Is the glass half full or half empty - how do you analyse the glass and apply it in trading? - page 6

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Maxim Romanov:
Tell me, who knows, on the demo account from MQ real data on the volumes in the cup, they coincide with the exchange?

As far as I remember, the demo from MQ shows real data, but with a delay of 15 minutes. However, MetaQuotes-Demo used to display B/S deals in the betting market, i.e. it is not clear who initiated the deal.

 
The data in the stack in the AMR demo is real, at least that's what the TA told me.
 
And about what you see in the glass. Imagine that MM with its tools can mold any figure in the glass for you. To blind and remove, and in some cases to prevent you from going somewhere or vice versa to make a slight "slip". I don't think you should blindly believe what you see.
 
Andrey Gladyshev:
And about what you see in the glass. Imagine that MM with its tools can mold any figure in the glass for you. Blind and remove, and in some cases do not let you go somewhere or vice versa do a little "slippage". I don't think you should blindly believe what you see.

So far it hasn't come to faith - there aren't many ideas yet either...

 

An observation - often when you start selling futures on the market or by throwing limits into the spread, the price starts to rise and the price starts to fall when you buy. The effect is achieved even when trading a single lot. Who can explain this phenomenon?

You may benefit if you have, say, 100 lots, and 20 you have spent moving the price in your direction by 5-10 pips.

I trade Si, mostly.

 
Aleksey Vyazmikin:

An observation - often when you start selling futures on the market or by throwing limits into the spread, the price starts to rise and the price starts to fall when you buy. The effect is achieved even when trading a single lot. Who can explain this phenomenon?

You may benefit if you have, say, 100 lots, and 20 you have spent moving the price in your direction by 5-10 pips.

I trade Si, mostly.

Hardly a conspiracy and chasing your 1 lot. Although, if you look at other trades, their lot size, you might think that your 1 lot is moving something. As for liquidity, it may well be provided because you need it, and not necessarily that these limiters are from the "crowd". Rather, you need to look at the trades you pass, if there are not many even with sufficient liquidity, then you can conclude that the market is impoverished and that you will be hunted.

 
Andrey Gladyshev:

It'shardly a conspiracy and chasing your 1 lot. Although if you look at the other trades and their lot size, you might think that your 1 lot is moving something. As for liquidity, it may well be provided because it needs to be, and not necessarily because these limiters are from the "crowd". If you do not have a lot of them, even if you have enough liquidity, you may conclude that the market is getting poorer and you are going to be hunted.

So there is no conspiracy to hunt? To be honest, I did not understand the point you wanted to make.

In my opinion, this situation is somehow considered in the robots and they start exactly hunting for liquidity, but why could not they just buy/sell on the market, but they preferred to move the limits in response to their dealing... and apparently they eat my limits to fill up their limits.... looks like a conspiracy :)

 
Aleksey Vyazmikin:

So hunting without a conspiracy? To be honest, I didn't understand the point you were trying to make.

I myself think that this situation is somehow accounted for in the robots, and they start just hunting for liquidity, but why, I wonder, they could not just buy/sell on the market, but chose to move the limits in response to their trading.... and apparently they eat my limits to fill up their limits.... sounds like a conspiracy :)

In a poor market, they will hunt for your limiters and possibly pull to the stops. If we're talking about robots whose limiters are hanging in the cup, they won't hit them, they'll wait for you. They won't go against themselves...

 
About conspiracy and hunting. If an instrument is heavily dependent on something, it is correspondingly little susceptible to manipulation. Otherwise it would be handy for arbitrage. It's pretty hard to move the price where you want it to go, even by 1 tick. For example, the Euro futures. There the MM pushes and holds the market as it needs to. This is from personal observation, not necessarily the truth. On instruments that stand alone, with little liquidity you may be hunted.
 
Andrey Gladyshev:

In a poor market, they will hunt for your limiters and possibly pull to the stops. If we are talking about robots whose limiters are hanging in the cup, they will not hit them, but wait for you. They won't go against themselves.

If it has widened by 2-3 points, the market will not move - we wait, and if the spread suddenly narrows, it means that the market may start to move. When I close the spread, the movement starts to intensify. Of course, I do it in a relatively slow market when I need to gain a position, for example in the evening.

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