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Re: Multiple broker connection - beta testers wanted! [Re: kujo] #471418
03/03/18 05:34
03/03/18 05:34
Joined: Sep 2017
Posts: 235
H
Hredot Offline
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Hredot  Offline
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Joined: Sep 2017
Posts: 235
Wait, you guys realize that this difference is literally hundredths of a cent? How many trades per second do you plan to perform for this to possibly have any effect?

Re: Multiple broker connection - beta testers wanted! [Re: Hredot] #471420
03/03/18 09:43
03/03/18 09:43
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Posts: 568
Fuerth, DE
If the trading idea is broker arbitrage where trading decisions are mainly based on price differences in the amount of SpreadA+SpreadB+CommissionA+CommissionB then spreads matter. They maybe small in one unit of a currency that you mostly trade at least with factor 1,000 but e.g. in BTCUSD the spread is not seldom around 50 USD.

Re: Multiple broker connection - beta testers wanted! [Re: Sphin] #471422
03/03/18 10:51
03/03/18 10:51
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
Does the FXCM API support OrderLimit? If not is there any broker known that does?

As far as I think to know something like this should not happen:
Code:
[1158: Fri 18-03-02 14:17:01] (1.37795)
2018-03-02 14:17:55.4555
Asset: GBPUSD_FXCM, Price: 1.37750, Spread: 0.00001, Commission: 0.00007, TickAge: 0.00002
OrderLimit: 1.37746
[GBPUSD_FXCM::S5254] Short 1@1.37694  at 14:17:55.



How to avoid it if OrderLimit is not supported? Setting any Entry away from the actual price only to open a pending trade and using a 'PriceLimit' in a TMF?

Code:
int TMF(var PriceLimit) {
 if(!TradeIsOpen) {
  if(TradeIsLong && TradePriceOpen > PriceLimit) 
        return 1;
  if(TradeIsShort && TradePriceOpen < PriceLimit) 
	return 1;
 }
}



Is this a viable way to simulate OrderLimit?

Re: Multiple broker connection - beta testers wanted! [Re: Sphin] #471440
03/04/18 13:16
03/04/18 13:16
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Posts: 568
Fuerth, DE
For better comprehensibility and because they don't deal with broker arbitrage directly I divided my questions in different threads. Thanks so far.

Re: Multiple broker connection - beta testers wanted! [Re: Sphin] #471476
03/05/18 19:32
03/05/18 19:32
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
Sorry for quite many forum entries but I have another issue.

Quote:
Stop, Profit, Trail, Entry, ...
[...]All parameters above must be set after selecting the asset and before calling enterLong / enterShort. They have no effect on different assets [...]

Can it be that e.g. EURUSD_B1 and EURUSD_B2 are considered as one asset anyway? I have to reset Entry explicitly after changing asset from XXX_B1 to XXX_B2 or is this intended?

Re: Multiple broker connection - beta testers wanted! [Re: Sphin] #472457
04/28/18 22:32
04/28/18 22:32
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline
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tradingest  Offline
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Joined: Feb 2018
Posts: 236
Italy
I'm available for beta testing

Re: Multiple broker connection - beta testers wanted! [Re: tradingest] #472530
05/03/18 09:03
05/03/18 09:03
Joined: Jan 2016
Posts: 122
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Veratyr Offline
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Veratyr  Offline
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Joined: Jan 2016
Posts: 122
I've been testing the beta with 3 assets across 4 brokers and I've found that Zorro can't keep up with the data.

I have the Zorro window and the MT4 status windows right next to each other and watch the price on Zorro's status bar. I notice that somewhat frequently, Zorro holds still for at least a second at a time, while I can still see MT4 ticking. Zorro even keeps its little asterisk while I see the price change.

I've talked to support and they've just told me to increase TickTime (which is currently 1) but I don't think this is a good option, as broker arbitrage is extremely latency sensitive.

Re: Multiple broker connection - beta testers wanted! [Re: Veratyr] #472818
05/25/18 02:24
05/25/18 02:24
Joined: Dec 2016
Posts: 71
F
firecrest Offline
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firecrest  Offline
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Joined: Dec 2016
Posts: 71
Originally Posted By: Veratyr
I've been testing the beta with 3 assets across 4 brokers and I've found that Zorro can't keep up with the data.

I have the Zorro window and the MT4 status windows right next to each other and watch the price on Zorro's status bar. I notice that somewhat frequently, Zorro holds still for at least a second at a time, while I can still see MT4 ticking. Zorro even keeps its little asterisk while I see the price change.

I've talked to support and they've just told me to increase TickTime (which is currently 1) but I don't think this is a good option, as broker arbitrage is extremely latency sensitive.


I guess this means that broker arbitrage is out of retail traders reach.

Re: Multiple broker connection - beta testers wanted! [Re: firecrest] #472836
05/25/18 17:32
05/25/18 17:32
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
This might be true or not but I can't see the relationship between your conclusion and the quote of Veratyr's post. Zorro will be developed continuously and if there are such problems I think they will be amended shortly.

Re: Multiple broker connection - beta testers wanted! [Re: Sphin] #473338
06/29/18 16:35
06/29/18 16:35
Joined: Dec 2016
Posts: 71
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firecrest Offline
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firecrest  Offline
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Joined: Dec 2016
Posts: 71
Zorro is OK. I think is my my connection or hardware which are not fast enough to play this strategy.

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