From theory to practice - page 1575
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exactly the same way market movements are structured
I haven't investigated it, but judging from the Internet and common sense, if we display on one monitor tick quotes from hundreds of providers, they will form something like a strip with several spreads width. Apparently, brokerage companies take quotes from different sources and then filter them, depending on their priorities, and distribute them to traders. But at the level of minutes - opn, cls, hg, lw - there are almost no differences. In this sense, I think the investigation of tick-flow from a certain brokerage company is a thankless task - in fact, it is a study of peculiarities of its quote filter.
I read some interesting practical information on this today from the forex moguls https://ru.forexmagnates.com/reguliruemyiy-foreks-v-rossii-net-preimushhestv-nedostatkov-massa/. In particular, about the 5-second time lag:
"Meanwhile, with high volatility, five seconds is almost an eternity during which anything can happen. For example, after the EU referendum result was announced, GBP/USD jumped 300 pips and then dropped 2,000 pips. It took seconds - not minutes - for prices to change dramatically within five seconds, but the Bank of Russia believes that a broker should not change the quote in such situations.
As a result, brokers are forced to deliberately slow down the flow of quotes and distort prices. Since the broker cannot provide the client with a better price within those five seconds, it turns out that the trader is de facto getting false information.
The market instantly reacts to key macroeconomic publications, and a 5-second delay is unacceptable. Note that macroeconomic statistics are published with millisecond accuracy.
So I wrote which one: "towards avoiding extremes". And I don't apply the words "bad" or "good" to this question. Whether it's good that any DC is fighting spatial arbitrage of clients by all means, making it just its own tool, whether it's bad I can't say.
Towards maximum freedom to choose the direction of the next step. Hello )
I read some interesting practical information on this today from the forex moguls https://ru.forexmagnates.com/reguliruemyiy-foreks-v-rossii-net-preimushhestv-nedostatkov-massa/. In particular, about the 5-second time lag:
"Meanwhile, with high volatility, five seconds is almost an eternity during which anything can happen. For example, after the EU referendum result was announced, GBP/USD jumped 300 pips and then dropped 2,000 pips. It took seconds - not minutes - for prices to change dramatically within five seconds, but the Bank of Russia believes that a broker should not change the quote in such situations.
As a result, brokers are forced to deliberately slow down the flow of quotes and distort prices. Since the broker cannot provide the client with a better price within those five seconds, it turns out that the trader is de facto getting false information.
The market reacts instantly to key macroeconomic publications and a 5 second delay is unacceptable. Note that macroeconomic statistics are published with millisecond accuracy."
all this from the point of view of pips, the most ridiculous strategy for both parties
However, if you exclude your arbitration, it's kind of
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Regarding the article - apparently the DoC does not know where the price will be either
quite unfortunate, as it's not exactly robust business for them...
And how would they know, because they only have insider information about their clients, and the rest, you don't know.Greetings, Vladimir! The results are incredible, of course, but you have complete confidence. So, it really could be.
In my turn, I go further and further into TFs and sliding window values in the hope of proving that the "law of the root of time" does work in the market. I outlined the problem in one of the threads:
I.e. in principle, the law ~sqrt(T) works in the market, but in each case it has its own correction factors and they are difficult to be calculated even experimentally. I need to find an image of a process, in which this law is fully satisfied.
Therefore, I will not say goodbye.
I would hate to rely purely on trust. You can see the account history from https://www.mql5.com/ru/forum/221552/page1570#comment_13222691 and it is still going on. The investment password for the account is 437427 "kuz2slz".
As far as I am concerned, the profits of any DC as a business venture are mostly made up of the trading of, shall we say, naive traders. The vast majority of them, I think more than 90%. The direction of their open positions can be modeled by a coin, i.e. about half of them open upwards and half of them open downwards. Their combined spread plus slippage is the net profit of the brokerage company. Unbalanced balance is transferred by BC to hedge risks somewhere outside, for example to another brokerage company.
Also there is a small group of traders that exploit some inefficiencies of the markets they have found. They trade not very fast - intraday and above, there is no special profit for brokerage companies, except for slippage, but if there were no them there would not be a group of naive traders. Their positions together with unbalanced balance of the first group are taken outward by BC.
The third group are high-frequency scalpers that make brokerage companies regroup their unbalanced positions quickly and frequently, in general they are disturbing like gnats, but they are easy to handle, if necessary, strengthen slippage and they fly away.
And finally there is one more small group of traders that exploits inefficiencies of software and dealing center operation, for example in providing quotes flow, asVladimir showed.
The profit made by this group is the brokerage company's net loss and in my view, it is naive to expect that it will agree to pay it to a trader. That's why brokerage companies spend a lot of money on plug-ins to buy out such inefficiencies in their software.
Wouldn't want to rely purely on trust. You can see the account history from https://www.mql5.com/ru/forum/221552/page1570#comment_13222691, it's still going on. The investment password for the account is 437427 "kuz2slz".
Why didn't you continue to trade on a real account after 3 years of demo trading?
Why didn't you continue to trade on a real account after 3 years of demo trading?
Because it's going to be a bust. I was. But the demo is warming))))
i wish i had something more lively.)
Yes, because there's going to be a flush. Yes and it was. But the demo is warming))))
I wish I had something more lively.)
My heart bleeds ;)
I got a profitable system first, and then...
That's what I've been doing for the last 4 years or so - survivability.
It's a very interesting subject, I'd even say it's hot.