HFT, Arbitrage - page 2

 
server:

I would love to see your "HFT" trading - no matter what platform, organize an online show. But you keep on writing ..................................... with no end in sight and no end in sight, and you are vilifying Metatrader at the same time. Maybe you are a HFT theorist - a theorist and a practitioner is not the same thing. For exampleMikalas,C-4 is 100% practitioner more than I am sure :)

Why are you attacking Prival? Is he selling his hft to someone or what?

The question was very simple - can it be implemented (technically) and tested?

The answer is also simple - no, MT5 does not allow it (for a number of reasons).

 
server:

I would love to see your "HFT" trading - no matter what platform, organize an online show. But you keep on writing ..................................... with no end in sight and no end in sight, and you are vilifying Metatrader at the same time. Maybe you are a HFT theorist - a theorist and a practitioner is not the same thing. For exampleMikalas,C-4- 100% practice more than sure :)

No, Prival-2 is definitely an experienced theorist + practitioner. But I would also not refuse to see an encore trade of HFT hedgehogs. )
 
server:

I would love to see your "HFT" trading - no matter what platform, organize an online show. But you keep on writing ..................................... with no end in sight and no end in sight, and you are vilifying Metatrader at the same time. Maybe you are a HFT theorist - a theorist and a practitioner is not the same thing. For exampleMikalas,C-4 is 100% practitioner more than sure :)

I really didn't post the video, but screenshots of the results. Maybe you missed it, because some posts removed and I've already managed to get banned again, because advertising other software is not welcome here.

But there's still traces of https://www.mql5.com/ru/forum/42044/page7#comment_1455722

and there's something at https://www.mql5.com/ru/forum/41239/page3#comment_1457235.

There's also a video on youtube, but it's educational. It's a long way from a battle arbitrator (HFT). But hopefully (if you watch it) you'll understand that I'm not just a theorist.

ищу партнера с высокочастотной торговой системой
ищу партнера с высокочастотной торговой системой
  • www.mql5.com
ищу партнера с высокочастотной торговой системой. - Страница 7 - Категория: общее обсуждение
 

Watched the video. Just about the same as I used to make the very first arbitration bot!!! And the difference in the average was filtered ) Only I did it on other instruments and on ticks - then I danced with calculation of average period, etc. And then I changed everything and re-did it differently.


 

Forum on trading, automated trading systems and testing trading strategies

FORTS Please Help

Prival-2, 2015.04.04 08:29

It's just an idea. As has been written here before 2012 such ticking robots worked quite well, but they have been superseded. In combat I use my beloved Kalman, it's more efficient. The biggest problem was when left without a "leg", I had to dance over protective algorithms and start analyzing the depth of the tumbler and its "behaviour". Plus, arbitrage catchers have recently appeared

 
Screw that second leg) It's a lot more risky, but better in terms of stamina.
 
Prival-2:

Plus, arbitrator catchers have recently appeared

Cool. But that's only something you can do when the stock is very sparse... when volatility is high... I got caught once ... now I'm protected )
 
Edic:
Cool. But that's only something you can do when the glass is very sparse... with high volatility... I got caught once ... now I'm protected )
I'm protected now too. Well, maybe not me personally, but an algorithm that works according to a certain principle. But these protections from pitfalls, much more than the very idea of arbitrage, and many times more. All this has been paid for with blood and sweat ))
 
papaklass:

.... who knows what the algorithm is, what "frontrunning" is, etc. etc. The benefits will be much greater, for everyone!

I will write it down well. In the course of the day I will make and correct this post. Need to write a lot of letters + pictures to show the essence and options for implementation (the idea)
 
Prival-2:
I will write it up well. I'll make and correct this post in the course of the day. I need to write a lot of letters + pictures to show the essence and options for implementation (idea).
Better a new post, otherwise when you go to unread, you can not see that the post above has been corrected.