@jac
The EA seems not working on my ECN broker.
Attached herewith the log again.
Thanks
The EA seems not working on my ECN broker.
Attached herewith the log again.
Thanks
Attached Image (click to enlarge)
Simple High Profit low Drawdown Triangular Arbitrage
@paul72
I tried that with an indigogo campaign and nothing.
I'm not a good sales person you see
Would love to make this kind of programming a job, if I can find a way of getting paid for it.
My dream is still to finish this and once profitable to make it available for free.
Once profitable I see no reason to make it free seeing that then I can also profit.
My problem is that I skilled myself up to the extreme in programming to the point where I can basically program in anything.
25 distinct and some obscure programming languages, but no sales training.
Doing the job does not mean you get paid for the job.
Do you think Bill Gates or Steve Jobs can program or develop all those cool stuff or do they call on their team of developers to do the job for them ?!
That does not make them bad people, just good salesmen that know what they are talking about and are the face of the company because of that reason.
Watch "pirates of silicon valley". I have got a lot of respect for Mr Gates, even though I do not like or use windows
I tried that with an indigogo campaign and nothing.
I'm not a good sales person you see
Would love to make this kind of programming a job, if I can find a way of getting paid for it.
My dream is still to finish this and once profitable to make it available for free.
Once profitable I see no reason to make it free seeing that then I can also profit.
My problem is that I skilled myself up to the extreme in programming to the point where I can basically program in anything.
25 distinct and some obscure programming languages, but no sales training.
Doing the job does not mean you get paid for the job.
Do you think Bill Gates or Steve Jobs can program or develop all those cool stuff or do they call on their team of developers to do the job for them ?!
That does not make them bad people, just good salesmen that know what they are talking about and are the face of the company because of that reason.
Watch "pirates of silicon valley". I have got a lot of respect for Mr Gates, even though I do not like or use windows
@eatrader75
Those lines does look very good.
Problem is slippage.
I also opened an account, but I am seeing trade delays of up to 4000ms on some trades, which is crazy slow and causes massive slippage of up to 30 pips in that one trade.
Might be a problem with my connection to them, although it is saying I have a 75ms connection to them.
MyFxchoice is also a strange case.
They seem to have better delays of about 500ms for 3 trades, but it is quite stable on MT4, still too slow.
For some reason their MT5 connection have got a 100ms delay for 3 trades some times, which is very good and therefore makes a lot of profit, even though their spread/commission does not even come close to SMFX.
My mfxchoice connection is about 15ms to their server.
So it really looks like a broker specific problem, which is confusing seeing that it means you can not know if the broker can execute trades fast just by having a fast connection to them.
I have written a partial latency arbitrage EA in the past that make latency trades on a slow broker by looking at the fast broker.
Works good if the slow broker can execute trades fast ..... normally not.
The point is that most of the time the fast broker it either LMAX or Dukascopy.
I really want to try LMAX and Dukascopy to see if they have got the best connection and execution speeds, which is the most important part of most arbitrage systems.
I am still testing a new unbalanced system, which might bypass the slippage problem, but still even profit after slippage means that the slippage ate a big chunk of your profit.
Will update here if I found something.
In any case.
Let me know if your trades are faster on SMFX than mine.
Easy to check.
Check the log line just before the first trade is opened/closed then check the log line just after the last of the 3 trades are opened/closed.
The last 3 numbers in the time field to the left of the log indicates the milliseconds so just subtract the first time from the last to get the amount of milliseconds\seconds it took.
1000 milliseconds = 1 second
@eatrader75
Oops.
I did not see your attached logs
I checked it.
Not bad.
300ms delay for 3 trades.
Lets see if it can keep that speed going.
Then I do not know what is going on with my connection
Those lines does look very good.
Problem is slippage.
I also opened an account, but I am seeing trade delays of up to 4000ms on some trades, which is crazy slow and causes massive slippage of up to 30 pips in that one trade.
Might be a problem with my connection to them, although it is saying I have a 75ms connection to them.
MyFxchoice is also a strange case.
They seem to have better delays of about 500ms for 3 trades, but it is quite stable on MT4, still too slow.
For some reason their MT5 connection have got a 100ms delay for 3 trades some times, which is very good and therefore makes a lot of profit, even though their spread/commission does not even come close to SMFX.
My mfxchoice connection is about 15ms to their server.
So it really looks like a broker specific problem, which is confusing seeing that it means you can not know if the broker can execute trades fast just by having a fast connection to them.
I have written a partial latency arbitrage EA in the past that make latency trades on a slow broker by looking at the fast broker.
Works good if the slow broker can execute trades fast ..... normally not.
The point is that most of the time the fast broker it either LMAX or Dukascopy.
I really want to try LMAX and Dukascopy to see if they have got the best connection and execution speeds, which is the most important part of most arbitrage systems.
I am still testing a new unbalanced system, which might bypass the slippage problem, but still even profit after slippage means that the slippage ate a big chunk of your profit.
Will update here if I found something.
In any case.
Let me know if your trades are faster on SMFX than mine.
Easy to check.
Check the log line just before the first trade is opened/closed then check the log line just after the last of the 3 trades are opened/closed.
The last 3 numbers in the time field to the left of the log indicates the milliseconds so just subtract the first time from the last to get the amount of milliseconds\seconds it took.
1000 milliseconds = 1 second
@eatrader75
Oops.
I did not see your attached logs
I checked it.
Not bad.
300ms delay for 3 trades.
Lets see if it can keep that speed going.
Then I do not know what is going on with my connection
Jacques,
According to the speed test on SMFX, the live account is much faster, then with VPS...
Have you tried the free VPS from Amazon AWS? https://www.tradingheroes.com/get-fr...ng-amazon-ec2/
Regarding the unbalanced system, found this here on FF. I wrote a small ea (using fxDreema) based on Renko bars to try out. It worked, however, due to some bug somewhere, after a while it forgets to communicate with the Renko chart and didn't place orders as it should be... I've tried to replace the Renko bars with grid-like orders but again due some bugs can't backtest on MT5...
According to the speed test on SMFX, the live account is much faster, then with VPS...
Have you tried the free VPS from Amazon AWS? https://www.tradingheroes.com/get-fr...ng-amazon-ec2/
Regarding the unbalanced system, found this here on FF. I wrote a small ea (using fxDreema) based on Renko bars to try out. It worked, however, due to some bug somewhere, after a while it forgets to communicate with the Renko chart and didn't place orders as it should be... I've tried to replace the Renko bars with grid-like orders but again due some bugs can't backtest on MT5...
... Nevertheless I am somewhat an addict for hedging in any type of shape or form. Correlated pairs, Perfect market rings/inefficiency , arbitrages etc. Therefore, I have been testing a similar concept to the original posted by cash4u2 but with some twists. My results look promising in forward test, and would like to backtest the strategy to minimize risk. ( no risk, no profit, no matter what anybody say) but I am stuck in finding how to test the 3 pairs simultaneously. Not only because the strategy is multi-pair, but because we use an EA and because...
Here is 1 month of forward testing with 1 setting. Started Dec 5 and ended Jan 5 (I used peppertone demo. They are good for 1 month only). I used 0.30 lot in all 3 pairs. It made 781 trades for a total of 234 full round lots traded. $5000 account made $2761.56/55.23% . Total DD was 7.83%. I hope you see the need to get into a good backtest for the strategy. I mean if these stats would be similar every month, it would be wise to place a 10% safety global SL for the account and even if get triggered twice per month , the account still would in the...
- #271
- Edited 12:14pm Oct 4, 2017 10:49am | Edited 12:14pm
- Joined Feb 2015 | Status: Who Dares Wins | 1,710 Posts
"What would you attempt to do, if you knew your success was a certainty?"
- #272
- Oct 4, 2017 10:57am Oct 4, 2017 10:57am
- Joined Feb 2015 | Status: Who Dares Wins | 1,710 Posts
"What would you attempt to do, if you knew your success was a certainty?"
- #275
- Oct 4, 2017 12:12pm Oct 4, 2017 12:12pm
- Joined Feb 2015 | Status: Who Dares Wins | 1,710 Posts
"What would you attempt to do, if you knew your success was a certainty?"
@everyone
Please be civil in this forum.
This forum was created to share my idea and to expand and test it.
Not to attack each other.
Attack me.
I have big shoulders and can take it and will stand up afterwards
@eatrader75
I really appreciate your input.
You might have a point that a live account might have a faster speed also, which makes sense, but I do not have one to test on and beyond that this ea i not ready for live.
As for the unbalanced EA.
I already ran some tests and it looks good... very good
Still some way to make use of the new adaption plus I have got my own spin on it to have a semi unbalanced arbitrage for more predictable results, but still bigger swings for bigger profits to counter the slippage.
I love movies, but I have not seen that movie yet.
Still Steve Jobs, Bill Gates, Richard Charles Nicholas Branson and my fellow ex countrymen Elon Musk and Mark Shuttleworth are my heroes.
I know they did not actually invent all their stuff, but they did what the inventors could not do and that is present it in such a way so that they could be funded for the development.
Unfortunately there are more people in their positions that would rather abuse the inventors/developers for their own use and discard them once done, which does not seem to be what those 5 have done from what I have read.
I will keep you up to date with my progress as I get time
@dukas_trader
You have mentioned multiple times that this will not work and I respect that and I also appreciate your constructive input and have used it as test cases to improve my coding, so thanks for that.
You are correct in saying that I am still new at forex.
I am a programmer first and specialise in reverse engineering and automation on any new technology and I was surprised at how useful my skills are in forex so far.
I have only been playing at forex for about 10 years now on and off so I have a lot to learn, but this theory really caught my attention and I'm like a dog with a bone and would like to see this through to the end until I prove myself wrong or right.
I just love puzzles and I have proven so many people wrong in the past that just stopped a project because they said it was impossible and then some time later I could make the project work without their support.
Yes some things are not possible, but then I need to know this myself and in this I can not see the impossibility yet.
I'm not someone to stop just because it looks to be impossible when I see the possibility.
Unfortunately it did not help that I got my hand on a live account running a kind of similar arbitrage EA, which is making a killing on the market and I'm also looking into how that works to maybe use the same strategy or adapt my own.
As for the market volume being too small I struggle to see that, but I could be proved wrong there also.
Same unfortunate thing happened to me here also by getting access to live accounts doing multiple scalping trades per hour using a minimum of 100 full lots at a time being filled without a problem.
I actual saw multiple such account, but I also know those accounts was only made with special permission from a bank or big brokerage.
Still volumes can be less with bucket shops, which I hope to identify and avoid when going live.
But please do not stop giving suggestions, but keep it constructive and if negative and say it once for the forum remembers and I can look it up in history so no need to repeat.
Please be civil in this forum.
This forum was created to share my idea and to expand and test it.
Not to attack each other.
Attack me.
I have big shoulders and can take it and will stand up afterwards
@eatrader75
I really appreciate your input.
You might have a point that a live account might have a faster speed also, which makes sense, but I do not have one to test on and beyond that this ea i not ready for live.
As for the unbalanced EA.
I already ran some tests and it looks good... very good
Still some way to make use of the new adaption plus I have got my own spin on it to have a semi unbalanced arbitrage for more predictable results, but still bigger swings for bigger profits to counter the slippage.
I love movies, but I have not seen that movie yet.
Still Steve Jobs, Bill Gates, Richard Charles Nicholas Branson and my fellow ex countrymen Elon Musk and Mark Shuttleworth are my heroes.
I know they did not actually invent all their stuff, but they did what the inventors could not do and that is present it in such a way so that they could be funded for the development.
Unfortunately there are more people in their positions that would rather abuse the inventors/developers for their own use and discard them once done, which does not seem to be what those 5 have done from what I have read.
I will keep you up to date with my progress as I get time
@dukas_trader
You have mentioned multiple times that this will not work and I respect that and I also appreciate your constructive input and have used it as test cases to improve my coding, so thanks for that.
You are correct in saying that I am still new at forex.
I am a programmer first and specialise in reverse engineering and automation on any new technology and I was surprised at how useful my skills are in forex so far.
I have only been playing at forex for about 10 years now on and off so I have a lot to learn, but this theory really caught my attention and I'm like a dog with a bone and would like to see this through to the end until I prove myself wrong or right.
I just love puzzles and I have proven so many people wrong in the past that just stopped a project because they said it was impossible and then some time later I could make the project work without their support.
Yes some things are not possible, but then I need to know this myself and in this I can not see the impossibility yet.
I'm not someone to stop just because it looks to be impossible when I see the possibility.
Unfortunately it did not help that I got my hand on a live account running a kind of similar arbitrage EA, which is making a killing on the market and I'm also looking into how that works to maybe use the same strategy or adapt my own.
As for the market volume being too small I struggle to see that, but I could be proved wrong there also.
Same unfortunate thing happened to me here also by getting access to live accounts doing multiple scalping trades per hour using a minimum of 100 full lots at a time being filled without a problem.
I actual saw multiple such account, but I also know those accounts was only made with special permission from a bank or big brokerage.
Still volumes can be less with bucket shops, which I hope to identify and avoid when going live.
But please do not stop giving suggestions, but keep it constructive and if negative and say it once for the forum remembers and I can look it up in history so no need to repeat.
- #277
- Edited 4:35pm Oct 4, 2017 4:07pm | Edited 4:35pm
- | Membership Revoked | Joined Mar 2010 | 2,525 Posts
- #278
- Oct 4, 2017 4:23pm Oct 4, 2017 4:23pm
- | Membership Revoked | Joined Mar 2010 | 2,525 Posts
@everyone Please be civil in this forum. This forum was created to share my idea and to expand and test it. Not to attack each other. Attack me. I have big shoulders and can take it and will stand up afterwards
all fine, but i dont tell you negative things, i only tell the true reality what will come:
the problem is: the account you did see could be faked broker live accounts, demo accounts, or many tricks possible to use to fake big wins... that have this gigantiic wins in arbitrage, or they would have connection te each liquity provider seperatly or it cant work by math and market. your mentioned 10 million trade is not so high, this could be possible in usd currencies. why there should be filling problems? the problem will start with slippage and filling time if you want use arbitrage.
its only help, you can try what you want, but many did exactly this before, ,and stop exactly this after they tried.
the problem is not the theory, this in fine and lo9gic , but that its not possible to establish with big money in infrastructure and api programms and to get good big broker account with big broker with seperated liquitiy provier feeds or or aggregation pools....... and and and........ the software is the most simplest part and fastest part of this game, thats what many dont see.
- #279
- Oct 4, 2017 6:09pm Oct 4, 2017 6:09pm
- Joined Feb 2015 | Status: Who Dares Wins | 1,710 Posts
{quote} wow, you look here as total beginner, tell wrong things, call me wrong only by not knowing basics and looking same time stupid. and then you tell this. come on, you make mistakes, play stupid boy, and tell others something? start helping and not only attacking, then i take you serios, until this you are a troll with your posts. you really deserve what you are, you live with your funny character, thats not my problem, but dont tell other people they are wrong when you have near zero experience in the basics. at least say sorry when you see...
again, chill mate, im not here to give you heart-attacks nor to destroy you, like someone said earlier to you on another post....live and let live.
peace (you are in my ignore as i dont want to start a fight with you, please do the same)
(cant hold myself tho
...have to ask you.....you are so angry all the time? ...No need to answer , was a rethoric one)
"What would you attempt to do, if you knew your success was a certainty?"
- #280
- Oct 4, 2017 7:03pm Oct 4, 2017 7:03pm
- | Membership Revoked | Joined Mar 2010 | 2,525 Posts
{quote} never been more amased by the desire to explain things and nervousness of a beaten-to-death-as-a-child behaviour like you shown
you call me i am wrong with what i wrote , but after you see you was wrong and "stupid" same time to tell me this without thinking about your low experience, you hide all behind stupid textes from you site and run to your mama (at least looks like). you say no sorry for your wrong text, dont have any argument.
sorry to say, but you are really a good example for a bad person.
but i think you know this already, bringing only bad things in discussion, dont say anything without attacking and on the end say "chill" after attacking with false statements.
but whatever, you are never seen in any discussion, funny you did write hear only to make a fool of yourself. but whatever, its your problem. at least you have no content to the discussion, but looks like thats often your problem.
to jvbJacques : sorry that i have to write something about this crazy fxentropy, this fool is bringing no content, calls correct things wrong and without any arguments says nothing. sorry for write this in your thread, i hope you can understand. i will not write any more to him, he is what he is, cant change this.