Has anyone withdrawn money from a broker using arbitrage strategies? - page 5
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(These graphs are hard to make)) - Were they made in excel? In metatrader is much easier, faster, more convenient and practical
here's my green and yellow one - ascbids of two DTs, red at the bottom - arbitrage delta
both DTs have the same liquidity providers and the formula for mixing their quotes?
both DTs have the same liquidity providers and the formula for mixing their quotes?
A small requote and the whole strategy goes to waste. And the spread and the time of transaction are interfering.
You probably won't get it out.
What makes you say that?
it was a question
different vendors and signal blending techniques - that's the difference in the charts.
Most dealers have got to 1087-1085, at least 5 dealers have got to 1071. one of them even got to 1067.
and all swear it was a liquidity provider that gave such quotes.
It may be profitable for brokerage companies to be the over-the-counter market - it's easier to manipulate.
A small requote and the whole strategy is a waste. And the spread and the time of transaction are interfering.
You probably won't get it out.
Rena, what if you look for difference when you do not equal EUR-USD, USD-JPY to their crosses at the same brokerage house ? such situations to EURJPY crosses are about a hundred per day.
That would be a different strategy.
If I understand the question correctly, there will be problems when applying inter-broker arbitrage.
I don't think anyone will withdraw or even earn more than 2 pips a day.
Let me explain - it is necessary to take into account the spread at one broker and the other. At the same time, to go into arbitrage and taking into account what you need profit, plus the possible requotes, you need the difference between the quotes from 10 points of the 4-points.
I have been watching for 3 weeks. max 8 pips and max 2 times a day. //wrote a program in C# three weeks ago, analyzed the spread between 10 brokers
Question - what is the expected output?
that was a question.
Yes, they are a little different.
But for example if you enter a yellow short in point 1, it will be opened at the very low (whether it be a pending stop order or a market order) - in point 2. And if we go long at point 1 we will be closed at point 1)). There is no need to withdraw to providers - any account will be killed. In fact it turns out that the spread in a fast market = point 1 - point 2 = a shit ton of points, I wish I drew lines. And the asc bid lines are a visual deception - if you factor in slippage - then the average spread is huge.
It would be interesting to see a spread chart for any instrument at any broker in the fast market and for gaps.
such a graphical summary table, for example for euRobax, would explain more than any advertisement of brokers
for example, the chart below would explain more than any advertisement for brokers. like I didn't steal it... I ate it...
And arbitrageurs - as good as they are - look like patsies eating a bun right in the store... before the cash register... like I didn't steal it... I ate it...