High-frequency scalping, solutions to entry and exit problems - page 7

 
ex_kalibur:

Testing in such cases only online, because you will not see the slippage in the tester)))))

Slippage, by the way, can be simulated by the MSC (+- to stop, for example, to take)
 
YOUNGA:

Slippage, by the way, can be stimulated by the GCF (+- to a stop, for example, to a takeout point)

unfortunately i don't know what is MSC)))))
 
Random number generator e.g. multiplied by an exponential function
 
YOUNGA:

A guide on how not to trade in the real world... (20% deposit risk in a trade) and without diversification



Why take that kind of risk?????? Was such a risk statistically justified?
 
ex_kalibur:
here's
Thank you... I'm still a long way from synthetics, though...
 
DYN:
Thank you... I'm still a long way from synthetics, though...


There are a lot of ready-made EAs for synthetic spreads on the forum, have a look, maybe you will understand it, ))))) in principle the basis was taken from this site, and I just changed some functions and logic, although I'm not very good at programming, I see the sense to write it in five, but I don't know this language, I'm studying it))))
 
YOUNGA:

Slippage, by the way, can be stimulated by the GCF (+- to a stop, for example, to a takeout point)
I just have an idea that slippages are not random ... and we cannot attach such an assumption to a tick scalper, for example.
 
DYN:
I just have a hunch that slippages are not random ... and you can't attach such an assumption to a tick scalper, for example.


i have a target of 100 pips (5 digits) and i'm very scared of slippages, what kind of scalping is it?
 
YOUNGA:

I have a target of 100 pips (5 digits) and I am so scared of slippage, like scalping

No, it's just that I'm about to pipsqueak)))) My goals are from 400 pips on 5 signs. So, recently my first real ECN stop order triggered... Ironically, the slippage turned out to be=0 - it went straight to the price.)
 
DYN:

No, it's just that I'm going to write pips)))) And I have targets from 400 pips on the 5snack. I recently had my first real ECN stop order triggered... strangely enough - slippage = 0 - hit the price.)

As for the 400 pips, can you call it a pip? this is something else, i think a pip should only take a few pips and the order should not hang long in the market, it's like a million-dollar pip, i read the strategy somewhere)))))