Kreslik.com - traders community since 2006

Hi Max! as i understood you are familiar with MBTX API. would you tell me if "price vs speed" parameter is usefull while placing the orders for this strategy. i suppose you already created the trading bot for this impeccable hedge. what's the perfomance of it? P.S. i did not find any FIX ...

Hi Michal and everybody! i want to try to code this strategy for MBTX API because i suppose it is the fastest way to execute orders. it seems you can place non-standard lot sizes with API (not 10'000, 100'000 but 33'333 for example) - so it is the right thing that we expect from Impeccable Hedge. S...

Michal, While I agree that using something like NeoTicker adds to the ability of quickly change the brokers, there is also another side of the story. First, I don't want to pay over $1K for the platform if I can very quickly write an adapter/connector to broker's API myself; second, as you stated in...

Luke, I downloaded your code (before you removed it). I don't have much time to look at it right now, but at the first glance I think you are calculating position sizes incorrectly (if at all, because I can see you are doubling on reversing thus reversing position [i.e. if you are short -10K and go ...

Sure there is a quicker way to do it. You can check out SDK from MBT and write a nice little application that will let you do what you want with a press of a button.

I figured multiple accounts might diminish order processing time, as the three orders would each be treated as just one at each instance. It would not necessarily have to be different brokers. If you can hit the FPI at one, surely that's desirable as you can then just wait for the inevitable swing ...

It is MBT. BTW, for the past 2 weeks or so, I'm rarely getting "signals" from the system as the market makes 3-way rings pretty close to 1 all the time. Are you getting it too? I have not tried it running with 4-way rings. I understand that with Summer coming we will see less and less vola...

I run everything on MBT, both demo and live.

Wanted to post a quick update about running FPI today during NFP. I decided to run the system on the live server just to see how it's going to perform and to my surprise even though I was slipped a lot and ended up with a minor loss (-$20), it was pretty stable. I was in and out of the 10K ring in 8...

Michal, Actually, MBT demo server does have partial fills. It is my understanding that the way MBT demo servers work are they fill the order in the SAME way it would be filled on the live server. Meaning my order of the 200K long will be filled at once if there is an offer of 200K, but if there is c...