Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 20

 
kombat >> :

Shit! Can we please stop this?

the stock markets are not being attacked...

LOCs are possible only on dealer's markets, and not because "the market allows it", but because of the accounting system!

...which, apart from the NFA's unicons, no one has thought to regulate in this respect.


Did I say anything about that? It's strange, isn't it... What is your reprimand, exactly?

I meant the statement that the MCs will lose autotraffickers. Once again, they will not lose anything, quite the contrary. Especially since the 4 is not canceled.

 
HideYourRichess >> :

Not just NFA, plus some banks.

Incorrect...

Banks to choose from, and the NFA has bluntly bent its own.

 
Svinozavr >> :

Did I say anything about that? It's strange, isn't it... Your reprimand for what, exactly?

I mean, most of the posts start out:

"I used to be a coachman at the stock exchange.

(с)

thereby arguing that lock's basically impossible.

Well, it's different...

 
kombat >> :

And what I mean is that most of the post starts:

I served in the stock exchange as a simple coachman.

(с)

and thereby arguing that lock, like, you know, it's impossible.

Well different things then...

Shit... My post was about something else and did not start with that and even worse - it was even in brackets. (Do you read only what is in brackets? - then I'll repeat: the post wasn't about that, it was about MK's customer base).

)))))

 
kombat >> :

Incorrect...

The banks have a choice, and the NFA has been bluntly bent over.

Correct. This, by the way, is a great test of who is in what position in this case.

 
getch писал(а) >>

Только что уточнил. Поскольку уровень SL никак не гарантируется, а исполняется на рынках только по Market-запросу, то обязательность не попадания в стакан уровня TP не нужна. Просто. перед тем, как исполнить SL по маркету, удаляется Execution-сервером (Dukascopy) уровня TP (даже если он в стакане). Вот этот момент на MT5 трейдер НАДЕЖНО реализовать, к сожалению, никак не может, даже если будет идеальное соединение с торговым сервером. И это, действительно, СОВЕРШЕННО НЕНАДЕЖНО на MT5.


Here is how we see the solution to this problem:

a link(FILL->KILL) is introduced at MT5 trading server level between Limit orders and Stop orders, which gives the following:

- before making a market-action of a Stop-order, the Execution-server deletes the Limit-order linked to it.

- After a Limit-order is triggered, the Execution-server deletes the Stop-order associated with it.

So are you implying that TR and SL are not in the same transaction as the order? Or is the transaction trace unreliable?

 
fwiq >> :

So are you implying that TR and SL are not in the same transaction as the order? Or is the transaction trace unreliable?

Already said, in Dukascopy TP and SL can be sent by the same command, but will be put into account in Execution server one by one. I don't understand about tracing, now in MT5 you can't HOPEFULly delete a pending order after another one is triggered.

 
getch писал(а) >>

Already said, in Dukascopy TP and SL can be sent by the same command, but will be accounted for in the Execution server one by one. I don't understand about tracing, now in MT5 you can't REALLY delete a pending order after another one is triggered.

As far as I understood it, in MT5, TP and SL are defined in the same structure as the order, hence the transaction will be the same. This usually happens on any server: one structure=one transaction. So whatever happens, either the whole structure will go through and commit, or everything will roll back (which is called transaction tracing). So I think it's premature to worry about loss of reliability. But maybe I don't understand the problem.

 
fwiq >> :

From what I understand, in MT5, TP and SL are defined in the same structure as the order, which means there will be one transaction. This is usually the case on any server: one structure=one transaction. So whatever happens, either the whole structure will go through and commit, or everything will roll back (which is called transaction tracing). So I think it's premature to worry about loss of reliability. But maybe I don't understand the problem.

One of the problems with MT5 is that you can't reliably remove a pending order when another one is triggered.

 
getch писал(а) >>

One of the problems with MT5 is that you can't reliably delete a pending order when another one is triggered.

You keep saying this, but I can't understand why? How it differs from MT4?