The impact of the spread on trading results - page 8

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Mihail Marchukajtes #:

Wake up!!!! there are simply no such situations. There are certain forms of arbitrage, when market imperfections are traded and only this earnings are deducted, ALL other things that allow you to cheat the broker and not the exchange members are usually not deducted with account blocking and all that.

Everything else is from the sly!!!!! On the market.....

Well how come in this thread the man gives examples of such ticks when the ask is less than the bid

https://www.mql5.com/ru/forum/3168/page3#comment_47643

 
ironfelx #:
Well how come in this thread the man gives examples of such ticks when the ask is less than the bid

the type of account? it is guaranteed that the difference will not cover the commission, which is also guaranteed there

and to enter at that price is unrealistic, it has already been and gone

 
Mihail Marchukajtes #:

No it isn't!!!! It's when the broker internally sums up the moex candles. Sometimes they are exactly the same, and sometimes they are total. That is, there is a movement in the form of 2-5 candlesticks on a Moex, and this broker has all the candlesticks standing and only the last one is winning the required range. Arbitrage by time, I've already said it :-).

One of the well-known people who owns his brokerage company and knows all the insider information said
that LP (liquidity providers) in 95% of cases simply re-adjust orders when the arbitrage situation occurs.
You think LP don't track arbitrage, between real LPs?
They are the first to know about it )) And they don't give it up without using it themselves.
Everything else is a game with the kitchens. And in the best case scenario, zeroing out profits and closing your account like a toxic client who squeezes out ))
It was all about speedy time arbitrage.

What you are describing, a delay of a few candles, then I will disappoint you.
I also found a broker who had a lag of 10-30 seconds and I was able to place orders manually.
But it was a demo account )) I was so disappointed when I opened a real account. I have not detected this delay.
Maybe you have the same case )). The demo is not the real account.

 

I don't know... I started to automate the process of comparing tick history of different brokers and when the tests started to show something correctly, at the first comparison of quite famous brokers I found arbitrage, we sell high quotation of one broker, buy low one and have a couple of dozens of points of profit. This is the EURUSD ecn account. The ticks at the depth of one second are taken as an average value, because I realise that I cannot catch up with seconds and I need a relatively long arbitrage situation

 
Here's a question. History of ticks which is downloaded from demo server is exactly the history of demo server, and if we download it from work server then it will be different?
Who knows why if I call the function CopyTicks(_Symbol,ticks_array,COPY_TICKS_ALL,1,1000000);
and don't check tick history from the server, this function will return error

ERR_HISTORY_NOT_FOUND

4401

Requested history not found


although the documentation says that

CopyTicks

The CopyTicks() function allows for querying and analyzing all incoming ticks. The first call of the CopyTicks() function initiates the synchronization of the database of ticks, stored on the hard disk for the given symbol. If the ticks are not enough in the local database, the missing ticks will be automatically loaded from the trade server. In this case, theticks from the date from specified in CopyTicks() to the current momentwill be synchronized . After that, all incoming ticks at this symbol will enter the tick database and keep it in the current synchronized state.

Although there are files with ticks in folder Bases\Broker\ticks\EURGBP\.

Why isn't the history being uploaded?

 
I find that while the history is being downloaded and even though the requested history has already been downloaded, there is this error until the downloading stops.
 
don't look for such things on demo accounts if the liquidity provider is different from the real account provider. Running the EA in parallel on a demo account, I received a signal with a delay of two bars. Of course I was ready to see the slight difference in prices on the bars of different accounts on the bar opening and closing prices, referring to the rings, but I was surprised to see different values of high and low prices on the bar. I received the following answer from technical support: 


Демо-счёт является отдельным типом счёта, соответственно, он будет работать несколько иначе, чем реальные счета. На нем представлены все возможные котировки и он предназначен для обучения азам Forex и торговли в терминале. В терминал транслируются рыночные цены, которые мы получаем от наших поставщиков ликвидности. Среди всех поставщиков, которые используются в нашей Компании мы можем назвать LMAX и Interactive Brokers. Для разных типов счетов, комбинируются потоки от разных поставщиков ликвидности, что в свою очередь, отражается как разница на графике в терминале. Обычно, отличие небольшое, 1-2 пункта, например для пары EURUSD.

so on the real such things may not work - arbitrage, as I understand, is very sensitive to such a margin of error.
 
Shoker real account provider. Running the EA in parallel on a demo account, I received a signal with a delay of two bars. Of course I was ready to see the slight difference in prices on the bars of different accounts on the opening and closing prices of the bar, referring to the rings, but to see the different values of high and low prices of the bar I was surprised. I got the following answer from technical support:



so such things may not work on real - arbitrage, as I understand, is very sensitive to such a margin of error.
Thank you!
 
ironfelx #:

the first comparison of fairly well-known brokers has already found arbitrage, one broker's high quote sells, another one's low buy

The existence of a price does not mean that you can execute on it.
 

Is this a glitch in the tick history from RannForex? The price of ticks jumps 500 pips up and down. Although, on the M1 chart for the bar at 8:06, there is no price 1.11800 and 1.11325 is not a relevant average price for this minute. Or, with every tick you may take 500 pips - spread of 15 pips?)
Because of every broker's tick history the analysis is an empty idea for me. Some suddenly switched to a different time zone, others started adjusting the switch from Winter time to Summer time, then stopped it again and so on. I have found days at different brokers with different time zones. I have found days with different brokers where there is 1000 pips difference in ticks and there is no time shift here. And this is only for EURUSD. But everything is beautiful on the charts, everything is the same. I wonder what the tester would show on such ticks and then I'm scratching my head why the EA is not working =))

GraphM1

or it's just a subtle tick hint that the price will go up? we should have a closer look at such anomalies =))

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