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With trading costs described by ssss no one has a chance to survive scalping. But locals often pay only 5 Cent per half turn and for example an exchange fee on the dax of 50 Cent on a half turn. The entry is not always a spread crossing market order . It could be a Spread Winning Limit...

A friend of mine progammed the model . (oanda API) we had no technical problems . The robot traded without interruption . I have several robots running on differerent instrument. But never again i have seen such little problems. I am running different robots on several markets in the...

before figures the model stopped placing "quotes" . but the normal spread is expensive enough. HOT SPOT and Cur. make real limit orders possible. but there is not to much agressive flow that can be exploitet. If you can not join EBS than try EUR/USD FUT. at cme. The other fx futures have not...

the diffference is the possible market entry . Market Orders ( and in the retail market maker world even limit orders are market orders) will always cost you the half of the spread. It sounds not very much. 0.013 %. But if you are trading high frequently it is quite much. Of course there is...

I traded a fully automated fx model at oanda with very high frequeny ( 200 * NAV of the account/day) With average half spreads of 1.3 BPS in the majors without any "edge" the money will fade away in about 40 trading days. I survived 3.5 month. Although the model had an edge it had no...

Of course the spread crossing nature of a market order leads to statistical losses. For that reason high frequent traders that are trading with market orders are fast out of the game. The Provider of liquidity gets a kind of statistical risk premium. Limit orders are liquidity providing.