What's new in MetaTrader 4 and MQL4 - big changes on the way - page 49

 
ANG3110:

I wonder why you insist on your point of view. Maybe you have already made thousands of tests on scalper systems in the MT4 tester and they successfully work on the real account? Maybe, you have conducted a detailed comparison of the spread's influence on the profitability characteristics? Maybe, you have traded these programs on dozens of brokers? Maybe, you have earned many thousands of % profit on it? So why are you lecturing me? Exactly like my grandmother, at school, "don't you dare listen to western music and those Beatles", "you don't need it...". And I'm like "well grandma, well it's so fashionable now, even the programme "In the lens of America" starts with a Beatles song Can't Buy Me Love". And she's like, "you don't want to listen to anything and you can't prove anything..." Sounds like it, doesn't it?

I don't like routines. And writing scripts for refinement tests is a must. Reading history from my own dat files with asks and bits taken from FXCM, FXOpen and RVD. Repeat the Expert Advisor in a scripted variant. Simulate 2 price streams as for opening prices in the tester. Output statistics. Own charts. Save to special files. I probably have nothing else to do and I do it just as a toy? That is why I am asking those who are supposed to do this for real.


Yeah, we're no match for you. Sitting here buried in two bags...
 

About terminal re-connect, time to do something about it ... Brokers use it in their nasties, here's a proof ...

The broker realised that the EA is working with orders when a new bar opens and this is the result ....

 
VOLDEMAR:

About the terminal re-connect, time to do something about it ... Brokers use it in their nasties, here's a proof ...

Broker realised that the EA is working with orders when a new bar opens and this is the result ....

We should say goodbye to such a "broker".
 
VOLDEMAR:

About the terminal re-connect, time to do something about it ... Brokers use it in their nasties, here's a proof ...

broker figured out that EA is working with orders when new bar opens and this is the result ....

Zhunko:
We should say goodbye to such a "broker".

If you think so, you should not open at the opening of a bar. You should always ask yourself the question: "don't most of my colleagues do as I do? Obviously, opening positions with market orders at the bar opening is the most tempting strategy, because it is easily tested in the standard MT tester. But what if all the algotraders will do so? At the very least you will have inadequate (highly inflated) slippage with high probability. And how else, because the closest to the spread liquidity in the market is swept away by half (statistically) of your colleagues BEFORE you... :) Well, at the maximum - "you and your colleagues" organize a DOS-attack against your broker at the opening of a large-timeframe bar... )) So, even without any intent he may "go crazy" at such moments with high probability. :) .. And if there is intent, he has a perfectly reasonable excuse... :))

In short - don't walk in step, you'll shake the bridge .....

;)

 
MetaDriver:

In my mind, it's not a good idea to open on the opening of a bar. One should always ask oneself the question: "do most of my colleagues do as I do? Obviously, opening positions with market orders at bar opening is the most tempting strategy, because it is easily tested in the standard MT tester. But what if all the algotraders will do so? At the very least you will have inadequate (highly inflated) slippage with high probability. And how else, because the closest to the spread liquidity in the market is swept away by half (statistically) of your colleagues BEFORE you... :) Well, at the maximum - "you and your colleagues" organize a DOS-attack against your broker at the opening of a large-timeframe bar... )) So, even without any intent he may "go crazy" at such moments with high probability. :) .. And if there is intent, he has a perfectly reasonable excuse... :))

In short - don't walk in step, you'll shake the bridge .....

;)

There is something to it, but what kind of a broker is it that is not able to process all requests on time? What is the need for such a broker?
 
Zhunko:
There is something in it, but what kind of a broker who is not able to process all requests in time? What is the use of such a broker?

It doesn't really matter, the first consideration is more important:

MetaDriver:

But what if all algotraders start doing that? At the very least you will have inadequate (highly inflated) slippage with a high probability. How else could it be, because the liquidity closest to the spread is swept away by half (statistically) of your colleagues BEFORE you... :)

 
MetaDriver:

But what if all algotraders start doing that? At the very least you will have inadequate (highly inflated) slippage with a high probability. And how else, because the closest to the spread liquidity in the market is swept away by half (statistically) of your colleagues BEFORE you... :)

You can even try to earn on this pop (on ECN-STP with matching):

1. A few (miles) seconds before the opening of a large bar, you put two large counter limiters on the border spread

2. You eat the difference between the bid and ask, minus the commission in your pocket.

I'll give you a gift, if anything.....

;)

 
VOLDEMAR:

the broker realised that the advisor was working with orders when a new bar was opened and this is the result ....

how?
 
sergeev:
how?

Snowden )
 
sergeev:
how?


Advisor does all operations only when a new bar appears ... The broker sees the time of activity on the account ... That is all ...

Anyway if I was a bad broker, I would do exactly that ....