Hence the moral: even if you set differently directed orders, you still need to write an indicator that will classify the situation, you can now set differently directed orders or not (even market makers leave the market quietly from time to time).

They leave the market because the costs of the system do not pay off.

All you need to know to set limits is if the fresh meat has arrived (if there was a deposit replenishment).

 
sanyooooook:

They leave the market because the costs of running the system do not pay off.

All you need to know to set limits is whether fresh meat has arrived (whether deposits have been replenished).

How can you determine costs if the system is dynamic and costs are determined statistically? Market makers leave the market before the news.

And fresh deposits have nothing to do with it, they are constantly being opened and drained, and there is no exact point that here is a wave of depo, and here is the point when everything is pulled out and we have to wait for a new wave.

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