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Hidden orders

I traded live DAX on XTB using mostly 5 min SQx strategies. They closed me down due to  too high activity on my account.  I also this weekend did a lot of 1 min strategies and launched 10 on a demo account at ICM. The same day I got an email about hyperactivity from the broker. Would there be away to hide these orders and modifying , etc. I mean a setting in the code that can be turned of and on. Multitime frame strategies looking at a lower timeframe chart I imagine would have same problem.
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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

m
#1

mabi

02.04.2019 02:30

Task created

m
#2

mabi

02.04.2019 02:36
XTB told me I could use their API instead. It seems since Metatrader servers are 32 bit systems they have a problem handling to many requests especially from one user.  :)
m
#3

mabi

02.04.2019 16:16

It seems it is strategies that have Fuzzy logic that go bananas in  5 min and totally bananas in 1 min time frame :)


KL
#4

kainc301

02.04.2019 18:55
With all my negative experience with brokers, I find this hilarious. A bit curious to why they wont allow 5 minute trades though. Normally they ban people trading under 2 minutes in duration. I would've thought that 5 minute scalping was not that big of a deal. I'd be interested in hearing about if they have a minimum time duration for trades you open with them and if these problems exist on FIX API servers. 


I believe SQ3 allowed you to use hidden orders for the money management. This is definitely a good feature to have if it's not already in SQX.


However I don't think hiding your orders would prevent them from shutting you down if they have unreasonable minimum time durations for trades on their servers. All they have to do is measure the time from when you opened your trade to when you closed it and they have plenty of tools to do stats like that.

m
#5

mabi

03.04.2019 05:02
Actually . they did not trade much at all . But were sending a lot of pending orders, removing them , modifying them . I  think of FIX API. There is a program you can buy as addon for MT4. I got a trial yesterday. Supposedly this is build for handle huge amount without any impact on the broker system since it goes direct to the market. .. I will try it out and flood them .. hehe
KL
#6

kainc301

03.04.2019 15:58
Thats interesting. If you are replacing stop orders in a short time frame, I can see how that can cause problems. Hidden orders should prevent that. 
t
#7

tnickel

05.04.2019 09:11
Voted for this task.
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#8

drayzen

07.04.2019 11:17

mabi,

By 'hidden' orders do you mean virtual orders, as in they're managed by the EA and not submitted to the broker?

I asked for something similar but it was rejected...

KL
#9

kainc301

07.04.2019 14:34
I just found that task here https://roadmap.strategyquant.com/tasks/sq4_1413


Mark said the reason it was rejected was because the original purpose of it was to handle stop hunting. Maybe he can see a different use case for this because it handles not overloading the broker server with adjusting stop/limit orders.


Personally, this gets my vote. I didn't notice this was no longer in SQX. However I do understand the need to reduce complexity. Interested to get a different take on this.

KL
#10

kainc301

07.04.2019 14:37
Voted for this task.
t
#11

tnickel

07.04.2019 22:50

Problem of hidden orders is that you need a good VPS and a good internet connection. The EA have to react faster with a hidden order.

You don´t can install so much eas on a vps.



KL
#12

kainc301

09.04.2019 00:01
If you have a lot of ea's a good vps is a good investment. You'd need good hardware to run over 8 eas simultaneously regardless. Hidden orders would be more of a performance issue so it would be fine with decent hardware. Connection speeds rarely cause issues unless you get very cheap vps's. You'd essentially have the same issue with a regular computer. 
h
#13

hankeys

09.04.2019 07:08
there is an easy way how to hide orders from brokers - i am using this method for real trading on some portfolios - trade on demo and by fxblue copier send to broker only market orders without SL and PT. Broker cant see anything - only my market order
HH
#14

Hans

29.04.2019 21:11

@ hankeys

But with this method you submit yourself in addition
- Latency of the VPS
- different account / market data (demo vs live)
- Slippage

... just to name a few
MF
#15

Mark Fric

27.05.2020 13:05

Status changed from New to Refused

this can be done externally, it doesn't need to be a feature of SQ
Votes: +2

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