Is it better not to trade at 11 p.m.? - page 9

 
An observation record of sorts: trading is >1,700 lots on the EURCHF.
 
zaskok3:
A kind of observational record: trading is > 1700 lots on the EURCHF.
hi snap, where can I see your super-hybridly powerful trading like this?
 
watched your robot... it's fine, but needs tweaking.
 
The guy's average daily turnover is ~$2bn, i.e. commission >$20K per day.
 
zaskok3:
The guy's average daily turnover is ~$2 billion, i.e. commission >$20K per day.
Where to see such a miracle?
 
Alexandr Murzin:
Where can I see such a wonder?
 
zaskok3:

So you are referring to all arbitrageurs as PLs?

It's a sensible idea, but there are two "buts".

First, the manipulation orders may be long, it does not mean that someone will enter the market.

Secondly, we need exactly a feed of orders. The aggregated histogram loses a lot of data.

What is the use of Forex with such an approach?

 
Комбинатор:

So you are referring to all arbitrageurs as "PLs"?

I did not understand the logical chain of origin of this question in this thread. Is a client who trades in limiters an IP? Terminologically - yes, but in terms of meaning it is more complicated.

First, manipulation orders may well be prolonged, which does not necessarily mean that someone enters the market.

I only mentioned manipulations when we spoke about the flooding of the market with small lots. And this flood may appear from time to time - the martins and scatters on small limits. And if about the guy, there is nothing fake and it executes perfectly - there are a lot of signs, history is writing (but I do not analyze it any more).

Second, I need exactly feed of the bids, the sagged histogram loses a lot of data.

I have no order-log, so the main thing is to be adequate in interpreting what I have seen. I have no orderlog, so the main thing is to be reasonable in the way I have seen it.

What is the point of Forex with such an approach?

I do not know.
 
zaskok3:

I did not realise the logical chain of origin of such a question from this thread.

Virtually all arbitrage limiters have a short or very short life, and this is how you separate LPs
 
Комбинатор:
Almost all arbitrage limiters have a short or very short life, and you are so separating the LP

I get it now. I can't remember 100% anymore how I filter out LPs from clients who might be of interest. I have to look at the source code I posted here. Although, I think I made some adjustments afterwards...

Should have filtered by time and distance from bestbands. But the goal was to find interesting clients. That is, those guys, whose trades can be reengineered. And these are by no means arbitrageurs. That's why their low-value bids don't matter.


Manipulators could be filtered out later - by history. But we did not have to do this - no one seems to be manipulating on my broker. After all, in order to manipulate, the hamsters must know what a market is and even understand it. And not only don't they have that, they don't even trade with limiters.


In fact the one who trades with Limiters on Forex is better than the majority. That's why the guys who know something well can be seen in the market. But only the blind could not notice the guy. No one's looking at the glass. I wanted to reengineer one multicurrency trade on the mayfhbook. I was sure it was a large limit trade at a certain hour of the day (the history was hidden in the monitoring, but there were many indications). So I started to look at the market. I analysed this guy at once - I saw his orders in hundreds of lots at the right place at the right time. Only they paled with another guy/motivator...


I don't see any more reason to look in the glass yet.