Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 32

 

By the way, I don't even know what we're arguing about.

there's a history of orders on the server

analyze as much as you want :)

 
knt-kmrd писал(а) >>

By the way, I don't even know what we're arguing about.

there's a history of orders on the server

You can analyze as much as you want :)

You too lazy to read it first? SO WHY ARE YOU WRITING HERE! Or do you think we really enjoy repeating our arguments 10 times over?

Read it first and find the answer to all your questions you've asked and haven't asked yet.

 

Hey, boilermaker.

I didn't ask you anything personally

SO WHY ARE YOU BOTHERING WITH YOUR ANSWERS!

all of the previously stated and yet to be stated "arguments" have been answered above:

you can either adapt to new conditions and combine several strategies into one

or use MT4
---
there is one more way - open several accounts for different strategies

but it may not work for everyone
---
and in general, gentlemen, it is obvious that the single position is not a whim of the developers
but it is a requirement of their clients - brokerage companies (though of course, we have to clarify it with developers - where the legs are growing from)
So again, don't get upset :)

nothing will change (at least we will not see two systems - lot and netting at the same time)

 
knt-kmrd писал(а) >>

Hey, boilermaker.

I didn't ask you anything personally

SO WHY ARE YOU BOTHERING WITH YOUR ANSWERS!

Because some people come up with stupid advice, which has long been discussed And stupid they are not inherently, but because repeated.

And you, please.

 

The official answer to the topic question is NO. The answer is here:

Renat:
В МТ5 совокупная позиция и мы не обещали предоставлять каких-либо средств работы нескольких экспертов на одном символе. Это вытекает из самой идеологии совокупной позиции. Торговля нескольких экспертов на одном символе - это бред. Но новый холивар на эту тему развивать не надо.

Если кто-то из нашей компании мягко отвечал (статус отложено), это означает лишь нежелание идти на конфронтацию. К сожалению, именно мне приходится жестко расставлять точки над i.

....

Trading multiple EAs (or hands) on the same symbol at the same time is pure nonsense/fatality. Of course, no one forbids simultaneous management of an aggregate position, but all the consequences are your responsibility.

 
getch >>:
4. ....И чтобы надежно удалить TP при срабатывании SL, просто НЕОБХОДИМО (иначе нельзя), чтобы TP не был в стакане, иначе есть вероятность, что он исполнится после срабатывания SL.

You are sure that "it's just REALLY necessary (you can't do it otherwise)". I don't think any offer (SL,TP) is a commitment. They are just price tags in a currency shop. The seller (server) can always say, wait a millisecond, we need to deal with another customer who applied earlier. If he buys SL, we take the product (TP) off the counter, otherwise we sell. Why do I think so. Simply, I haven't seen a single platform without OCO and/or SL,TP orders. I guess the reason for the lack of a normal order system is extremely simple. When you set pending orders in an OCO group, and even with SL,TP, you deprive the semi-cookie of the possibility of torturing you with pauses with requotes for their nefarious purposes. For example, you may try to execute your order at a better price in the market in order to make money on top of the spread. There are a lot of variants to zero out your deposit, and there are ready-made software solutions on the market for the MT4 server side to take money from suckers. Next, I think everything is clear - "he who dances the girl, dines her".

 
getch >>:

2. На рынке нельзя одновременно выставить несколько ордеров. Это возможно было только на "несовсем" рыночных платформах...

On "very marketable" ;-) platforms (STP brokers), absolutely any order system can be used. Let me try to explain. A proper STP broker functions like an exchange office to one or more banks. As payment for its work, the STP broker receives a commission or extends the spread (sometimes both). The banks have nothing to do with the orders and do not know anything about them until they are executed. When an order is "triggered", the broker's server simply executes a buy or sell operation(usually instantaneous) at the best available bank price . An STP broker does not work with aggregate positions and does not play against the trader. While recently the minimum volume for execution in the interbank market was 10k, now some banks offer microlots with as little as 1K! Examples of STP/ESN brokers are FXCM and DBFX(Deutsche bank - the largest forex broker in the world). Both brokers use as the basis a common platform, which is designed for traders and, of course, has a very simple and flexible system of orders and many other goodies. As for Dukascopy and its betting shops, they seem to be engaged in "patching up" their clients and/or acting as a Market Maker (orders in a bet) instead of an instant execution in the interbank market without any prior orders and offers. FXCM only holds bank bids in the betting market on some platforms. Deutsche bank does very well without the full depth market maker, because it is always ready to instantly put in, almost any amount, at the market price and apparently has no one to show but itself.

 
IGGL >>:

Вы уверены, что "просто НЕОБХОДИМО (иначе нельзя)".

The answer was here.

 
There are pseudo-ECN platforms (large, small): Currenex, HotSpotFXi, LavaFX, 3DForex, FxAll, SWFX, FXCM, ... and some banks. They have ECN/STP execution. This means that orders first try to overlap inside the client base on the ECN scheme, if that fails, they overlap on external liquidity sources on the STP scheme. Guaranteed and instant execution of the orders in the marketplace occurs due to the fact that until your order is not executed, the price crossing will not be shown (even if it was on the external side).
There is a real ECN marketplace: EBS. There are 64 banks trading amongst themselves. If you enter EBS as the 65th bank with full possibility to place orders to the cup, there's no need for pseudo-ECN. The only restriction is that on EBS, the min trade is 1 mio. On Currenex, for example, 40K. So if you want to trade volumes less than 1 mio, you need to use the possibilities of ECN/STP platforms.
 
getch >>:

Официальный ответ на вопрос темы - НЕТ. Ответ здесь:

This is not good - but we will have to live with it and not rush to convert to MQL5 until the tester is clear and there is no connection to the exchanges.

For Forex MetaTrader5, in my opinion, loses out to MetaTrader4 so far. And in the future, traders will probably develop a common standard of action

In the future, perhaps traders will develop a unified standard of actions for the unbalancing of the total position of several EAs and implement it by calling the necessary functions from the standard library in each EA, which should somehow alleviate the problem.