Algorithms, profitable and not so profitable. - page 7

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sanyooooook:

I refer to this simple algorithm as an MM algorithm.

If you want to do it properly, you need a strong deposit, preferably 1:1 leverage and a large stock of patience.


From the price, a grid is placed at the top to sell, and at the bottom to buy.

When one of the sell orders triggers, an order is added to the top, from the bottom buy orders are moved up by the grid step.

Similarly, when the price goes down and hits one of the orders, a buy order is added from below and sell orders are moved down on the step of the grid from above.

If there are two opposite orders in the market, both of them will be destroyed.

For example: the price of a pivoting trade is different from the price of a pivoting trade.

Is there an algorithm that allows us to fool market makers and nibble at their prices?

Because not only do they have rights, they have responsibilities.

 
Urain:
I wanted to say that this system needs another indicator that will determine the unfavorable moments for the system.

Oh, yeah, I remember, and then went off into the wilderness.

so you said yourself it's better to clean up before the news.

But the arbitrage you described doesn't require any indicators.

 
Serj_Che:

Is there an algorithm that allows you to fool market makers and snatch a little bit from them?

After all, mm has not only rights but responsibilities as well.

there is one )

write it down:

1. The bear paws the market (for bulls: the bull pokes the market with his horns)

2. Sashka pours the limit.

3. Market maker holds the market.

4. Sashka closes the market with Take

)

 
sanyooooook:

there's one)

write it down:

1. The bear paws the market (for bulls: the bull pokes the market with his horns)

2. Sashka pours the limit.

3. Market maker holds the market.

4. Sasha makes a take a close.

)

Just like a poet.)

It's understandable, but we have to wait a long time for the bear. MM is not a fool to set himself up like this either.

And you can't do it without a fight, like aikido?

 
Serj_Che:

Is there an algorithm that allows you to fool market makers and snatch a little bit from them?

After all, mm have not only rights but responsibilities as well.

Of course, there is an algorithm - but it is difficult to put it into practice - not all brokers can be fooled :) - only those who allow you to set close take profits....
 
Alexey29:
Of course there is an algorithm - but it's hard to implement it in reality - and not all brokers can do it :) - but only those who allow you to put close take profits....
If you go to the stock market, put your orders in the spread.
 
Young:
So go to the stock market - at least put your orders in the spread.
The stock market does not have enough liquidity - it cannot handle it))
 
Serj_Che:

Is there an algorithm that allows you to fool market makers and snatch a little bit from them?

After all, mm have not only rights but responsibilities as well.

I saw on one English forum a comment of one scalper HFT guy, and he brags about how he easily snatches just a bit. The only thing you need is a good dealer or supplier. And a good deposit. The latter is not a fact.
Unfortunately, he does not reveal the algorithms.
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