A very useful indicator - page 6

 
Renat Akhtyamov:

I have another thought about this

at the time of clearing, as the glass is shown, is there a lot of this NA ?

Didn't look at the time of clearing, will have to monitor.
But the screenshot was taken at trading time.

 
prostotrader:

No, it is not.

Only you run it on EURUSD, it is on FORTS - ED, i.e. you also need EURRUB and USDRUB

In general, play with it.

On the FORTS real, the profit of evening clearing (in the trade simulation mode) was (for one contract)


How do I activate trade simulation mode?
 
prostotrader:

Here is a useful indicator.

And now this TS works (currencies are highly volatile), but

Unfortunately, only on demo.

Due to the fact that there are big delays in MT5, this TS (synthetic Eu)

will be unprofitable, although, by nature, it is 100% profitable

Eu(natural) = Si * ED

Who is interested, can "play"

Imagine, those who are now "sitting" on Plaza 2 (there are no delays)!

Trading now. -163 Points
 
Roman:

I understand that you are on the stock exchange, but I have to ask.
The CME has trades with type N/A in the trade feed.

I found this version in the English language thread:

Forum on trading, automated trading systems and testing trading strategies

TICK_FLAG_BUY and TICK_FLAG_SELL simultaneously set in MqlTick structure

Heraldo Almeida, 2017.08.04 21:32

I talked to a person who does not know Metatrader but knows very well the BMF market and he gave me an explanation that i would like to share with you.

He said that there are 3 kinds of trades at BMF:

  • BUY trades - a buyer sends a buy market order that closes someone's sell limit order
  • SELL trades - a seller sends a sell market order that closes someone's buy limit order
  • DIRECT trades - a buyer and a seller send buy and sell market orders simultaneously through the same broker and that broker deals the trade directly between them, without closing any limit order at the market.

He explained me that the broker is authorized to make direct deals between its own customers, as long as the transaction price is inside the market spread range (higher than the current bid price and lower than the current ask price) and the trade information is sent to the market. He told me direct deals are regularly recorded as any other trade (so they must generate tick data records as well).

I told him that the "Buy/Sell" records are around 1% of the total market volume and he thinks it looks a plausible figure for the volume share of direct deals at BMF.

So, it seems that the mistery of the "Buy/Sell" ticks at BMF is solved.

I am curious to know if the markets in other countries also have that kind of direct trade, or if it is just a "Brazilian weirdness".

Regards!



 
Alexey Kozitsyn:

Found this version in the English-language thread:


Thanks for the information.
Yes, if you take the old non-electronic trading model in the trading pit, the broker used to be a scalper, he would take an order from a client and immediately put it on the market.
By doing so, he could take one, two ticks for himself. The notion of scalping originated from them. But this is not the case.
As the man writes, thebroker has the right to conclude direct deals between its clients, in fact it is the counter bids, but they don't reach the market and are brought together either by the broker or by FCM.
In general
, my assumptions about counter (direct) bids have been confirmed.

 
Roman:

Thank you for the information.
Yes, if you take the old non-electronic trading model in the stock pit, the broker used to be a scalper, he would take an order from a client and immediately put it on the market.
By doing so he could take one, two ticks for himself. The notion of scalping originated from them. But this is not the case.
As the man writes, thebroker has the right to conclude direct deals between its clients, in fact it is the counter bids, but they don't reach the market and are brought together either by the broker or by FCM.
In general
, my assumptions about counter (direct) bids have been confirmed.

Roman, there is probably no point in bringing loci to market

Most likely, only delta is taken out

 

the indicator works perfectly, you just have to use it correctly


 

new volumes on the long

 

That's it, where are these non-believer haters freaks

 
Totally pointless stuff.