MT4 doesn't have long to live - page 48

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C-4:

Don't fly in the bummer. HFT is extremely resource demanding and has limited profit potential. It can cost 200 000 roubles per month to maintain an infrastructure for just one instrument. Can you afford to spend that kind of money? What about the order execution speed? Increasing the speed by a few milliseconds exponentially increases the price of support. And one day someone will definitely be 10 ms faster than you, and then all your HFT trading will be over.

What's stopping you from at least testing?

And it's not about high-frequency in principle - the "tightness" to the word tics is astounding.

Debugging even a muving adviser on your own ticks would be easier...

;)

 
C-4:
Don't fly in the bummer. HFT is extremely resource-intensive and has a limited revenue potential. It can cost 200,000 roubles a month to maintain the infrastructure for just one tool. Can you afford to spend that kind of money? What about the order execution speed? Increasing the speed by a few milliseconds exponentially increases the price of support. And one day someone will definitely be 10 ms faster than you, and then all your HFT trading will be over.
HFT is not necessarily a frequency of tens of trades per minute. That's not what it's about... and it's not applicable to ordinary traders because of the commission.
 

HFT is about pinching off short-term market inefficiencies. When an inefficiency appears, you must catch it in time with the market. The number of trades for HFT depends only on the number of inefficiencies used. There may be as many as 10 of them per day. But the HFT will not be thick-skinned because of this. The task is to catch it. This ineffectiveness can of course only be caught on ticks.

There are interesting ways to implement HFT - it's when the location of the future ineffectiveness is predicted. In this case it is possible to set a limiter to the corresponding price level (at least a second before). However, the latency issues are not as acute as in the classic scheme.

 
Avals:

Did I write about HFT? I specifically wrote "especially spread trading and arbitrage".

How is arbitrage different from technology insider? Whoever is quicker to spot the difference gets the pie. I don't know what you mean by spread trading, if spread trading, then ticks are not needed here, look at how Leonid trades for example.
 
hrenfx:

There are interesting ways to implement HFT - this is when the location of future inefficiencies is predicted. It is then possible to send a limiter in advance (at least for a second) to the appropriate price level. However, the latency issues are not as acute as in the classic scheme.

What makes you think that your limit will be executed immediately? You will wait for your turn, and then, if there is anything left, you will be called back. God forbid somebody else should be 100mps faster than you, because they will be gambling on them and not on you. Ticks will not help you, then you will demand a second level quote: the cup and its environment, and MetaQuotes will not do it, because it is easier to shoot yourself than to accompany the second level quote.
 
C-4:

How is arbitrage different from technology insider? Whoever is quicker to spot the difference gets the pie. I don't know what you mean by spread-trading, if trading spreads, then ticks are not needed here, look at how Leonid trades for example.
Sorry, I don't have the time, and it's too offensive.
 
C-4:

There are theorists and there are practitioners. Who do you write for and who do I write for?

Nobody is asking Metaquotes fora tick history orLevel2-history. Read carefully what we are talking about.

 
avatara:

so at least for monotesting, please...

Otherwise, you'll probably have to destroy a lot of things - we're touching the basics.

But Rinat knows best.

I came here to read and there's a topic like this. :)

Sorry if I sound like Berezovsky :)

But as so many people ask for a multicurrency tester with ticks, I cannot help myself. Sorry again :)


So, who needs such a tester? How many people will come to it? How many of them are ready to try programming in C++ ? How many of them are ready to participate in the project with their own labour? ( it's just an abstract question for the future ).

How many? Two, three, 100, 500?

I am just too lazy to write documentation for three people and create a website. I am too lazy to translate it into English and so on.

I am asking you in all seriousness.

Only net trading, somewhat hollowed out, but realism is complete.


As for the volume of ticks, Renat is right, and he is right in general. They do not need it for the people, so IMHO do not ask for something like "work for us Renat".

The amounts are enormous. I even dread to say how many gigabytes for 20 currency pairs - maybe 100.

 
Avals:

Don't take everyone for a moron)) We do not need the support of the masses. It is an option for those who need it and who can make the necessary preparations themselves.

You're talking about the few, I'm talking about the millions of users that exist. And that is the root of the misunderstanding.

We serve millions of traders and there are well over 100,000 terminal installations every day.

Do you understand what 500 forex brokers and millions of traders are?

 
SProgrammer:
Is it boring to read carefully which sentence you are actually talking about?
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