The impact of the spread on trading results - page 7

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ironfelx #:

However, I do not quite understand. If there is a certain difference in the chart form - the peaks and troughs are different in height, depth or in the form of candlesticks, which is the same, will there not be such a difference if we compare the ticks of these instruments? From some tick the gap between them should increase. And yet in the history, even on М5, will these differences be preserved between these brokers? Or only real time is visible today, and tomorrow everything is almost synchronous on both charts, i.e. the broker covers his tracks.

About the phone and the computer... I read somewhere that one and the same broker has delays in quotes from web and desktop versions of the terminal. Do you mean that?

I don't know if it happens, everyone has it. The web is a laggy shadow of the dick.

Any stunted robot on a crypto API will display the numbers faster than a browser. It's just that the browser also has to display fancy stuff, and it's inherently slower (there's a hell of a lot of JavaScript in there).

 
Maxim Kuznetsov #:

there is (what's there, it's just there for everyone) a display lag. The web is a laggy shadow of dick.

Any stunted robot on a crypto API will display numbers faster than a browser. It's just that browser has to display shims, and it's slower (there's huge JavaScript heap).

There is uBlock Origin and uMatrix for something :)

 
ironfelx #:

However, I do not quite understand. If there is a certain difference in the chart form - the peaks and troughs are different in height, depth or in the form of candlesticks, that is one and the same, will there not be such a difference if we compare the ticks of these instruments? From some tick the gap between them should increase. And yet in the history, even on М5, will these differences be preserved between these brokers? Or only real time is visible today, and tomorrow everything is almost synchronous on both charts, i.e. the broker covers his tracks.

About the phone and the computer... I read somewhere that one and the same broker has delays in quotes from web and desktop versions of the terminal. Is that what you mean?

No not that!!!! It's when a broker internally sums up moex candlesticks. Sometimes it is exact, and sometimes it is total. That is, there is a movement of 2-5 candlesticks on a Moex and the broker has all the candlesticks standing and only the last one moves the range. Arbitrage by time, I've already said it :-)

 
after all these years, you have stumbled on a gold mine after all)
 

Looking at the title of the theme and want to say "Make the spread positive so the overall result will be fabulous".


But when you get pending orders on the spread level the result is much better, it's to answer the main question of the topic ...

 
And what will usually happen, if at one broker for example at 12:05 the price is 100, and at the second broker the last known price is 50 at 11:59:59 and the next tick was at 12:05 and the price is 100, i.e. as at the first broker.
That is, a gap has formed on the chart. If we try to place a buy stop order at this broker at say 60, it will be executed at 12:05 and we will have a profit of 40p minus the spread?
 
Mihail Marchukajtes #:

Looking at the title of the theme and want to say "Make the spread positive so the overall result will be fabulous".


If you get pending orders at spread level, the result improves dramatically, it's to answer the main question of the topic ...

Has anyone found a positive spread on the history of not very exotic instruments of any broker?
I am still collecting tick history on brokers to search for arbitrage and then in particular I will see if there were such unique cases
 
ironfelx a buy stop order at this broker at say 60, it will be executed at 12:05 and we will have a profit of 40p minus the spread?
A gap is a gap in prices. There is no liquidity in it to execute at 60. Even in an exchange environment. Well, forex brokers, according to the contract, can give any slippage they want.
 
secret #:
A gap is a price gap. It does not have the liquidity to execute at 60. Even in an exchange environment. Well, forex brokers, according to the contract, can give any slippage they want.
Thank you, I see.
 
ironfelx #:
Has anyone found a positive spread on the history of any broker's not so exotic instruments?
I'm still collecting tick history on brokers to look for arbitrage and then I'll see if there are any such unique cases in particular

Wake up!!!! there are simply no such situations. There are certain forms of arbitrage, when the market is not perfect and only this earnings are withdrawn, ALL the rest that allows you to cheat the broker and not the exchange members, usually not withdrawn with the blocking of accounts and all that.

In my experience it turned out the ONLY two ways to trade the spread:

The first is the calendar exchange spread, buying the far, selling the near, etc. This is the only way to become a MARKETMaker, i.e. making the market...

The second way is to sign an affiliate agreement with OrexPro (not advertising, just really the only broker that shares the spread and it's so cool that it really works) which helps build a team of good traders, that by increasing their trades volume increases your payments on the spread they spend! The question is where to build a team? It's a job, but it's worth it!

Everything else is bogus!!!!! In the market.....

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