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Have your ever heard about latency arbitrage?

  • #41
  • Mar 3, 2017 5:43am Mar 3, 2017 5:43am
account 1 (locking arbitrage) initial deposit 5k
.......
Closed P/L: 993.07

Open Trades:
TicketOpen TimeTypeSizeItemPriceS / LT / P PriceCommissionTaxesSwapProfit
18359672017.02.22 15:39:59sell0.50eurusd1.053960.000000.00000 1.05688-3.690.004.36-146.00
18355352017.02.22 14:31:39buy0.50usdchf1.012290.000000.00000 1.01002-3.500.0010.13-112.37
18384302017.02.28 00:55:04sell0.50usdchf1.010050.000000.00000 1.01005-3.500.00-25.090.00
18388132017.03.01 00:30:01sell0.50audusd0.764640.000000.00000 0.75829-2.680.00-10.00317.50
18391312017.03.01 15:03:40sell0.50usdjpy113.8340.0000.000 114.347-3.500.00-14.05-224.32
18393732017.03.02 22:05:00buy0.50eurusd1.050640.000000.00000 1.05688-3.680.000.00312.00
18393742017.03.02 22:42:54buy0.50usdcad1.338650.000000.00000 1.33898-3.500.000.0012.32
18394992017.03.03 08:01:13sell0.50usdcad1.340760.000000.00000 1.33898-3.500.000.0066.47
18395142017.03.03 09:30:06sell0.50gbpusd1.223950.000000.00000 1.22360-4.280.000.0017.50
-31.830.00-34.65243.10
Floating P/L:176.62

Account 2 (locking arbitrage)initial deposit 5k
......
Closed P/L: 863.92

Open Trades:
TicketOpen TimeTypeSizeItemPriceS / LT / P PriceCommissionTaxesSwapProfit
18384212017.02.28 00:54:59buy0.50usdjpy112.4490.0000.000 114.351-3.500.000.18831.65
18393182017.03.02 12:15:10buy0.50audusd0.759770.000000.00000 0.75826-2.660.00-0.06-75.50
18395132017.03.03 09:30:01buy0.50gbpusd1.225580.000000.00000 1.22348-4.290.000.00-105.00
-10.450.000.12651.15
Floating P/L:640.82
  • #42
  • Mar 3, 2017 7:43am Mar 3, 2017 7:43am
Quoting fteller
account 1 (locking arbitrage) initial deposit 5k ....... Closed P/L: 993.07 Open Trades: TicketOpen TimeTypeSizeItemPriceS / LT / P PriceCommissionTaxesSwapProfit 18359672017.02.22 15:39:59sell0.50eurusd1.053960.000000.00000 1.05688-3.690.004.36-146.00 18355352017.02.22 14:31:39buy0.50usdchf1.012290.000000.00000 1.01002-3.500.0010.13-112.37 18384302017.02.28 00:55:04sell0.50usdchf1.010050.000000.00000 1.01005-3.500.00-25.090.00 18388132017.03.01 00:30:01sell0.50audusd0.764640.000000.00000 0.75829-2.680.00-10.00317.50 18391312017.03.01 15:03:40sell0.50usdjpy113.8340.0000.000...
fteller, which "diff to open" are you using? Are the trades above via FIX API or MT4?

Thanks.
  • #43
  • Mar 3, 2017 10:06am Mar 3, 2017 10:06am
3
MT4
  • #44
  • Mar 14, 2017 3:20pm Mar 14, 2017 3:20pm
Quoting fteller
account 1 (locking arbitrage) initial deposit 5k ....... Closed P/L: 993.07 Open Trades: TicketOpen TimeTypeSizeItemPriceS / LT / P PriceCommissionTaxesSwapProfit 18359672017.02.22 15:39:59sell0.50eurusd1.053960.000000.00000 1.05688-3.690.004.36-146.00 18355352017.02.22 14:31:39buy0.50usdchf1.012290.000000.00000 1.01002-3.500.0010.13-112.37 18384302017.02.28 00:55:04sell0.50usdchf1.010050.000000.00000 1.01005-3.500.00-25.090.00 18388132017.03.01 00:30:01sell0.50audusd0.764640.000000.00000 0.75829-2.680.00-10.00317.50 18391312017.03.01 15:03:40sell0.50usdjpy113.8340.0000.000...
Good trades,

You think that if I had compatibility with MT5, would best officer?
The execution of orders in MT5 is very good
And don't believe that operating DAX30 you'd have more operations?
  • #45
  • Mar 20, 2017 9:45pm Mar 20, 2017 9:45pm
Quoting Fiure
{quote} Good trades, You think that if I had compatibility with MT5, would best officer? The execution of orders in MT5 is very good And don't believe that operating DAX30 you'd have more operations?
I do not think that it is big difference between MT5 and MT4 I more depends from broker. I found several MT4 brokers for Locking Arbitrage. I know couple MT5 brokers but Locking arbitrage is not compatible with MT5, only with Mt4 and fix api brokers.
  • #46
  • Mar 20, 2017 9:48pm Mar 20, 2017 9:48pm
Quoting Fiure
{quote} Good trades, You think that if I had compatibility with MT5, would best officer? The execution of orders in MT5 is very good And don't believe that operating DAX30 you'd have more operations?
de30 is very good for locking arbitrage, but usually feed offset need to be adjusted and I think , but I'm not sure, brokers more attentive for if you do arbitrage for de30.
  • #47
  • Mar 21, 2017 4:00am Mar 21, 2017 4:00am
does this still works?

yes, DAX30 seems to be perfect fit for such trading. Normal forex pairs are not.
  • #48
  • Mar 22, 2017 4:59am Mar 22, 2017 4:59am
Quoting zamans98
does this still works? yes, DAX30 seems to be perfect fit for such trading. Normal forex pairs are not.
In your case the problem is feed, If you software works good for de30 but not good for gbpusd for example - it can be several problems:

  1. not right vps
  2. slow feed

Try locking arbitrage for currencies.

  • #49
  • Mar 23, 2017 6:19am Mar 23, 2017 6:19am
Quoting fteller
{quote} In your case the problem is feed, If you software works good for de30 but not good for gbpusd for example - it can be several problems: not right vps slow feed Try locking arbitrage for currencies.
i'v invest in up to 3 arbigtrage softwares now (quite expensive), all great results on demo, not been able to record succeses on real account; results change once you go on real account trading, is it only me or am doing something wrong, any advice on this Fteller..?
  • #50
  • Mar 23, 2017 9:27am Mar 23, 2017 9:27am
Quoting ulot79
{quote} i'v invest in up to 3 arbigtrage softwares now (quite expensive), all great results on demo, not been able to record succeses on real account; results change once you go on real account trading, is it only me or am doing something wrong, any advice on this Fteller..?
If you use locking arbitrage or locking arbitrage for 2 weeks and then together locking + latency arbitrage, it should work good.
Latency arbitrage on news only. Locking 24/5
You need new accounts with new brokers, or use another name. if broker flagged your acc,, any new account will never work with this broker.
it is is bjf locking arbitrage, they will recommend you brokers and vps
  • #51
  • Mar 24, 2017 2:11pm Mar 24, 2017 2:11pm
Quoting fteller
{quote} If you use locking arbitrage or locking arbitrage for 2 weeks and then together locking + latency arbitrage, it should work good. Latency arbitrage on news only. Locking 24/5 You need new accounts with new brokers, or use another name. if broker flagged your acc,, any new account will never work with this broker. it is is bjf locking arbitrage, they will recommend you brokers and vps

Fteller, have you seen the new Westernpips 3.9? to use the strategy latency FIX API

Inserted Video


From a FIX connection tend to be more flexible about the strategy you use, accepting the latency arbitrage, correct?

P.S: we talk from MP, or Skype?
  • #52
  • Mar 24, 2017 3:57pm Mar 24, 2017 3:57pm
It is just my opinion: they do not provide trial and price 3k with fix api :-) Money back 30% from payment (but if you pay with discount - no money back )
Are you able to invest 3k without any guarantee?

and one more If you use latency arbitrage and fix api - broker will find you very fast (2-3 days) and change trading conditions.
It is only 1 way to trade fix api broker - 2-legs arbitrage (and it is still possibility to find you as well) and locking arbitrage (almost impossible to find you )

if you want to try fix api trading I recommend you to request free trial for locking arbitrage (or 2-legs) from bjf trading group. Try also to request trial from westernpips If they provide you - contact me I have fix api account with good broker and we will compare performance.
Good luck.
  • #53
  • Mar 24, 2017 3:59pm Mar 24, 2017 3:59pm
and really good fix api account is institutional account.
You need around 25k
  • #54
  • Mar 24, 2017 4:05pm Mar 24, 2017 4:05pm
fxcm fix api - they will reject your orders after 2-3d trade (latency arbitrage).
CFH fix api - open accounts only for companies and min deposit around 50k now. You can do DAX arbitrage for 4-5 days, then rejects.
  • #55
  • Mar 24, 2017 5:26pm Mar 24, 2017 5:26pm
Quoting fteller
fxcm fix api - they will reject your orders after 2-3d trade (latency arbitrage). CFH fix api - open accounts only for companies and min deposit around 50k now. You can do DAX arbitrage for 4-5 days, then rejects.
I tried already above 2-leg with bjf, lmax fix api vs primexm (ib darwinex)

And whenever I tried to open an operation in one of the two connections FIX, it gave error (price not found or expired)

As if the book of orders not be compatible between the two connections

I am thinking of buying Westernpips 3.9, If I do so, I will contact you and do the test with your FIX connection,

By the way, Manhattan Brokers allows opening of a FIX API by 5,000.
  • #56
  • Mar 25, 2017 9:11am Mar 25, 2017 9:11am
fteller, so MT4 latency arbitrage, the only BJF software I have, is more or less useless? Does it actually work with news events?

Thanks.
  • #57
  • Mar 25, 2017 9:32am Mar 25, 2017 9:32am
Just my two pips and, I hate to sound like a naysayer especially when I haven't experimented with arbitrage but with common sense, I would have to imagine the odds would be massively against the retail trader on this sort of thing and it's likely to be, or become, prevented in some form with any legitimate broker.
  • #58
  • Mar 25, 2017 9:46am Mar 25, 2017 9:46am
The only enemy with this latency arbitrage is broker. When you make profit the broker will cancel it if you get 'caught'
Risk comes from not knowing what you're doing.
  • #59
  • Mar 25, 2017 10:02am Mar 25, 2017 10:02am
Quoting dragonexpert
The only enemy with this latency arbitrage is broker. When you make profit the broker will cancel it if you get 'caught'
Could you give an example of what trades or profits would look like with latency arbitrage? In other words, what would be a tell for the broker? I assume it would be the trade lasting for less that a second or so.
  • #60
  • Mar 25, 2017 7:49pm Mar 25, 2017 7:49pm
standard latency arbitrage algorithm will not work longer then 1 week. MT4 or fix api ot cTrader. You can use latency arbitrage together with locking arbitrage - and it is only one way to make money for long time. Only locking or 2-legs will work for long time.
Fix api 5k -6k - 20k - will not work as well if you use only standard latency arbitrage. You will have rejects or slippage etc.
But you can try if you have a lot of money and a lot of time.
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