Has anyone withdrawn money from a broker using arbitrage strategies? - page 9

 
valeriy odintsov:

Don't think you're all coolhackers here.

If you were smart, you would be working at a brokerage house, where they pay more, instead of clawing back owls and indicators that show nothing.

You can't be too smart - they make better programs and have more money...

If you want to fight, you're welcome.

What's there to think about... You take the regulations, read them... And your kitchen won't even know the arbitrator is on the wire...

8 pages were written for this purpose, to understand - how smart guys in DC kitchens get screwed by arbitrage?

Until tick history is made and the kitchens stop playing with the quote, be arbitrage like our father in law.

 
new-rena:

What's there to think about... You take the rules, read them... And your kitchen doesn't even know that arbitration is on the wire...

8 pages were written for this purpose, to understand - how arbitrageurs get screwed by smart guys in DC kitchens?

Until the tick history is made and the kitchens stop playing with quotes, arbitrage will be like our father in law.

an arbitrator's work has very definite signs and is easy to figure out.

and this auctioneer is transferred to special service - because broker's flow is mixed from several suppliers, but especially brazen ones can give a part of this flow ... for the fastest execution...

invent ways... ...share them here so it's easier to calculate...

 
valeriy odintsov:

Thework of an arbitrator has well-defined signs and is easy to calculate.

and this poz is transferred to special service - because the flow is mixed from several suppliers, but especially brazen ones can give a part of this flow... for the fastest execution...

invent ways... ...and most importantly, share them here - so it's easier to calculate ...

So, if DC plays a quote and the arbitrator makes a deal at that moment, he is calculated, you mean?

But it's not just the arbitrator that's calculated, it's also the kitchen manoeuvre.

I don't make any money on it, but I'm thinking - where to "pounce" on such shenanigans of the kitchens.

This weekend I matched 3 minute stories from 3 DCs. It's bad, you know.

I'm figuring out what would happen if there was a ticking story....

 
new-rena:

I.e. if the DC is playing a quote and the arbitrator makes a trade at that moment, the arbitrator is calculated, is that what you mean?

But it's not just the arbitrator that is calculated, it's also the kitchen manoeuvre.

I don't make any money on it, but I'm thinking - where to "pounce" on such shenanigans of the kitchens.

This weekend I matched 3 minute stories from 3 DCs. It's bad, you know.

I'm figuring out what would happen if there was a tick story....

Your 'drip' is not evidence, so you can forget it. I write tick data of the 2 biggest DCs where I trade, match up to the 5th digit. I don't dabble with kitchens and arbitrage now, I used to write quotes too, real nightmares. I`m not going to get to the tick history yet )))). I`ve been searching for the brokerage firms with no deposit bonuses at the weekend and googling their reviews. I've got a lot of heartbreaking stories from arbitrageurs about how they got screwed and didn't get anything back.
 
Alexey Volchanskiy:
Your "pump up" is not proof, so you can forget it. I write tick data of the 2 biggest DCs where I trade, they coincide to the 5th digit. I don't mess around with kitchens and arbitrage now, I used to write quotes too, real nightmares. I`ve got a long way to the tick history )))). I`ve been searching for the brokerage firms with no deposit bonuses at the weekend and googling their reviews. I read a lot of heart-rending stories of arbitrageurs, how they got screwed and didn't get anything back.
Writing them into a file is one thing (they match at the same historical time - historical quotes), but comparing them in real time is another thing (for example, two quotes at a given second). I.e. it is possible to record history in MT as it will be in another MT as well. But in real time it's a completely different story. That's why it's necessary to dig it up. But how to do it, I don't know. Otherwise, see how they are proudly spreading their wings about how their programmers are making even more money on us than an arbitrator can make.
 
new-rena:

I.e. if the DC is playing a quote and the arbitrator makes a trade at that moment, the arbitrator is calculated, is that what you mean?

But it's not just the arbitrator that is calculated, it's also the kitchen manoeuvre.

I don't make any money on it, but I'm thinking about where to "pounce" on such kitchen pranks.

This weekend I matched 3 minute stories from 3 DCs. It's bad, you know...

I'm figuring out what would happen if there was a ticking story....

If there is a regulator - drop it there. but only if you are a client of this broker, have a real account and made a transaction on those violated flows.

Otherwise, you're screwed... and they'll be right.

the robot is the only way to check if the news has been released in 10 milliseconds.

Even if it emulates a mouse click on the buy/sell button.

you may enter further movements, but the order will be executed with a slippage - most probably to the bottom.

in insta for example it was impossible to close a porphyte order that was opened beforehand - on a 30 sec news spike... i.e. it was impossible to close an order at news by hands 5 times with a mouse.

that's where there's tough opposition...

and you want to make a mistake there

i got a good close at another broker. both by hand and by take - slipped into the profit

You'd better learn to trade by the rules of a brokerage house so you don't get nervous.

If you don't know the difference, you may start a new account. open an account using your passport too... Are you going to ask your grandma to open an account in her name?

And when you withdraw, you confirm it with a photo with your face and passport and today's paper...

 
valeriy odintsov:

If there is a regulator, go there, but only if you are a client of the broker, have a real account and have traded on those violated flows.

Otherwise, you'll be screwed... and they'll be right.

the robot is the only way to check if the news has been released in 10 milliseconds.

Even if it emulates a mouse click on the buy/sell button.

you may enter further movements, but the order will be executed with a slippage - most probably to the bottom.

in insta for example it was impossible to close a porphyte order that was opened beforehand - on a 30 sec news spike... i.e. 5 times clicking the mouse to close the order on the news - and it still hasn't closed.

that's where there's tough opposition...

and you want to make a mistake there

i got a good close at another broker. both by hand and by take - slipped into the profit

You may have had a few good ideas but you may not have the foresight to trust them.

If you don't know the difference, you may be right. open an account with your passport too... Are you going to ask your grandma to open an account in her name?

And when you withdraw, you have to confirm it with a photo of your face and a passport and today's newspaper...

Don't worry, I don't do such nonsense as arbitration. For a fool understands situations when the equipment simply can not do their job with the necessary speed and punish for this - at least according to the horse. Kitchens, on the other hand, let them hang themselves.
 
new-rena:
Writing it to a file is one thing (the same historical time - historical quotes), but comparing it in real time is another thing (for example, two quotes at a given second). I.e. it is possible to record history in MT as it will be in another MT as well. But in real time it's a completely different story. That's why it's necessary to dig it up. But how to do it, I don't know. Otherwise, look - how they are proudly spreading their wings about how their programmers are earning more money with us than an arbitrator may earn.

I don't get it. I write all ticks in a file with 2 DTs, like this. I start script at the end of the day and it compares the quotes, if the difference exceeds the specified threshold, it saves it in the file. What's the difference if I do it in real time or in the evening?

2015.08.20 12:35:37,1.11553,1.11568
2015.08.20 12:35:37,1.11552,1.11566
2015.08.20 12:35:38,1.11554,1.11569
2015.08.20 12:35:39,1.11555,1.11569
2015.08.20 12:35:39,1.11554,1.11569
2015.08.20 12:35:41,1.11551,1.11566
2015.08.20 12:35:41,1.11552,1.11567
2015.08.20 12:35:42,1.11553,1.11568
2015.08.20 12:35:44,1.11556,1.11569
2015.08.20 12:35:45,1.11555,1.11569
2015.08.20 12:35:45,1.11552,1.11567
2015.08.20 12:35:46,1.11555,1.11569
2015.08.20 12:35:46,1.11560,1.11573
2015.08.20 12:35:47,1.11559,1.11572
2015.08.20 12:35:49,1.11558,1.11572
2015.08.20 12:35:50,1.11557,1.11572
2015.08.20 12:35:52,1.11564,1.11577
 
Alexey Volchanskiy:

I don't get it. I write all ticks in a file from 2 brokerage companies, like this. At the end of the day I run the script and it compares the quotes, if the difference exceeds a predefined threshold, it writes to the file. What's the difference if I do it in real time or in the evening?

Well, the difference is already on your screen. You wrote that there is no difference. That's why I assumed that you were comparing in some other way. But, yes, I can see that the comparison is done in real time and that the quote is different for some reason. Strange - why?
 
new-rena:
Don't worry, I don't do such nonsense as arbitrage. For the fool understands situations when the equipment simply can not do their job with the necessary speed and punish for this - this is at least according to the horse. Kitchens, on the other hand, let them hang themselves.

Many programmers have little idea what kitchens are.

They don't understand exactly where and how much positions are bought up and for what price.