How can the number of open positions increase even though the price has not risen? - MQL4 and MetaTrader 4

Martingeil1 2011.07.12 09:42 #191

sanyooooook:

I didn't mean it like that, but the Informers show information about open positions, but not about pending orders, it would be better to show information about open interest, but not about what has already taken place.

That everything is in balance is clear.

Why not, if they would decrease on some position (though these informers do not give the full picture because there are too many sites in Forex, if there was a general picture) on the decrease of one group of bulls, for example, you could easily cover buying, because fixing or triggering of take or stop also have an effect on the price.

If you have a buy order and take profit at 1.4000, if there is no liquidity at this price, your TP will be closed partially or at a better price.

So, I gave you a detailed answer : )

MT4 didn't close position Questions from Beginners MQL5 Hunting

Yevgeniy Vyal'tsev 2011.07.12 10:47 #192

C-4:

In order to understand this, it is important to understand that the price is discrete and consists of 3 components: best bid (Ask), best ask (Bid), and last price of a completed trade (Last ). The difference between the best offer price and the best bid price is called the exchange spread. To display these prices, the best way is to use a market tumbler:

The number of contracts you are willing to buy are in the "Buy" column, opposite these volumes is the price at which you can sell these volumes. The number of contracts that you can buy are in the column "Sell", it corresponds to the price at which these volumes can be sold to you.

Consider the situation. Let's assume that you need to buy 100 RTS contracts at the market, (i.e. at the current best price). Obviously, the best price for you will be the cheapest (buy as cheap as possible). From the whole range of offers, you will obviously choose an offer price of 187730 (it is always the first one in the "for sale" column) and want to buy at it. In fact, you would be willing to buy at a lower price, for example 187725, but there are currently no sellers who are willing to sell at this price (the For Sale column above 187730 is empty). Conversely, it might not be a good idea to buy at 187735 or 187740, for example, when you can buy at 187730.

So you buy at 187730. However, your supply is limited to only 1 contract (the volume in the Sell column is 1 contract), which means you only buy 1 contract and 99 must be bought from other sellers. No one else wants to sell at 187730, so your next best offer is 187735. You also buy all the contracts at this price, i.e. 5 contracts. The next best offer is 187740 and so on. As a result, you will buy at the market price:

1 contract at 187730

5 contracts at 187735

6 contracts at 187740

16 contracts at 187745

16 contracts at 187750

9 contracts 1877755

48 contracts at 187760.

It turns out that your actions have moved the price 30 pips higher. Your average entry price is now about 187753. This is how market or stop orders work, while limit orders, on the contrary, only buy at the requested price or better. For example, if you place a limit order to buy at 187730, it means that you will buy if the best entry price is no lower than 187730.

Because with low volumes it is quite easy to collect all the volumes of supply or demand in a tumbler, making the price very unstable and spike-like, market makers provide the market with artificial supply and demand next to the current price. You can see in the tumbler, for example, that a large volume of demand is concentrated at the price of 187,700. The price won't be able to go lower until that volume is satisfied. It is most likely the market makers. They are trying to keep the price from falling uncontrollably, which is probably happening at the moment.

Following this logic, if you place a limit order to buy at 187700 or even more so at 185000, you will certainly not be left short. However, that is not the case. Traders are competing with each other. That means that your demand to buy at 185,000 is far less competitive than the demand of your competitors (buyers like you) to buy at 187700 and the demand at 187730 will be the most competitive and therefore will be satisfied faster. That is, someone will surely agree to moderate their appetite in order to take away your opportunity to buy at a lower price. And to take away your favourable purchase price of e.g. 187,700 is possible if you buy earlier at 187730. This fight unfolds on a microsecond scale, making the market efficient, liquid and transparent.

Alas, there can be no tumblers in the forex market because it is an over-the-counter market. It is a dealer's market.

alex.p.k 2012.02.25 17:37 #193

paukas:
Oanda has it on pending as well.

Hi all, maybe not quite on topic but still

this is the oanda page with the open positions indicator. http://fxtrade.oanda.com/lang/ru/analysis/forex-order-book#USD/CHF

i have a question: why or how can the number of open positions change, namely the number of bai increases even though the price has not risen there?

It is ok with decreasing BAY positions when the price decreases, but how could they increase?

(for CEL it is vice versa)

can anyone explain what the trick is

How to increase or Indicator Buffers question [ARCHIVE] Any rookie question,

artsega 2012.02.27 03:55 #194

Phew, I've read all the way to the end of the thread. I think the main mistake is that people understand, or rather try to understand, the market as something that appeared by itself and moves in the middle of nowhere. This is wrong, you have to look at the market as a means of management. Nothing happens in the market by itself. And the proof of this is what has been discussed in this thread. As much as I have tried to understand the big picture of the market, I have failed. As a result we get schizophrenia, kaleidoscope! Knowledge is ripped out of different sources and no one can tell you how things really work. This is also the principle of global governance ... I think that's what the creators of forex, they wanted people to have no holistic understanding. Why should they share knowledge? One can rule with the help of knowledge. This argument between physicists and lyricists was created on purpose. Look at the division into fundamental analysis and technical analysis. What is right? Both of them are correct. But the whole mosaic of knowledge is owned by the people at the top of the pyramid who built the system to control it, and it did not appear by itself as many people think)))). You guys are simply being tricked, and it's already built into their script. What is the conclusion of this? Someone here has said it right, you do not need to understand how the engine works in the car to drive it. The market moves according to a certain script, it's silly to even think that it's chaotic...Price moves because it's being controlled!!!

EA v.s. Human Errors, bugs, questions A variant of the

Igor Kim 2012.02.28 15:00 #195

Yes, that's right! The price is being driven. Market makers... And they do it to their advantage. It is the market maker's duty to provide liquidity. That is, if someone wants to buy, the market maker has no right to refuse, he is obliged to sell. By selling, the market maker will try to sell at a higher price and buy back at a lower price. The conclusion is simple. If the price falls, it means the market maker has sold and is preparing to start buying. If the price continues to fall, it means the market maker is still buying, he is still selling, traders are still counting on a reversal and on a price rise.

When the price moves up, it is the same, but exactly the opposite.

Market makers interact with each other, that is, they negotiate - they let each other make money on plankton - on traders.

ECN, order execution, aggregators, Is there proof of Is forex market controlled

anonymous 2012.02.28 15:10 #196

KimIV:

Yes, that's right! The price is being driven. Market makers... And they do it to their advantage. It is the market maker's duty to provide liquidity. That is, if someone wants to buy, the market maker has no right to refuse, he is obliged to sell. By selling, the market maker will try to sell at a higher price and buy back at a lower price. The conclusion is simple. If the price falls, it means the market maker has sold and is preparing to start buying. If the price continues to fall, it means the market maker is still buying, he is still selling, traders are still counting on a reversal and on a price rise.

When the price moves up, it is the same, but exactly the opposite.

Market makers interact with each other, that is, they negotiate - they let each other make money on plankton - on traders.

You think so because you do not know the algorithms of market makers.

Igor Makanu 2012.02.28 17:24 #197

KimIV: Market makers interact with each other, that is, they negotiate - they let each other make money on plankton - on traders.

Interesting thread on this subject, there is a statement there which I agree with a hundred percent:

Without going into too much detail - the market maker (aka liquidity provider) makes money on the spread and nothing else. Hence, the market maker is more interested than anyone else in making sure that the price does not move anywhere - it is his blue dream.

trololo 2012.02.28 17:30 #198

anonymous:

You think so because you don't know the algorithms of market makers.

He thinks so because he understands the algorithms of market makers.

ps : do not confuse the word knows for sure with the word understands the principle of possible actions.

[Deleted] 2012.02.28 20:33 #199

Stop stop stop. Here's an attempt to implement a supply and demand indicator yesterday. I have been working on it for a long time now. I have already submitted the code, so I would like to develop it into some kind of TS. It should be set on EURO-CAD TF-M1. And we see that if BUY>SELL => exchange rate is rising and vice versa... The only thing you need is not a white background. Ggggg. Figures here...

//----
#define major   1
#define minor   0
//----
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1  Gold
//----
extern int MA.Period=35;
extern int MA.method=MODE_SMA;
extern int MA.applied_price=PRICE_CLOSE;
   string Instr="EURUSD";
   string Instr_Hedg="USDCAD";
   string Instr_Hedg_2="EURCAD";
   int TF=NULL;
//----
double MABuf[];
double CABuf[];
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void init()
  {
   IndicatorBuffers(2);
   SetIndexStyle(2, DRAW_LINE, STYLE_SOLID,1);
   SetIndexDrawBegin(0, MA.Period);
   //
   SetIndexBuffer(0, CABuf);
   SetIndexBuffer(1, MABuf);
   IndicatorShortName("Corrected Average (CA) ("+MA.Period+")");
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
  void deinit()
  {}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void start()
  {
   int counted=IndicatorCounted();
   if (counted < 0) return(-1);
   if (counted > 0) counted--;
   //int limit=Bars-counted;
   int limit=iBars(Instr_Hedg_2,TF)-counted;
   double MA1_1, MA2_1, MA3_1,  k;
   double MA1,MA2,MA3,SD1,SD2,SD3,Paragraph;
   int BUY,SELL;
//----
   for(int i=limit-1; i>=0; i--)
     {
      //MABuf[i]=iMA(NULL, 0, MA.Period, 0, MA.method, MA.applied_price, i);
      MA1=iClose(Instr, TF, i);
      MA2=iClose(Instr_Hedg, TF, i);
      MA3=iClose(Instr_Hedg_2, TF, i);
      MA1_1=iClose(Instr, TF, i+1);
      MA2_1=iClose(Instr_Hedg, TF, i+1);
      MA3_1=iClose(Instr_Hedg_2, TF, i+1);      
      //if(MA2>0 && MA3>0)MABuf[i]=MA2*MA3;
      CABuf[i]=MA2*MA1;
      if(iVolume(Instr_Hedg_2, TF, i)==1){BUY=0;SELL=0;}
      if(MA2*MA1-MA3>Paragraph)
         {
            BUY=BUY+1;
         }
      if(MA2*MA1-MA3<Paragraph)
         {
            SELL=SELL+1;
         }         
         Paragraph=MA2*MA1-MA3;
   ObjectCreate("bal101", OBJ_LABEL, 0, 0, 0);// Создание объ.
   ObjectSet("bal101", OBJPROP_CORNER, 0);    // Привязка угол
   ObjectSet("bal101", OBJPROP_XDISTANCE, 200);// Координата Х
   ObjectSet("bal101", OBJPROP_YDISTANCE, 230);// Координата Y
   ObjectSetText("bal101","Назад: "+(MA2_1*MA1_1-MA3_1),20,"Arial",White);       
   ObjectCreate("bal100", OBJ_LABEL, 0, 0, 0);// Создание объ.
   ObjectSet("bal100", OBJPROP_CORNER, 0);    // Привязка угол
   ObjectSet("bal100", OBJPROP_XDISTANCE, 200);// Координата Х
   ObjectSet("bal100", OBJPROP_YDISTANCE, 260);// Координата Y
   ObjectSetText("bal100","Спред: "+(MA2*MA1-MA3),20,"Arial",White);
   ObjectCreate("bal102", OBJ_LABEL, 0, 0, 0);// Создание объ.
   ObjectSet("bal102", OBJPROP_CORNER, 0);    // Привязка угол
   ObjectSet("bal102", OBJPROP_XDISTANCE, 200);// Координата Х
   ObjectSet("bal102", OBJPROP_YDISTANCE, 290);// Координата Y
   ObjectSetText("bal102","Объем: "+DoubleToStr(iVolume(Instr_Hedg_2, TF, i),0),20,"Arial",White);
   ObjectCreate("bal103", OBJ_LABEL, 0, 0, 0);// Создание объ.
   ObjectSet("bal103", OBJPROP_CORNER, 0);    // Привязка угол
   ObjectSet("bal103", OBJPROP_XDISTANCE, 200);// Координата Х
   ObjectSet("bal103", OBJPROP_YDISTANCE, 320);// Координата Y
   ObjectSetText("bal103","BUY : "+DoubleToStr(BUY,0),20,"Arial",Lime);  
   ObjectCreate("bal104", OBJ_LABEL, 0, 0, 0);// Создание объ.
   ObjectSet("bal104", OBJPROP_CORNER, 0);    // Привязка угол
   ObjectSet("bal104", OBJPROP_XDISTANCE, 200);// Координата Х
   ObjectSet("bal104", OBJPROP_YDISTANCE, 350);// Координата Y
   ObjectSetText("bal104","SELL : "+DoubleToStr(SELL,0),20,"Arial",Magenta);        
     }
  }
//+------------------------------------------------------------------+

Questions from Beginners MQL5 Checking whether a order/position Question on working with

Alexandr Bryzgalov 2012.02.28 22:03 #200

asimox:
Phew, I've read all the way to the end of the thread. I think the main mistake is that people understand, or rather try to understand, the market as something that appeared by itself and moves in the middle of nowhere. This is wrong, you have to look at the market as a means of management. Nothing happens in the market by itself. And the proof of this is what has been discussed in this thread. As much as I have tried to understand the big picture of the market, I have failed. As a result we get schizophrenia, kaleidoscope! Knowledge is ripped out of different sources and no one can tell you how things really work. This is also the principle of global governance ... I think that's what the creators of forex, they wanted people to have no holistic understanding. Why should they share knowledge? One can rule with the help of knowledge. This argument between physicists and lyricists was created on purpose. Look at the division into fundamental analysis and technical analysis. What is right? Both of them are correct. But the whole mosaic of knowledge is owned by the people at the top of the pyramid who built the system to control it, and it did not appear by itself as many people think)))). You guys are simply being tricked, and it's already built into their script. What is the conclusion of this? Someone here has said it right, you do not need to understand how the engine works in the car to drive it. The market moves according to a certain script, it's silly to even think that it's chaotic....Price moves because it's being controlled!!!

Yeah, but your broker will never teach you how to work the market properly.) I agree.

Why does the price move? The answer is here!!! - page 20