Substantive clearing???? - page 9
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Most likely MT5 is taking data from orders_log or FAST.
That's the thing, MT5 uses Plaza II, that's what the developers said.
Where does it come from? From an expert? If their expert, there will be skips.
It is called from the Plaza II API data stream handler.
That's the thing, MT-5 uses Plaza II, that's what the developers said.
If Plaza, the data is taken from orders_log. Only this table contains 100% reliable data.
If Plaza, the data is taken from orders_log. Only this table contains 100% reliable data.
This is understandable, but agree that the discrepancies are very large
for 31 records BID - 4 discrepancies, and for 23 records ASK - 2 (the fragment on the previous screenshot)
By the way, have you measured the execution time of trade orders?
By the way, have you measured the execution time of trade orders?
Yes, I did. Average order acceptance time is 450 microseconds.
Found my trades in MT5
cgate log:
2021-10-26 10:03:29.058579;cgate.user;;VTBR-12.21: Send order buy; volume: 212; price: 5665;TID 140228798285632
trades in MT5
The time from order sending to deal is less than 420 microseconds.
Yes, I measured it. Average order acceptance time 450 microseconds.
Found my trades in MT5
cgate log:
2021-10-26 10:03:29.058579;cgate.user;;VTBR-12.21: Send order buy; volume: 212; price: 5665;TID 140228798285632
trades in MT5
The time from order sending to deal is less than 420 microseconds.
420 microseconds is awesome!
I have MT-5 from home
Since MT-5 does not log the exchange response when sending orders asynchronously, you have to add some more to this time...
By the way, where do you live that it's midnight?
In the Far East?
By the way, where do you live that you have midnight?
In the Far East?
Yes, Vladivostok.
Yes, Vladivostok.
:)
I've been on the Exchange for a long time, and for many years I've understood that without hedging the string will run out.
My point is that whatever your strategy is, the risks when trading with one instrument are very high.
And using SPOT as a guide is not a good idea even if you execute trades very fast.
Added
Another thing, using the 3 hour difference in trading Futures and SPOT, trying in Classical arbitrage
to increase the delta, which would reduce the risks many times over.
If, between 7:00 a.m. and the last SPOT trade at 23-49 of the previous day, you sell
futures, even if the SPOT bounces in price at 10:00, the probability of delta <= 0 is very small,
hence profit will always be assured.
By splitting the arbitrage purchase depo over several days, the average profit will be higher than if you booked the entire depo at once.
Does it work out to increase the delta?
Most of the time yes, but sometimes not (I just don't sell futures unless the delta has risen a lot by yesterday)
Added
And what prevents you from trading with zero risk and aguaranteed profit?