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Hyperactivity
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adrian8891

Biedrs kopš Jun 03, 2010  696 ieraksti Adrian Matusiak (adrian8891) Jun 18 2014 at 08:05
That's not possible to open 1000+ trades at second. Even best VPS providers with cross-connection advertise (what may not be 100% sure) that they have 2ms execution speed.

So,
1sec = 1000ms
That gives at most 500 trades that I'm sure You will never get.

PAMM MANAGER // Professional Fund Manager
togr

Biedrs kopš Feb 22, 2011  3469 ieraksti vontogr (togr) Jun 18 2014 at 08:13
adrian8891 posted:
That's not possible to open 1000+ trades at second. Even best VPS providers with cross-connection advertise (what may not be 100% sure) that they have 2ms execution speed.

So,
1sec = 1000ms
That gives at most 500 trades that I'm sure You will never get.


@adrian8891
It is even worse.
2ms you stated is just ping from your VPS to Broker server.
But trade needs to be executed which can take 250-1000ms.
There is a great MT4 tool - put it on your mt4 and you will see how much time is needed to just modify existing trade.
 

I like what I trade, I trade what I like
stevetrade

Biedrs kopš Oct 28, 2009  1402 ieraksti Steve B (stevetrade) Jun 18 2014 at 08:46
TheCyclist posted:
Steve,

The HFT's send about 1000 trade per second. So not only is it technically possible, it's a quite common practice in fact. And the HFT's are active in the forex market, I assure you.

Only some fxbrokers, iow's the bucket shops, will restrict your volumes.


I was simply commenting on why some brokers restrict client bandwidth, it's perfectly legitimate in my opinion. They don't all have bottomless pits of money to spend on infrastructure. Providing they make you aware of the circumstances you are trading under then I don't see the issue.

And look at it this way. The more a broker has to spend on infrastructure to support their business, the more money they have to skim off clients somewhere.

Best regards Steve

11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
TheCyclist

Biedrs kopš Feb 07, 2011  724 ieraksti PipGnostic (TheCyclist) Jun 18 2014 at 09:25 (labots Jun 18 2014 at 09:34 )
MT is a toy.

Of course you can't do it on MT. You need C++ and most likely FIX.

It requires things like microwave connections, inline functions and memory pointers. Special hardware etc...

Point is there is a case for very high volumes in FX. On 30 pairs you get about 25 000 to 40 000 ticks per pair per day, that's 1 000 000 value changes.

Make a 1 cent one...on a $10k account. Pharkers won't let me trade like that, MT is to slow and Oanda has volume restrictions, or I'd be sending them 1 million 1 unit trades a day.

To trade like that you need really big account and go straight interbank.

Show me your pips!!
togr

Biedrs kopš Feb 22, 2011  3469 ieraksti vontogr (togr) Jun 18 2014 at 10:20
TheCyclist posted:
MT is a toy.

Of course you can't do it on MT. You need C++ and most likely FIX.

It requires things like microwave connections, inline functions and memory pointers. Special hardware etc...

Point is there is a case for very high volumes in FX. On 30 pairs you get about 25 000 to 40 000 ticks per pair per day, that's 1 000 000 value changes.

Make a 1 cent one...on a $10k account. Pharkers won't let me trade like that, MT is to slow and Oanda has volume restrictions, or I'd be sending them 1 million 1 unit trades a day.

To trade like that you need really big account and go straight interbank.


amazing but not related to hyperactivity
BTW is it worth it? I mean special devices, big account etc..

I like what I trade, I trade what I like
TheCyclist

Biedrs kopš Feb 07, 2011  724 ieraksti PipGnostic (TheCyclist) Jun 19 2014 at 00:38
Totally

It's worth hundreds of millions a year. HFT is big business.

What they do, and it's very likely to get stopped soon, is take advantage of time delays in old infrastructure. Orders always arrived at the BATS exchange first, but it takes a bit longer to get to NYSE or Nasdaq because of physical location.

These guys would then have a super optimized system to get to the rest of the exchanges first. So they would see what the order is on BATS, the order gets split, sent to other exchanges where the HFT guy already bought at the price the order was for if anything was available.

So there might have been 35 shares, he buys them and knows the order is coming and he knows how much the buyer will pay for stock. So he sells them again in the same millisecond. Of course as HFT started spreading it turned into a speed war...

Some of these companies pay $100 000 000 a year for orders to come thought them first.

IEX's Brad Katsuyama has a book out on it. He created the IEX exchange specifically to solve the problem.

As for the relation to hyperactivity, that definitely falls into the category of hyperactivity. Trying to do high volumes on platforms not designed for it. Doesn't mean it can't be done in fx, but MT is a toy as I said. Just doesn't have the speed.

Show me your pips!!
TheCyclist

Biedrs kopš Feb 07, 2011  724 ieraksti PipGnostic (TheCyclist) Jun 19 2014 at 01:00
@adrian8891

What do you think Oanda does ? They handle far more than 1000 orders per second. Besides, these kind of guys typically put their servers in the same buildings as the exchanges. So there is no internet or VPS, just a cable from one computer to another.

Show me your pips!!
TheCyclist

Biedrs kopš Feb 07, 2011  724 ieraksti PipGnostic (TheCyclist) Jun 19 2014 at 01:16 (labots Jun 19 2014 at 01:17 )
Speed is a big issue for me. I find it very frustrating that I can't trade the way I want to in fx. O's API was quite fast, but they won't let me do volumes and they've written in a delay between closing different pairs.

I like to trade relationships, so I use to be able to get a target and close a position of say 30 trades before the next tick comes in, but now it takes 30 seconds. MT is just as slow, so that method of trading is out.

Show me your pips!!
Professor53

Biedrs kopš Dec 15, 2010  795 ieraksti Professor53 Jun 19 2014 at 01:33 (labots Jun 19 2014 at 01:34 )
I swear thats what the Brokers did to MDP EA. I have the best servers and was doing so well and MDP got big and popular and then it seems the brokers added a delay to stop the MDP EA from working well. I dont trade any EA that requires a speed faster than 100ms. Its just not possible over the long haul. I have been there , done that and set my vps servers for it.

Click on my Name to see My Live Charts and Bio.
TheCyclist

Biedrs kopš Feb 07, 2011  724 ieraksti PipGnostic (TheCyclist) Jun 19 2014 at 01:55
I've given up, I trade every hour or so, the delays just doesn't matter then...

Show me your pips!!
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