High-frequency scalping, solutions to entry and exit problems - page 8

New comment
 
Well, a day has passed and the account has accelerated to the heights, (on the monitor) then the dynamic lot, do you think it makes sense to continue to drive it up?
 
ex_kalibur:

Is it possible to call 400 pips a pip? it's something else, pips seems to me to take a few pips, and the order in the market should not hang long, as they say a million-dollar point, I think that's how I read the strategy somewhere)))))

That's not the right way to put it... I have such system on my real account now - not a scalper with target from 400p. I'm going to use pips.
 
ex_kalibur:
The account is now up to the heights, (on the monitor) and then the dynamic lot, do you think it makes sense to keep it up?
All increase the lot!!! - we have to go forward!!!!!!!!
 
and I think there is reinvestment anyway
 

Only test pipers on the real world. Full stop. No demos, let alone testers, are suitable.

For example, there is a TS that works like this on the demo:

This is a couple of days ago(https://www.mql5.com/ru/forum/143682/page54 post7):

And this is now:

On a real - it's different.

On a demo you can only check the basic functionality of the TS.

 
i'm sorry but for me the tab "test advisor" does not exist, it's complete nonsense for me, )))) now tell me how to deal with this situation, i could put an order from a real esn account at alpari but i dont have it handy, if i need it tomorrow i will put it like this, for those who have just joined the topic i will repeat how i enter the market, i put three stop order, limit order and market order, i put price for each order in the commentary of the order itself, and 3. Exit the market only by SLITP, i.e. order modification instead of order placing: Stop at Ask price, Market order is also set by Ask price and in the comment of the ASC what actually happens is the Limit order is always set below the Bid (in case of an impulse) Stop order prints the 130 error and if it is set, it is cancelled by the dealer, I have a question for you, how do you want to implement this situation in the Strategy Tester? i haven't tried it but i'm sure i won't have a single losing deal even if the simulation is 100% because we will never see or know about slippage, it's a broker's privilege that's why my strategy has to be tested online, my strategy is compiling statistics for prices into a separate file and by dividing by time intervals (cut off news time) i get real information about slippage, i don't see another way yet and analyzing data and sifting out loss-making orders
 

A. is not a pure ECN. Your limit order has no effect on the spread. It's up to you to draw the conclusions.

Plus they have an "interesting" thing about executing limit orders. Let us say if you put a Buy Limit order at Ask price 1.3000, it will never be executed at this level, or higher. From 1.3000 you should go to the level of at least 1.29999, but only then it will go to the price of 1.30000 and it will not go in the same direction. Pretty cool, huh?

I personally find it ugly and do not trade by such rules... and I do not advise others to do so either.

p.s. topicstarter, do not write a continuous - very difficult to understand it. And it is not respectful to the other participants ...

 
i apologize)))) i'm just tired already, i haven't slept for two days, it's 6 am, and i'm writing from a tablet, t9 you know)))) from now on i promise to share my thoughts. about A. the conclusion was made, 10 dollars went to their bank, tomorrow i will withdraw a trial 1000 from there)))) but their standard accounts still work, their robot is different under the same conditions but with the same logic so that's how))))
 
ex_kalibur:
i apologize)))) i'm just tired already, i haven't slept for two days it's 6am, and i'm writing from a tablet, t9 you know)))) from now on i promise to share my thoughts and about A. the output is done, 10 dollars went to their bank, tomorrow i withdraw a trial 1000 from there)))) but their standard accounts still work, their robot is different under relevant conditions but with the same logic so that's it))))


OK. In general, every detail is important for pipsers. In particular, execution time.

Here is my script that shows how much time it takes to place/remove a pending limit order 600 pips away from price (which I consider safe).

Gentlemen, who will download and run it, if you don't mind, post your results with Number of Orders 1, 10 parameters. I would be interested.

p.s. I strongly recommend to check if the script deleted all of your orders. It deletes only your own orders and scans them twice. I have not had any problems, but it happens.

Files:
hero_scr_speed.ex4  3 kb
 
Thank you, I will definitely check it out.
123456789101112131415...22
New comment