If you can use your composite quote to determine which is the slow quote (the bid or the ask), and then get a confirmed execution on this first order and only then execute on the second, this might not be so bad, so long as the 2nd quote hasn't ...

My Own Broker Arbitrage

8 seconds seems like an eternity. How is this possible?

My Own Broker Arbitrage

Just to follow up, my quote capture architecture takes the processing outside of Metatrader and DOESN'T use OCR to read the quotes. I see moving the processing outside of MT4 as a benefit because I don't really trust that the developers of MT4 put ...

Arbitrage between 2 brokers

I wonder which is faster, the quote window refresh in MT4 or a looping EA refreshing the data every loop? edit: the question is semi-rhetorical in that I use the former method to retrieve quotes.

Arbitrage between 2 brokers

RR, It sounds like you're trying to create a single price feed out of the composite MT4 quotes and save it to disk. In which case a high speed / high maintenance database would appear to be overkill since most of the data is slow anyway as it is ...

Arbitrage between 2 brokers

Try this link: Write a C# DLL for Metatrader

Arbitrage between 2 brokers

A couple of points: Oanda filters its quote feed while IB does not. This means the IB price is more jumpy and will likely trigger stops easier than Oanda. As far as I know, Oanda's fill policy on stop orders is fill sell on bid = price, fill buy on ...

Interactive Brokers - experiences and opinions

It should be shift + 1 for the count field due to the fact that the current bar is 0 and the iHighest function returns the shift (and not the count). If the highest bar were the current bar, iHighest should return 0. The code should be: ...

Watch this example and correct it

This question was already answered - see below: and That said, there may be better odds of success with this method by using more brokers in the pool. More price quotes means there is a greater opportunity to spread your orders over various brokers, ...

Arbitrage between 2 brokers

Countermeasures is really a topic for another thread, but you might start here to see what a Metatrader broker may be capable of (basically anything) from extra slippage to delayed fills to requotes, no fills, terminal lockups... you name it. ...

Arbitrage between 2 brokers

Interesting thread! I've done something like this before. Not this exactly but a similar concept. If I were to attempt another go at it (and I'm not saying I am planning to), I would do some things differently. I'll get to that in a second. But ...

Arbitrage between 2 brokers

VB6 to R Project via mt4R.dll — 7Bit, great job on creating mt4R.dll. I have cobbled up a wrapper for VB6 for my personal use. If I get some time, maybe I'll make it available if anyone is interested. I'm starting to see the possibilities of R ...

MQL4 -> R-Project - Interface Library

Maybe something like this? IndicatorShortName(""); Documentation: IndicatorShortName

Removing text label from MACD indicator

You might try something like: int shift = iBarShift("EURUSD", PERIOD_H1, OrderOpenTime()); if(iHigh("EURUSD", PERIOD_H1, shift) - OrderOpenPrice() > 0.003) { // do something } Documentation: iBarShift iHigh OrderOpenPrice OrderOpenTime

Watch this example and correct it

Does orderboard come via Oanda's MT4 or just FXTrade?

Order Flow - Achieving the mindset

Smoother Velocity / Acceleration — It's unclear (at least to me) whether the OP is after the first or second derivative though my guess is the slope, aka first derivative or velocity. That aside, smoothness of the source data is important as ...

Mathematic: Rate of progression on a curve

Lou I have converted some of Ehler's indicators including the Sinewave from the TS code in the book to vb. I didn't find Sinewave to be useful - it crosses over far too many times on my data to have any value for trading. My conclusion on this ...

I need help with Ehlers Sinewave

Point and Figure Indicator — Good point. This is the point and figure indicator of nubcake that I found but haven't tried: Hopefully after this post it will index in the search for the next searchers to find. url As to your point, Point and ...

Pros and Cons of Point & Figure Trading

I suggest you test everything, including the correlation of the pairs that you have available on the time frame you require. Correlation is time frame dependant. So depending on the time frame that you use to trade, you may need to run your own ...

uncorrelated pairs for risk control and focus

Thanks for the tip!

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