watch this video. can be interesting

check
_math2ca_1 & _math2ca_2

in my portfolio

ECN vs ECN

math2cb will be ready for Monday. after I have worked on the data I have got this week.😇

%100 HEDGED 170 PIPS TAKEN OUT FROM FX MARKET BY math2ca

ECN broker demo accounts are more closer to the real account then DD. So even if system works with %50 efficiency on real it means

%100 HEDGED 85 PIP 😇😇

ofcourse weekly at least one funding cost should be added to the Total costs to avoid from margin call at loosing account side.😉

ATSmartTrader posted:
    so now I am back, although I am quite ill,
I have got more information on broker tools, which save them from arbitrage traders, according to another trader this is also known as a professional tool for 'securing' broker money https://www.gold-i.com/?page_id=11

get well soon 😉

OFFSETTING slıppage between brokers results are good. but the main rule of nature works also here. when you take someting you give something. so this is reducıng the order execution frequency. this is mainly is not so important but we should achive a number of orders in a week.

to prevent that math2cb will be working with multi pairs on same brokers.

for start I will work with
EURUSD
GBPUSD

walker

ATSmartTrader posted:
    so now I am back, although I am quite ill,
I have got more information on broker tools, which save them from arbitrage traders, according to another trader this is also known as a professional tool for 'securing' broker money https://www.gold-i.com/?page_id=11

thank you for input.

brokers having DD accounts, check their price feed against 'arb' trading. and they usually use their STP price feed to compare.

currently sytem working on STP vs STP ( ECN vs ECN ) accounts.

the main problem with those is slıppage. so I am currently working on that and had progress.😉.

walker

I have an idea to boost the profit but this will cancel the HEDGE opportunity on that boost trades.

this can also be added as an option to the system.

guys and gals,

I am at the point of desecion while ımproving the algo.
here are the options
- both brokers setup will be same / easiest
- each broker setup will seperate
- dll will learn each brokers reaction/respond and resetup itself according to collected data / most complicated

hmmmmmmmmm.......................

ad 1) is not complicated, I shown you some time ago how to write some sort of Client Server model, where the MT4 instances register at the server and configure themselfes. If my brain recovers again I will make some sort of framework on c++ for that :)
ad 2) can be accomplished with 1)
ad 3) you can synchronize the script loops in the beginning and during operation by some sort of 'clocking' mechanism, so to speak measure clock 1 on mt4 instance and clock on c++ instance, and tune it so it has minimum deviation

ATSmartTrader posted:
    ad 1) is not complicated, I shown you some time ago how to write some sort of Client Server model, where the MT4 instances register at the server and configure themselfes. If my brain recovers again I will make some sort of framework on c++ for that :)
ad 2) can be accomplished with 1)
ad 3) you can synchronize the script loops in the beginning and during operation by some sort of 'clocking' mechanism, so to speak measure clock 1 on mt4 instance and clock on c++ instance, and tune it so it has minimum deviation

I have worked on 2500 lines of last week data last night until now.
this week I have run
pepper vs atc at au vps
gallant vs fxprimus at local
fxprimus vs active at vps us publishing on my portfolio

broker characteristics are opposite.
eg..
if you call atc and active as noth
pepper and fxpriimus and gallant are south
regarding the slippage issue.

ATSmartTrader what I mentıoned from learn issue was each instances has record data into dll and those data will be used to create common/separate setup that change with every order executıon.

you can imagine this like windows start button. it learns users activities and show up according to that activity record.

but this can be a bit luxury in that stage.

what is in my mind is prepare a setup eg pepper vs galant with characteristics in my hand and test it for next week if it is working or not.

but here is big BUT which is may be selection should be done from opposite charaterstic broker.
eg pepper vs active

what do you think?

Money never sleep. so does Steve 😉

Chikot posted:
    Money never sleep. so does Steve 😉

Chikot😉

I do now😝

guys we have problem here.

recorded average slippage value is much more higher when compared to the P/L value at brokers history data.
on one hand this is good to hear that the slippage is lower then I recorded but on the other hand there is record error.
and this error is random. it will be difficoult to find where the problem is.

I was ecpecting that on pepperstone due pepperston data feed has a problem. this is what their support says.
internal data feed and order execution records are different. basicly when you see spread on secreen as 0.5 pip in reality it is more then 1.0 pip.

but on the other brokers I would not expect that. I need to dig the code and find the problem.

see below

but this is another topic ofcourse. I have my problem now😕


Hi,

Yes - we are aware of this. The Chart are only indicative and not the spread that you trade on.

We are working to fix this very soon.

Kind regards

................
Pepperstone Administration

Pepperstone Logo | Metatrader 4 FX Broker

The World's FX Broker

Pepperstone Financial Pty Ltd
21, Level 14, Aquavista Tower
401 Docklands Drive
Melbourne VIC
3008 AUSTRALIA

Tel
Fax

Email
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+61 (0)3 9020 0155
+61 (0)3 8679 4408

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www.pepperstone.com



On 15/07/2011, at 3:40 PM, Steve Walker wrote:

> that means your avarage spread when logged ıs 0.60 pıps for EURUSD but ın real ıt ıs 1.60 pıps when trade executed.
>
> thıs when the market ıs slow I need to check waht ıs happennıng when the market ıs fast.
>
> walker
>
> From: Steve Walker <[email protected]>
> To: Pepperstone | Admin <[email protected]>
> Sent: Friday, July 15, 2011 8:30 AM
> Subject: Re: Application Problem
>
> Hı ..............
>
> you can remember ı have told you that your market watch prıces are dıfferent then the chart prıces.
> and you have said there ıs problem that you are fıxıng ıt. and the real PRICES ARE THE MARKET WATCH NOT THE CHART PRICES.
> But thıs ıs wrong.
>
> the ıssue ıs stıll exısts and the problem ıs that.
>
> thıs ıs totally strange ıf you are not doıng ıt on purpose.
>
> the bıd and ask prıces usıng by mt4 ıs the market watch prıces, but the order opennıng wıth chart prıces whıch user EA or any trade system can not know.
>
> and I thınk thıs gap ıs weıdenıng when the market ıs fast.
>
> so basıcly your spread ıs not what we see on the market watch or what EA sees ın the system. your order execute prıces are only seen on the chart and thıs can be used by the trader unless he ıs eyeballıng and doıng the trades accordıng to that prıces manually.
>
> ı have never seen a problem before.
> can you please advıse your technıcal support team to get ın touch wıth me.
>
> ragrds
> walker

calculated slippage recorded slippage
pepper vs atc -2,62 -4,10
gallant vs primus -2,09 -3,40
primus vs active -0,58 -2,49



PS slippage value is including 4 trades taken for 1 arbirtage attaemp.
PSS yes I do consider the commision values and those are out of P/L calculation to find the corrrect slippae

😳😕🙄😞🙃😭😲😡

Steve, a question. why is even 1 pip difference is so important?

Chikot,

current set up for the arbitrage is

entry_gap +1,50 pip
exit_gap +1,50 pip
+ spread

spread is neutralized in the logic of arbitrage trade.

equation is
LONG entry
broker_1_ask<=broker_2_bid - entry_gap

LONG exit
broker_1_bid>=broker_2_as + exit_gap

so spread is neutrally out of calculation of P/L.

so total profit is
entry_gap + exit_gap = 3,00 pip currently

that gap can be setted to a bigger value but then
- bigger the gap bigger the slippage
- order execution frequency is lower

and this is not good for me to collect enough data for work. ( if I can collect them correctly. 🙄 )

so on every hedged position profit target can be as low as 1 pip to as high as 5 pip

I got it now. so, you must be looking for brokers with similar everything.