MT5 and trans2quik.dll - page 10

 
Sergey Chalyshev:

Made such an EA on pure MT5. Tested in tester based on real ticks, all trades were on market. Although if I use Limit order in real trade the result should be better.

Commissions have been considered, taxes have not been taken into account. This is what I have got for GAZP:

Almost 10% for a month.

p.s. If somebody is interested, I can put it into kodobase.

Interesting, of course, but to describe the idea in words would be even more interesting to read!

 
Sergey Chalyshev:

Made such an EA on pure MT5. Tested in tester based on real ticks, all trades were on market. Although if I use Limit order in real trade the result should be better.

Commissions have been considered, taxes have not been taken into account. This is what I have got for GAZP:

Almost 10% for a month.

Please make a delay from 10 to 50 ms in your tester and post the picture again...

 
Andrey Miguzov:

And please set a delay of 10 to 50 ms in the tester and post the picture again...

It's much worse with delays

- 10ms delay:

- 50ms delay:

max 3.6 - 4.0 % for the month

 
Sergey Chalyshev:

With delays, it shows much worse

- 10ms delay:

- 50ms delay:

max 3.6 - 4.0 % for the month

Thank you! The fact that the arbitrator is in the black with such delays is already cool, especially with market entries. When I asked - I thought it would fail :)

This is a futures stock, just like here?

 
Andrey Miguzov:

Is it a futures stock, just like here?

Yes, only on GAZP - GAZR-3.19. I have not tested other stocks.
 
Sergey Chalyshev:
Yes, only on GAZP - GAZR-3.19. I haven't tested other stocks.

What's the use of testing in MT5?

For this kind of trading you need Quick and EBS account, and my results in Quick (on the real) are very sad...

KVIK - just an unbelievable SLOW 250-300 ms between trades, and in MT5, from the same computer, 7-8 ms (when Otkryvashka not glitchy :) )!!!

Added

Plaza 2 needed and SMA access....

 

You can forget about trading via the Quick, like a bad dream.

Ордер SRH9 отправлен: 15.02.19 20:30:12
Ордер SRH9 исполнился: 15.02.19 20:30:12 (62 мс)
Ордер SBER отправлен: 15.02.19 20:30:12
Ордер SBER исполнился: 15.02.19 20:30:13 (562 мс)

Ордер SRH9 отправлен: 15.02.19 20:30:13
Ордер SRH9 исполнился: 15.02.19 20:30:13 (250 мс)
Ордер SBER отправлен: 15.02.19 20:30:13
Ордер SBER исполнился: 15.02.19 20:30:14 (561 мс)

Ордер SRH9 отправлен: 15.02.19 20:30:14
Ордер SRH9 исполнился: 15.02.19 20:30:14 (125 мс)
Ордер SBER отправлен: 15.02.19 20:30:14
Ордер SBER исполнился: 15.02.19 20:30:15 (749 мс)

Ордер SRH9 отправлен: 15.02.19 20:30:16
Ордер SRH9 исполнился: 15.02.19 20:30:16 (124 мс)
Ордер SBER отправлен: 15.02.19 20:30:16
Ордер SBER исполнился: 15.02.19 20:30:17 (999 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:23
Ордер SRH9 исполнился: 15.02.19 20:31:23 (125 мс)
Ордер SBER отправлен: 15.02.19 20:31:23
Ордер SBER исполнился: 15.02.19 20:31:24 (1560 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:27
Ордер SRH9 исполнился: 15.02.19 20:31:27 (109 мс)
Ордер SBER отправлен: 15.02.19 20:31:27
Ордер SBER исполнился: 15.02.19 20:31:28 (1014 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:29
Ордер SRH9 исполнился: 15.02.19 20:31:29 (187 мс)
Ордер SBER отправлен: 15.02.19 20:31:29
Ордер SBER исполнился: 15.02.19 20:31:30 (1202 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:31
Ордер SRH9 исполнился: 15.02.19 20:31:31 (202 мс)
Ордер SBER отправлен: 15.02.19 20:31:31
Ордер SBER исполнился: 15.02.19 20:31:32 (796 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:32
Ордер SRH9 исполнился: 15.02.19 20:31:33 (109 мс)
Ордер SBER отправлен: 15.02.19 20:31:33
Ордер SBER исполнился: 15.02.19 20:31:34 (1435 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:36
Ордер SRH9 исполнился: 15.02.19 20:31:36 (203 мс)
Ордер SBER отправлен: 15.02.19 20:31:36
Ордер SBER исполнился: 15.02.19 20:31:37 (437 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:41
Ордер SRH9 исполнился: 15.02.19 20:31:41 (125 мс)
Ордер SBER отправлен: 15.02.19 20:31:41
Ордер SBER исполнился: 15.02.19 20:31:42 (873 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:42
Ордер SRH9 исполнился: 15.02.19 20:31:42 (109 мс)
Ордер SBER отправлен: 15.02.19 20:31:42
Ордер SBER исполнился: 15.02.19 20:31:43 (687 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:51
Ордер SRH9 исполнился: 15.02.19 20:31:51 (140 мс)
Ордер SBER отправлен: 15.02.19 20:31:51
Ордер SBER исполнился: 15.02.19 20:31:51 (312 мс)

Ордер SRH9 отправлен: 15.02.19 20:31:56
Ордер SRH9 исполнился: 15.02.19 20:31:56 (109 мс)
Ордер SBER отправлен: 15.02.19 20:31:56
Ордер SBER исполнился: 15.02.19 20:31:57 (1186 мс)
 
prostotrader:

You can forget about trading via Quick as a bad dream.

Is it directly through Lua or through a pad?

Quick is of course a terrible brake.

Is there an alternative?

 
Sergey Chalyshev:

Is it directly through Lua or through a pad?

Quick is of course a terrible brake.

Is there an alternative?

Through the gasket (DDE + trans2quik.dll).

But the padding has nothing to do with it, KVIK itself sucks speed!

I've already written, there's only one alternative -Plaza 2 and SMA access.

You need to write your own connector, it just becomes impossible to

to trade on the exchange, neither through MT5, nor through KVIK

Added

As a matter of fact, I've already written most of it (the Plaza 2 connector), but there is

But there is a big problem with the organization of storage and simultaneous access to data.

I want to use all sections in one connector and trade

I want to use all sections of Exchange in one connector and trade with large number of robots. One connector - many robots, without using

I want to use all sections in one connector - many robots without using any graphics.


 
prostotrader:

Through the gasket (DDE + trans2quik.dll).

But the gasket has nothing to do with it, KVIK itself sucks in speed!

I already wrote, there is only one alternative -"Plaza 2 and SMA access".

You need to write your own connector, it just becomes impossible to

to trade on the Exchange, neither through MT5, nor through KVIC.


I don't understand,

If you have your connectorPlaza 2 - why do I need a broker (SMA access)?