AMP-MetaTrader 5 as IB alternative for automated intraday futures trading

Discussion in 'Index Futures' started by Zyker, Jul 24, 2021.

  1. AMP_Futures

    AMP_Futures ET Sponsor

    And to get back on topic....

    Yes, if you are running MT5 - you can easily setup a native VPS:
    https://www.ampfutures.com/metatrader/trading-platform/vps/

    From a technology, co-location server, hardware perspective: AMP's MT5 servers are in the exact same Chicago data center with a Direct Connect (a dedicated, private connection) straight to the CQG Data & Order routing engine.
     
    Last edited: Jul 27, 2021
    #21     Jul 27, 2021
  2. Overnight

    Overnight

    If it means anything, I think AMP could core a apple faster than NinjaMobile.

    One of these days I will get the answer to that question about AMP coring a apple. But not today.
     
    #22     Jul 27, 2021
    AMP_Futures likes this.
  3. Zyker

    Zyker

    What kind of functionality do you provide (in MT5 or otherwise) for automatically detecting order routing going offline? Or is it up to me to implement this functionality to the trading logic, viz. https://www.mql5.com/en/docs/integration/python_metatrader5/mt5ordersend_py

    Yes, this happens, but it would be good to be have a pre-warning sent to my mobile instead of waiting until actual trading actions are required.
     
    #23     Jul 28, 2021
    AMP_Futures likes this.
  4. AMP_Futures

    AMP_Futures ET Sponsor

    Yes, if you can implement this to your own trading logic...great!
    Because, you may be affected....but others are not (not a complete outage) - but you personally want to know if your trading could be affected.

    If there is an overall outage by CQG, Rithmic or TT (affecting all customers) - we send out notices to all clients.
     
    #24     Aug 3, 2021
  5. Brazilzil

    Brazilzil

    Millionaire

    I need to migrate my metatrader algorithm to Rithmic because of latency. But my knowledge of C++ is rudimentary. Do you know a company or developer to recommend? Thank you !!!
     
    #25     Oct 10, 2022
  6. don't use MT5's native SL/TP feature. they are held on the platform. modify your program to use limit & stop orders held on the exchange. You will have minor issues from time to time where MT5 will lag the market by a second or two, but this is quite rare and hasn't happened in a long time. (about a year by now).

    MT5 is incredibly fast and stable. CQG's feed in my experience is better than Rithmic's. Rithmic will on occasion prevent you from cancelling orders and will also yell at you for cancelling too often in a 30-second period. it's absurd. CQG during high vol (Fed etc) can be wonky, so just avoid those times if you don't already.

    overall MT5 is a very good platform that probably gets overlooked due to the association with its OTC market offerings. understandable, but exchange trading through it is excellent. the platform has nuances but is rewarding and incredibly diverse if you know how to work with the language. look into Canvas for further info if you require custom chart types, etc.
     
    #26     Oct 10, 2022
    Mr Subliminal likes this.
  7. Brazilzil

    Brazilzil

    Sadly

    Ampfutures (CBOT, CME Exchanges) doesnt allow hedging mode in Metatrader.
     
    #27     Oct 10, 2022
  8. To issue, say, a buy limit order, I use :

    m_trade.OrderOpen(Symbol(),ORDER_TYPE_BUY_LIMIT, no_contracts, 0, price,stop ,0)

    where m_trade is an object of class CTrade. Note that I include the stop value but not the target. Once the position is opened, I immediately issue a sell limit order (the target price). This of course involves some additional housekeeping to cancel one order if another is opened.

    This way I know my TP is held on the exchange. If, however, the stop above is held locally, what order method do you suggest?
     
    #28     Oct 10, 2022
  9. you would use a Sell Stop order in that instance.
     
    #29     Oct 11, 2022
  10. This would require an additional sell order together with the requisite housekeeping. Since I use the MQL VPS, do you think it's more efficient using the Sell Stop order rather than my method?
     
    #30     Oct 11, 2022