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Sunday, June 25, 2023

SUNDAY UPDATE: UNDECIDABILITY IN TRADING

 

“Do I look like I’m on sale?!!”

All spec traders, from the smallest to institutional traders, face the same 3

gigantic headwinds … 1) scumbag banks that run the market, and which ALL

traders and their trades go through, whether futures or CFD’s, and have

quadruple redundant, hundreds of millions invested in the fastest networks

known to man, and which we all operate trading at a distinct disadvantage to

them [milliseconds versus nanoseconds] … 2) variable bid / offer spreads which

are a complete scam as practiced, as scumbag banks and/or HFT’s use the

plausibility of “best price” among multiple bank providers as a cover to screw

every order with a “favored” liquidity provider [LP] that gets 90%+ of all of their

orders, with the resultant kickback to the house … unless it helps their own

book, wherein you’ll get a fair and decent fill [maybe, not guaranteed] … buys

get the UP mystery tick in the offer, and bids get the DOWN mystery tick in the

bid, and then it adjusts after you’re filled off the market  … that effectively

raises the bid/offer spread to ridiculous levels, which if you knew ahead of time

you wouldn’t trade that market!  … do “limit orders” you say? … well Skippy,

there’s no such animal in electronic trading, as your so called “limit order” is a

“Market If Touched” [MIT] order in disguise … it’s just a stop in reverse, and of

course you can get filled anywhere … and most importantly 3) we have ZERO

ACCESS to bank order flow … we can’t see the large retail and/or institutional

orders coming in to be filled on the Squid or JPM trade desks … those are

proprietary and will NEVER become public … banks use “front running”

techniques with management owned offshore prop accounts [illegal], to first

give the prop account the buy/sell information … e.g., a large buy order comes

to the desk, and so the prop account immediately buys … then the bank uses

that customer buy order to bid aggressively to raise the price … the customer

gets filled, and at the same time the prop account liquidates with a profit … on

the banks books it looks just like filling any customer order, what’s the

problem? … but, the prop account uses that profit as bonus for management

and for “skim” paid to POLS, Apparatchiks, regulators … Bingo!, Bango!,

Boom!, there’s some Bitcoin in your e-wallet and nobody knows how it got

there!


Quite frankly, THESE ARE VERY BIG PROBLEMS for traditional markets and

your trading in particular … absolutely no market is safe, and it happens 100%

GUARANTEED in all of ‘em to one degree or another … spot FX is far more

competitive than other markets CFD’s, and the volumes are far higher

… therefore, the stealing is relatively lower by comparison … it’s still there, but

the scumbag bank knows you ain’t gonna go through arbitration and/or sue

them over $1.98, and it makes ZERO difference which house you’re at cuz

EVERYBODY IN THE TRADING UNIVERSE USES THE SAME SCUMBAG BANKS

AND/OR HFT’S … this is why, when you get ripped off, your brokerage house

never goes to bat for you against the LP fill … obviously, the banks / HFT’S

good graces are far more important than your stupid little account, and if the

bank figures out your house is a “pain in the ass” with little “nickel & dime”

complaints about fills, you the house got a problem, and you may have a

problem getting clearing from others … the bank doesn’t want to hear about

your mugging, robbery, & rape by them, and relegates the “alleged”  problem

to the house, where if the fill stinks to high heaven badly enough, and you’re a

big enough customer via volumes traded, maybe the house rebates some

future commissions discounts to warrant an adjustment … however, the fill

ALWAYS stands, the scumbag bank or HFT WILL NEVER … REPEAT NEVER!,

adjust the fill, but the house maybe throws you a bone cuz even the account

manager realizes you got hosed!


Many houses will wrap all of this “Scumbaggery & Fuckery” into a higher, yet

more stable variable bid/offer spread rate, that takes into account the usual “vig”

the scumbag bank wants / needs / desires, and once slippage is added, they’re

happy to fill you at what appears on the surface as an adequate fair fill … but it

ain’t! … compared to what the actual market is doing, you’re paying a FULL

retail spec rate, where you aren’t viewed as a valuable client, but as a valuable

CHUMP!  


As you get to the houses that offer razor thin spreads, 2 important criteria

should be observed and taken note of for reference … 1) only certain market

pairs have above average lower spreads, and 2) THE BID/OFFER SPREADS ARE

COMPLETELY BOGUS! … PHANTOM! … they aren’t real, and you ain’t gonna

get filled there, no matter buy / sell, it makes no difference … click any button,

and ONLY “IF” your order fulfills the LP’s desire on their own books for a buy or

a sell, will you get a fair price … not guaranteed by any means! … but if your buy

order coincides with the LP’s desire to buy in the market as well, your order is

gonna be subject to the “mystery tick UP offer” that comes outta nowhere, will

be “off the market” by multiples of PIPS, and thanks for playing … ditto on the

sell side only reversed … this is why, if you buy on an m1 green up candlestick,

you run about a 99.99% chance of getting screwed, and if you sell on an m1 red

down candlestick, you run as close to a 100% chance of getting really screwed!


Last week, I spent a lot of time closely observing EURUSD at both Coinexx and

IQCENT … both houses bid / offer quote EURUSD with either a 1 or 2 tenths of a

PIP spread … Coinexx has a commission of about 2 tenths of a PIP at current

price for EURUSD, AND IQCENT HAS NO COMMISSIONS … it’s about a 50/50

split between either 1 or 2, but on average it stays closer to 1 at IQCENT than it

does at Coinexx … but what I noticed that somewhat surprised me, is that

EURUSD GAPS JUST AS MUCH UP/DOWN FROM SECOND TO SECOND AS

OTHER MORE VOLATILE PAIRS … SUPPOSEDLY, one of the 2 most heavily

traded via volume, along with the highest liquidity, and many dozens of times

… YES, dozens of times! … during the busiest time of the day [8 AM - Noon EST

{London Fix)], where both Europe and the U.S. sessions are in full bloom,

bid/offer quotes are GAPPING ALL OVER THE PLACE, WITH MOST GAPPING

OVER 2+ PIPS! … e.g., I’m sitting here and the EURUSD bid/offer quote is

1.08810 bid - 1.08811 offer, and within a microsecond where I can’t even tell the

difference in time cuz it’s so tiny to my human experience, and it appears to be

instantaneous, it’s now 1.08831 bid - 1.08832 offer … for a market with

“supposed” volumes & liquidity [remember, the highest!], WTF is this!? … and

it dawns on me, AND NOT IN A WAY THAT I’D LIKE TO ADMIT IT EXISTS, the

specific FX market doesn’t matter any longer! … dollar pair, cross pair, major

pair, minor pair, who frickin’ cares? … and for traders, particularly short term

traders [scalpers and/or day traders, choose your own semantics], trading has

BECOME THE SAME AS THE U.S. LEGAL SYSTEM … YOUR PUNISHMENT IS

THE PROCESS!


Granted, if you hang on to losers, if you’re in a more volatile pair, the losses can

extend quickly past where a EURUSD trade might take you … not always for sure,

but usually … but that’s very little comfort for a scalper, who’s looking for a

“pony ride” ‘til the pony stops and then wants to get off … what the reality of the

situation that actually exists in the marketplace, is radically different from the

PERCEPTION YOU HAVE IN YOUR HEAD of how the pair [here EURUSD]

SHOULD BE BEHAVING … cuz in marketplace reality, your perceptions will end

up costing you “bigly & yuge”, and not in the way you expect … it will cost you

in the fact that your losing trades will be very difficult to make back cuz VIX is

lower, AND you still gotta fight all of the things that got you the losing trade in

the first place … just cuz you had a losing trade, doesn’t mean the LP is gonna

cut you some slack going forward … what if you have 2 or 3+ “false positives” in

a row, in a yo-yo tight ranged market environment? … what then? … and of

course, here’s where the banks want you to be, cuz now you’re second

guessing everything and more likely than ever to do “stupid shit”, like

dramatically increasing leverage cuz you’re “due” for a winning trade

… amirite or amirite!?


At the end of the day, you’re looking and analyzing shit, and you realize it

doesn’t matter what you trade, cuz 2 things are GUARANTEED to happen

… 1) BID / OFFER QUOTES ARE GONNA GAP!, NO MATTER THE MARKET

PAIR … by the time you see it on your screen, it’s too late to do anything about

it … remember, you operate in milliseconds, the bank operates in

nanoseconds, and therefore you can NEVER beat the bank to the punch

… 2) if you buy on ANY GREEN M1 that is going UP, or sell on ANY RED M1 that

is going DOWN, you have a very high probability of experiencing slippage, and

depending on the 1) current VIX of the pair, and 2) the LP’s book as to its

demand for buys or sells, it can be small or it can be large … quite frankly, this

is the “UNDECIDABILITY” of trading.


As such, no matter how you wanna slice the pizza, as a short term trader

[scalper to day trader] you’re left with some very stark facts that can’t be

ignored … 1) you can’t BUY on an uptick or SELL on a downtick or you will get

MUGGED, ROBBED, & RAPED … count on it! … 2) you’re gonna miss trading

signals from the special trading algorithm I have developed for EURUSD,

simply cuz if you miss the timing by milliseconds the train has left the station

& is gone! … and 3) you can use the special trading algorithm for any market,

cuz EVERY MARKET HAS GAP TRADING [CFD’s much more than spot FX], and

the more volatile the pair the more you have to be close to perfect to get the

trade you want from the algorithm signal without getting screwed by the LP.


Quite frankly then, the obvious conclusion is why trade the lower volatility

pairs? … like EURUSD or AUDUSD? … under “normal” conditions, which can

vary widely, but in this respect I mean no big news has hit within the last few

minutes, comparing 20 Day Range MA’s can be helpful versus the cost to trade

the pair … what’s the tradeoff? … e.g., EURUSD versus USDJPY … 20 Day

Range MA of 74.5 PIPS versus 120.6 PIPS, respectively … that’s an approximate

61.8% advantage to USDJPY [0.618, the fibonacci ratio … how interesting!]

… HERE’S THE $64,000 QUESTION: “is an approximate 62% advantage in terms

of VIX worth an extra 0.3 - 0.5 BID / OFFER SPREAD IN PIPS IN USDJPY?”

… IMHO, the answer is YES, for 2 reasons that can’t be ignored no matter how

much you’d like them to go away … 1) they both are gonna GAP, so it isn’t a

question of just how much in YEN, it happens in EURUSD just as much, AND IN

FACT ALL THE OTHER PAIRS AS WELL … 2) it’s verifiably much harder to

CONSISTENTLY make losing trades back in EURUSD than it is in USDJPY

… there are exceptions of course, but “‘consistently, I don’t see it … BOTTOM

LINE? … “as long as the spread differentials are measured in terms of “tenths

of PIPS”, and VIX is higher than normal, you can almost always trade the

higher VIX pair [as measured by the 20 Day Range MA] and it will be to your

benefit!” … if you think that by moving to a lower VIX pair you’re gonna

LOWER you risk on a day trade or scalp, you’re flat out wrong in that

assumption, cuz at the end of the day you’re not gonna like the results,

especially if chop sets in which happens much quicker and more often than

in higher VIX pairs.


Don’t get me wrong … different people have different reasons for trading

different pairs … my analysis is only based on the math, nothing else … if you’re

happy with the spread at the house you’re at, and you’re happy with the fills

you’re getting, no reason to change anything … but in reality, this ain’t gonna

cover most of you, and it sure as Hell won’t apply to a high majority of you, that

I’m certain! … I still recommend trading EURUSD at IQCENT, CUZ IT HAS THE

LOWEST COST STRUCTURE YOU’LL FIND ANYWHERE … and at least from my,

as well as Miss Gimpy’s experience, slippage isn’t a problem here like it is at

Coinexx … USDJPY at IQCENT is definitely doable, the spread running usually

between 0.3 - 0.8 depending on various factors, and the leverage for margin

purposes is at 300:1 … and there’s no commissions nor slippage on fills that

I’ve experienced … for the PAMM going forward, the obvious conclusion is

simply this … take the top 3 U.S. Dollar pairs, which are currently EURUSD,

GBPUSD, & USDJPY, and whichever has the highest 20 Day Range MA, trade

that pair using the special trading algorithm … right now that is obviously

USDJPY, but who knows in 6 months? … a year? … there have been instances

in the past where USDJPY has died for years, not seeing a 200 - 300 PIP range

over multiple months, and there have been instances where Cable has been

“The Widow Maker” of old … since they all have “gapping problems”, what

should concern us is VIX, and from there making sure NOT to buy on upticks

or sell on downticks, especially in up moving green spikes and down moving

red spikes, respectively … welcome to USDJPY trading again, with all of its

warts, blemishes, and bad breath … until the 20 Day Range MA’s of one of the

other 2 replace it!


Then there’s BITCOIN! … absolutely no better place to trade crypto than at

IQCENT, and no better place to trade BTCUSDT … 1 penny spread with no

commissions, and a market this week that sees the 20 Day Range MA [including

weekends] back over 1K to $1114 … excluding weekends it’s ~ $1142.


Before getting into BTC trading basics, and how I use the special trading

algorithm that’s on the MT4 at Coinexx and the platform utilizing the m3 at

IQCENT, it’s vitally important you understand the structure of how crypto, and

specifically Bitcoin, trades in the offshore world … for starters, there are dozens

of platforms and exchanges offering Bitcoin trading, whether it’s BTC based,

USDT based, or USD based, spot and/or perpetual futures … unlike traditional

financial markets which have banks and/or HFT’s acting as middleman in every

single frickin’ trade that’s done, whether futures or CFD’s, Bitcoin is far different

… banks in the traditional sense, play no role, and scumbag central bankers

can go pound sand, cuz their manipulations don’t work here! … instead,

intertwined amongst the plethora of platforms and exchanges are “arbs”

[arbitrageurs], who are either “whales” or firms bidding / offering between

exchanges / platforms looking for price differentials they can take advantage

… as such, their bids / offers on “open order book” [OOB] platforms have all the

staying power of squirrel farts on a windy day … here one microsecond, gone

the next!


Coinexx has BTC on the MT4 as a LP market … Phemex has BTC as an OOB

platform … the LP market at Coinexx is a joke … a wishlist by the LP where they

can AND WILL fuck you at the drop of a hat with an almost $30 spread [not

including slippage, which can be horrific] and pennies commission … at

Phemex, the OOB platform has maybe 50+ Bitcoin bid and offered within

$2 - $3 of the current price quote which is anywhere from 1 penny to maybe a

$1 spread … it’s all or almost all bullshit spoof bids / offers by arbs that when

the market moves will get canceled faster than you can think … you see all of

that perceived liquidity, and you click the buy button for 1 BTC, thinking your fill

will be “X” … silly rabbit, here’s your fill $8 - $15 away and higher from”X”, and

you got a “gas fee” [commision round turn of approximately $30 with BTC at

$30,000] to go along with it … and either of these 2 scenarios are pretty much

the standard norm for trading Bitcoin today … any trade you do, and even if

you’re lucky and get good fills, you’re looking at a cost of just below $30, and

which will go much higher via slippage if you panic buy or panic sell.


IQCENT acts as their own LP via one of their subsidiary arms … what you see on

the platform is a price to buy, or a price to sell … going back and forth as quickly

as possible and you’ll see the 1 penny spread differential … and of course, what

you have to recognize is the fact that IQCENT can buy it cheaper somewhere, on

some platform or exchange, than the price they are filling you at [probably

pennies], and at the same time can sell it higher than where you sell it [probably

pennies] … so if you compare the price on the IQCENT PLATFORM versus

EITHER COINEXX OR PHEMEX IN REAL TIME, you’re going to see price shift

back and forth while the price at IQCENT stays the same, or shifts very little in

comparison … personally, I use Coinexx and the MT4 to place the special

trading algorithm on, as I’m not particularly found of Trading View charts, even

if I could program my own code in Pine script … and what you’ll notice between

the two is that BTCUSDT is usually about $7 - $20 below the Coinexx bid price

… that basis does change up/down, and when it does change you have to ask

why, WTF is going on? … usually it means the LP at Coinexx is screwing

somebody, as when their bid / offer goes from around $30 to over $100+, and

I’ve seen it go as high as $400 on occasion! … that will happen up / down on

big news events that send BTC skyrocketing or going “Thelma & Louise”.


I like using the IQCENT M3 candlestick chart, and I use it for perspective in

making trading decisions … while the m1 with the algorithm is nice on the MT4,

you have to be cognizant of the fact that Bitcoin is very much a FOMO AND

PANIC DRIVEN MARKET … as such, it doesn’t do you much good to see you

get long and it goes up $5, and then in the next 30 seconds goes down $200

… IQCENT DOESN’T HAND OUT GIFTS! … like all LP’s, they’ll gut you like a

fish for dinner if you’re selling on down spikes or buying on big up spikes!


You have to bypass the “mickey mouse” bullshit that traps far too many traders,

and PLAY THE PANIC … and you do that utilizing the m3 … you’re looking for

failed double bottoms, flag formations, pennant formations, ascending and

descending wedge formations, and triangle formations … all of these break out

to some degree or another, and when they do, they almost always involve

somebody that panics who is caught the wrong way … and cuz it’s Bitcoin and

can go anywhere … LITERALLY! … don’t sit there and tell me it can’t go $500

straight cuz it sure as Hell can and does on a daily basis! … in essence, YOU

PLAY THE PANIC IN THE DIRECTION OF THE PANIC JUST BEFORE IT BREAKS

THE FORMATIONS I LISTED ABOVE … and when it stops moving in your profit

direction or stalls in price, you liquidate … rinse, repeat! … and given the way

Bitcoin trades, and the sheer stupidity of market participants for buying &

selling panics, this is “dream trading” at its finest when normal VIX is present

… and if it doesn’t go like you thought, DUMP IT! … while others are stuck in

wide spreads for losses, that doesn’t exist here, so DUMP IT! … WHO CARES

IF YOU LOSE $3 OR $5 ON A TRADE, WHEN THE NEXT BREAKOUT YIELDS

$100+ in seconds or just a minute or two … my recommendation for newer

traders is to trade 0.01 volume lot to start [1 penny P/L per $1 move], and get a

feel for this market and how it moves.


Directly below, the current week’s 20 Day Range MA’s for selected pairs. As

you’ll notice, Bitcoin moves back over $1000 and has retained its VIX ... here’s

hoping it continues!


click on table to enlarge

Onto the week, where the PAMM moves to USDJPY, and “The Syndicate” will be

in Bitcoin … OUTTA HERE … “The future’s so bright I need 2 pairs of

sunglasses 😎😎, and my own Brinks armored truck” 💓!!

… Onward & Upward!! 


-vegas




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