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Where am I wrong? Honestly, I don't understand what the argument is about!? Inefficient transactions, in exchange terms, are a condition:
But for some reason you persist in calling 1500 transactions inefficient, apparently because they don't lead to transactions. So what if they don't? You count them - fine, I agree, you should. But the concept of "inefficiency" should only be introduced when:
1. there are more than 2000 transactions;
2. The condition from the formula is greater than 0;
Only when both of these conditions are met, then yes - transactions are inefficient. This is what the documents say, why distort the facts?
Also, no one talks about transactions:
Fee for inefficient transactions
Threshold value = 2000 Transactions.
It does not say whether transactions up to 2000 transactions are needed or not. It doesn't really matter.
A very interesting topic...
But what is said above is not quite right.
I also, from time to time, got penalties for inefficient transactions (for quite a long time), until I "ran into"
The reason why I got fines for inefficient transactions (for quite a long time), until I "ran into" a guy from technical support service, who explained to me the methodology of fines on the fingers of the exchanger.
Penalty is exposed exchanger, subject to 2 conditions (counting takes place in the evening clearing)!
1. ALL transactions (installation, modification and deletion order - this is all transactions and it does not matter if these transactions led to the transaction) must be more than 2000, with
and absolutely ALL transactions are considered ineffective!
2. you will be fined if condition 2 is met:
Sum of all transactions * Transaction Ball (now = 1) - Exchange Commission (on all accounts of ONE PEOPLE) * Transaction Ball (now for futures = 40) > 0
Then you will receive a penalty = 0.1 * (Sum of all transactions * Transaction ball - Exchange commission amount * Transaction ball )
Example:
You had 2097 transactions in full trading day, on this trading day you have made some transactions and exchange took commission (total amount) 28 rubles, then
your WARRANTY = 0.1 * (2097 * 1 -- 28 * 40) = 97.7 RUB.
Thanks for the thread!!!
It turns out, for 1,000 rubles a day (19:00-18:40) exchange commission I can afford to plug in futures up to 40,000 transactions a day without penalty. Cosmos.
Penalty is issued by the exchange, subject to 2 conditions (counting takes place in the evening clearing)!
1. ALL transactions (setting, modifying and deleting an order are all transactions and it does not matter if these transactions lead to a trade) must be more than 2000, and
and ABSOLUTELY ALL transactions are deemed ineffective!
It is worth noting that the modification in which changes the price of the order (as opposed to TP and SL, which are stored on the server) is counted for 2 transactions - exchange understands only the installation and removal.
I wonder what error the MQ server will give out when using TRADE_ACTION_MODIFY to change the order price in case the order is deleted but not set for some reason...
Show the counter organisation to your code, preferably with output of the result data to the screen,
then this code could be included in a separate file ,,,,,
that would be great
Is that humour or what?
I'm already in over my head.)
What kind of function is this?
Michael, you should at least comment on the lines, not everyone is so advanced.
Is that humour or what?
I'm already in over my head.)
What kind of function is this?
Michael, you should at least comment on the lines, because not everyone is so smart.
Can you tell me if the new trading day on the futures market starts at 7 p.m. on Friday. And when it will end on Monday at 1845 or Friday at 2355.
Monday 18-45