Exchange arbitrage, is it worth digging into? - page 10
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Exchange arbitrage. Is there any point in digging?
There is no point in digging. Everything has already been dug up. )) The same goes for HFT.
But if you can't, but really want to - you can.(c) If you come up with something of your own.
Let's say HFT - you can't get there - >60% of trades in the market already. But HFT itself creates some regular movements on which you can work.
I.e. HFT creates prerequisites for even more HTF? :) By the way, I was wondering, HFT is up to what threshold? Suppose 3 trades per second is already HFT? They just got used to use a newfangled word, like fast means HFT :) I read that the real HFT is when we are talking about microseconds, connecting directly to the exchange and analyzing bid traffic from one exchange to another. Suppose some bank A sent a large order to exchange B. HFT bot saw it, and while the order is still (attention) going through communication channel to the broker, HFT bot sends its order through its faster channel, thereby is a microsecond ahead and first in line. Do you think there are many such systems on the Russian market? Given the crushed illiquidity in futures, for example...
So HFTs set the stage for even more HTF? :) By the way, I was wondering, HFT is up to what threshold? Say, 3 transactions per second is already HFT? They just got used to use a newfangled word, like fast means HFT :) I read that the real HFT is when we are talking about microseconds, connecting directly to the exchange and analyzing bid traffic from one exchange to another. Suppose some bank A sent a large order to exchange B. HFT bot saw it, and while the order is still (attention) going through communication channel to the broker, HFT bot sends its order through its faster channel, thereby is a microsecond ahead and first in line. Do you think there are many such systems on the Russian market? Considering the crushed illiquidity in futures, for example...
You have the wrong idea about HFT. It doesn't see anything unless the order is in the exchange's instrument stack (in theory, you can see it too)) in trades. Before that, you don't have enough speed.). The only question is the speed at which the order is intercepted.
On the Russian market, according to info 3 years ago, HFT was already over 60% of the trading volume.
Where did you see illiquidity in futures? There are drawbacks - trading volume has more than halved. But liquidity (for us, with small volumes) has remained acceptable.
You have the wrong idea about HFT. It does not see anything until the order is in the stock exchange instrument stack (theoretically, you can see it too)) in trades. Before that, you don't have the speed.) The only question is the speed at which the order is intercepted.
On the Russian market according to info 3 years ago HFT was already over 60% of the trading volume.
Where did you see illiquidity in futures? There are downsides - trading volume has fallen by more than half. But liquidity (for us, with low volumes) has remained acceptable.
https://c.mql5.com/3/98/Image_1.png
is that liquidity? even with small volumes there are plenty of gaps.
https://c.mql5.com/3/98/Image_1.png
is it liquid? even with small volumes there are plenty of gaps
My understanding is that the tool is -ED. I do not know it, I have not worked with it. In general, I do not have any feelings about currency pairs on Forts.
I have no complaints about other instruments. I already told you, it is a little worse than before the Olympics, but you can work without any problems.
Write as you go along, if there is more suspicion that the exchange or broker is cheating :) You can't just leave it at that.
No, harsh criticism is not welcome on the developer site. I'll cheat on the other forums. I've been messing with the developers a bit and I get banned for a week. )
Yes, the fact that the direct competitor of MT KVIK far from better and the same claims can be made to it, and it is even slower and less usable).
It is actually very easy to check who is lagging.
You need to ask the broker and the exchange for a specific execution time for a particular ticket.
Yes, the execution time is fine. I am more concerned about delays in market data.
And there are questions about it. I cannot check if the quotes are up to date. There are a lot of questions. One of them - why it is possible to obtain the exchange time of best current quotes in plaza(http://ftp.moex.com/pub/FORTS/Plaza2/PI-PII_Bridge_ReplStreams.pdf ), and in MT only MT server time) Why haven't they introduced the exchange time in the structure? Same with CopyTicks.
.. In SECONDS according to methacvost server all goes)! Here I have the feeling that serious work has been done to complicate the life of trader-scalper.
And in Quicksilver everything is in server seconds, and even if you piss off MQL and decided to connect directly to another broker's server with your software - everything is in server seconds.
There is something wrong here. Only DMA is the way out. When I read documentation on Plaza, I am gladdened, but not everything is clear to the end - I need professional help.
Yes, the execution time is fine. I'm more concerned about delays in receiving market data.
And there are questions about that. I can't check if the quotes are up to date. There are a lot of questions. One of them - why it is possible to obtain the exchange time of best current quotes in plaza(http://ftp.moex.com/pub/FORTS/Plaza2/PI-PII_Bridge_ReplStreams.pdf ), and in MT only MT server time) Why haven't they introduced the exchange time in the structure? Same with CopyTicks.
.. In SECONDS according to methaqvost server everything goes)! I have the feeling that serious work has been done to make life harder for scalper-traders.
I am scalping quietly in a "slow" terminal and everything comes. Not MT. I have time to see my orders in the tumbler and my deals in the feed. I do not know what time it is. And all on exchange time. Although I work between Bid-Ask. I don't know who you're working with. I don't know who you're working with.
ZS Not said, I also have a full-fledged API with events and other stuff.)) But I don't have MKUL. (( Just woe.
I am scalping with a "slow" terminal and everything comes I don't know how many ms, but it comes. Not MT. I have time to see my orders in the tumbler and my trades in the feed. I do not know what time it is. And all on exchange time. Although I work between Bid-Ask. I don't know who you're working with. Throw that broker the hell away.
ZZZ Don't say, I also have a full-fledged API with events and other stuff.) But i don't have MKUL. (( Just woe.
I don't know, it's unreal fast for scalper strategies. But if you want to get into heavy arbitrage - then you can get a lot of nagging.
And on the wildest illiquid, you can even work manually between bids, occasionally moving orders) On fresh Si will not work.
Has anyone tried digging arbitrage between indicators? At different brokers.