HFT, Arbitrage - page 3
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Better a new post, otherwise when you go to unread you might not see that the post above has been corrected.
decided in the form of a video. It's more visual.
The idea is simple and straightforward. In principle, you all understand it, there is nothing complicated there. We traded there with hands until 2010, then they started to implement this logic in the form of robots (algorithms) and they squeezed out those who traded with hands. I also took a screenshot of Gazprom's market, I chose the moment when they took away bids before the density and instantly rebounded by 15 points. My aim is the same as in the previous version, i.e. to place a stop loss with minimum risk, get rid of market, 3:1 profit/risk ratio, commission is less than 1 pip.
I am also attaching a screenshot of the lecture, which I have shown on video. The technique described there is pure insider, which is forbidden by the rules of stock trading, a simple trader can't do that, but a broker may well, but we have an honest (legal) front-running.
decided in the form of a video. It's more visual.
decided in the form of a video.
Thank you. Forex people will be thinking - "what the hell is this? why is price more likely to bounce off density than pass it like nothing happened?
Thanks! Very interesting strategy.
Since it's interesting, here's some information to think about. See how things develop.
This strategy was once very effective, so effective that big players started crying .... and bids like iceberg appeared (only part of the bid, the tip of the iceberg, is shown in the cup, the rest is hidden). As soon as 50...100 lots are opened, another 50...100 lots appear on the same place.
These front-running robots multiplied a lot, and they began to be used. There are 2-3 times a week on Russia. They place a large bid (plate), for example, so-called lure. In front of it the robots put their bids...and they take them away, put them there, take them away again, etc. until the big guy gains his position in shorts, once he gains it, he removes his slab and hits the market a bit. All the frontrunners that didn't make a defence against this situation try to close at the price of the slab, and there it isn't there (removed).... the result is a squeeze to the bottom, there they get picked, they can keep sitting...
Not only that, they made an odrer (All-or-none order. All-or-none order. AON.An order to the broker, which must either be executed in full or cancelled), i.e. the slab does not even need to be removed, it is just not executed, as you can't take it away with one trade....
For those who have watched the video and are trading through the kitchens, so to think. You are now sure that the DC when it gives you slippage (executes at a bad price) does not work against you, does not use front-running, and the interesting thing is you cannot check it, there is no stack, no tick history and how much at that point in time was on the bid/ask, 0.1 lot or 100 you and I cannot know (and no one controls them, everyone has their own quotes).
I've only had the best execution two or three times in my trading history, the slippage has always been on the worst...
decided in the form of a video. It's more visual.
О ! Great, thanks for the explanation.
Yes, in forex it is difficult for a trader to do that if you don't have a tumbler. But they already give them, with volumes. In MT there are no volume bets on forex.
For those who have watched the video and are trading through the kitchens, so to think. You are now sure that the DC when it gives you a slippage (executes at a bad price) does not work against you, does not use front-running, and the interesting thing is you cannot check it, there is no stack, no tick history and how much at that time was on bid/ask, 0.1 lot or 100 you and I cannot know (and no one controls them, everyone has their own quotes).
In my trading history two or three times I had only the best execution, slippage was always at the worst...
I was testing a couple of brokerage companies like USEN with ultra-low spread on 0.01 lot minimum. And with each transaction there was a slippage of a couple of ticks. And the deals were done not only on a fast market, but on a standing market as well. The price jerked at the moment of transaction execution by a tick or two ticks - and immediately returned back - like SOLD FOREX with 0.01 lot - oha))). Markups for slippage in action. I think they vigorously rage during the strong moves) Only one ECN I have not had any complaints to, but its spreads are wider - apparently, all in the spread and the commission is included + there is a client-to-client matching.
If even these ECNs are overlapped somewhere - then obviously at a much better price for themselves, having a trader on spreads and slippages (+ limit orders not executed or not slipping in trader's favour). Something like arbitrage of trader-counterparty. The counteragent gets a commission, but he gets more than enough at the expense of the high trader.
And the worst thing is that the trader cannot exactly determine and control the value of their profits due to the lack of information. And he cannot prove anything. Trading is like a "blind kitten" or "piggy for the kill". The result of the trade depends not only on the skill of the trader, but also on the greed of the "broker". And this is not pleasant. But, forex traders try not to know about it.
It's true, I have 2 accounts still in forex... I am also a forex trader. But medium term strategies there. So far, I'm in the black. If I lose, I won't make any new ones.
I tested a couple of ECEEN-type brokerage companies with ultra-low spreads on 0.01 lot minimum. So with each transaction slippage was a couple of ticks. And the deals were done not only on a fast market, but on a standing market as well. The price jerked at the moment of transaction execution by a tick or two ticks - and immediately returned back - like SOLD FOREX with 0.01 lot - oha))). Markups for slippage in action. I think they viciously act during strong market moves) Only one ECN was not complaining, but spreads are wider - it seems everything is included in spread and commission + there is a client-to-client matching.
If even these ECNs are overlapped somewhere - then obviously at a much better price for themselves, having a trader on spreads and slippages (+ limit orders not executed or not slipping in trader's favour). Something like arbitrage of trader-counterparty. The counteragent gets a commission, but he gets more than enough at the expense of the high trader.
And the worst thing is that the trader cannot exactly determine and control the value of their profits due to the lack of information. And he cannot prove anything. Trading is like a "blind kitten" or "piggy for the kill". The result of the trade depends not only on the skill of the trader, but also on the greed of the "broker". And this is not pleasant. But, forex traders try not to know about it.
If I look at the market, I don't think scalping justifies itself even when trading with robots. The profit is only there. On higher timeframes... At least one hour...
Yes. But that's only for the superpowered superprofits - like the ones in this threadhttps://www.mql5.com/ru/forum/38821. They seem to be all millionaires there, judging by the comments. )
I'm not at their level yet. For me scalping is enough. I don't hope to make billions.)