ECN or STP or MarketMaker? Which one to choose?

Where did I say that they know the future? I’m just saying that they purposely widen their spreads to ridiculous amounts and they stop hunt which is easily done if you are a MM. I don’t like them, I do not recommend them to anyone, there are better choices out there even if you live in the US.

Tell you what,

How about you and I make a bet.

You tell me:

How much you want to bet (any amount, you choose).
Give me two prices for EUR/USD, one above and one below the current price (any two prices, you choose).
Tell me which price EUR/USD will hit first (either one, you choose).

We will watch the data from a given exchange or data server (you choose).

If the price hits the one you picked as first I will pay you 1:1 whatever you bet. If it hits the second one first you will pay me whatever amount you bet.

I will take your bet no matter what amount you bet, no matter what prices you pick, no matter which one you bet the market will hit first.

Who has the edge in this bet? Me or you? In order for me to win I have to simply count on you to be wrong more often than you are right. You are choosing everything. My only wager is that you will ruin yourself.

Suppose we have an argument about whether the price hit your second price or not. In order to prevent that argument in the future you say: “From now on, I will not tell you my two prices until after they are hit, I will just tell you higher or lower.” I say, OK fine and take the bet anyway. Now how much edge do you have? Now you even get to tell me AFTER the price has hit your level that it has been hit. My only chance is that you will just be really bad at this.

That is the only hope for MM’s. They hope that the losers will consistently lose more than the winners in a series of bets that work exactly like our bets in this example.

What are the MM’s betting? They are betting that not only do they themselves not know where the price is going to be, but that nobody does and that the vast majority of betters out there will lose more than they win because of their own psychology and nothing more.

-Adrian

Suppose Oanda simply “moves the price” down to trigger your stop. Will they not trigger limit orders from other traders looking to get long at or around that same level you were looking to go flat and protect your capital? Perhaps Oanda does this and takes a win from your loss, but now they are trading against someone else who is long as the price goes up.

-Adrian

Explain this example:





my argument ends here and I think it’s time to put this to rest.

Compare any two ECNs and you will find the same differences. The explanation is simple, the fx markets are not a single market.

-Adrian

Most ECNs are close enough in price, usually the difference is within a pip or two, the only broker that was showing big differences was oanda. I used to have a lot more charts but i left them in another desktop that I no longer have access because I moved out but I can assure you that this behavior was quite common with Oanda and at one point I was comparing the charts from 8 different brokers but Oanda was the only broker that stood out. I haven’t been checking lately so I don’t know if they continue with the same behavior or not.

It is possible that a dealer has something going on that would show greater variances than others. I don’t doubt it. Suppose an MM is always 10 or 15 pips higher and lower than the rest. Then traders in accounts with that dealer can simply trade off of that data (which I don’t doubt many of them are) and then it doesn’t matter.

I think ECNs have tried to put a bad name out there for the MMs in the effort to win business. We have all seen adds like this:

At the end of the day it doesn’t actually matter who you are trading with, the only thing that matters is the difference between your entries and exits.

-Adrian

I never noticed this behavior with fxcm either and I think they are right. There are quite a few traders that use 3rd party charting so it does matter if you trade with a broker like oanda but then again it all depends if you are a long, a swing or a day trader.

I think that is key. If one decides to go long at the next pip higher than the high of a given day, one should use the high for that day as quoted by the dealer one is trading with. We don’t know why that high may be higher or lower than a different dealer (could be many reasons).

Certainly. These variances of less than ten pips are not as big a deal for longer term traders (and I am one of those).

Just this month I had an order with Forex.com to go short NZD/JPY that was missed by pips. If it had been filled it would have been stopped out for a full 1R loss just a few days later because the price spiked right back to a new 4 week high. I noticed that it WOULD have been filled if I had placed that same order with FXCM. I was lucky to have placed it in my Forex.com account and not my FXCM account. That was pure luck and it will happen in the future to go the other way where I will find that I took a loss that would not have occurred with a different dealer. But that is simply the business of trading in a decentralized group of markets such as fx.

Think about this too:

Suppose a MM looks at orders within 10 pips of a price that is currently the low of the day. Suppose the MM knows the circumstances of each of those orders (the entries, stops, and position sizes). Suppose he finds that if he runs down and fills them all he will get into $10,000 worth of new short trades that will lose money if the price goes up (and thus win him money), and he will get into $5000 worth of long trades (and thus lose him money) if the price goes up. So he does it thinking he is risking only $5,000 on the possibility to win $10,000 as the price bounces higher. But then, the whole market goes down to new lows. Now he is faced with winning only the $5,000 and losing the $10,000.

The only thing the MM could do to truly cheat this market is to fill only the orders that make him money and leave the other orders unfilled even though the market ran over those orders. Suppose he does that. He runs the price down to fill the $5,000 worth of long trades but leaves the $10,000 worth of shorts unfilled. If the price runs further down he is making money on the $5,000 long trades but his short sellers are getting more and more unhappy as the slippage gets deeper and deeper. So he finally fills their shorts. The price then goes on down to the point that the short sellers take profit and the MM loses the $10,000. He still holding the $5,000 worth of longs though so he is at least going to just lose $5,000. Then the price turns on him and goes back up to the TP on the longs and he loses that too. Ouch. He at least dampened the loss by widening the spread and dealing out some slippage, but he still got creamed. And now, there are a good stream of withdrawal requests coming in as traders saw the wide spreads and want to move their deposits to another dealer with lower spreads.

The only hope for the MM to truly have a long term viable business is to offer competitive spreads and fill orders as optimally as possible while relying on the psychology of the traders to win him money. After a while, when he figures out that a few key traders are consistently profitable, he can offset their trades with another liquidity provider and keep profiting. If those traders are really good, he can even mirror their trades for himself.

I think the best choice for us retail traders is to get accounts with as many decent dealers as we can find including ECNs and MMs.

-Adrian

If indeed you can’t manipulate prices how come JP Morgan ( I heard these guys are the ones behind oanda) just got sued in the US? I wasn’t aware of it and just for the hell of it here it goes:

JP Morgan gets sued

Truth.

What they are accused of doing is different from what people are concerned about when trading with an MM.

Banging the close is when someone runs the price of something up or down by hitting the market with orders until it closes at a certain price. They do it right before the bell when there is little volume to overcome. Then, they end up with a loss the next day when their artificial interest is removed and the market goes back against them and they get out. The real reason they did it was because they had options or derivatives that made money if the close was at or beyond a certain price. While this could disrupt a retail trader, it would be pure coincidence and the bangers would not profit directly from his losses. In fact, a retail trader is just as likely to make money on the situation.

Painting the tape is somewhat similar and usually works better in markets where participants look at volume a lot. Again, it is just as likely to make retail traders money as it is to lose them money.

Front running, trading ahead, is really commonplace and isn’t actually manipulation. They fill a buyer at a slightly higher price than the seller and pocket the difference. MMs do it all day every day and it is simply “making the spread” or some part of it. It is not considered front running when the NYSE specialist does it, it is when someone else does it. Your MM is the “specialist” in fx. (Now I sound old). The specialist, if you do not know, was the exchange representative that matched orders for a given instrument and who made money by buying at the bid by filling market sells and selling at the ask by fill market buys. Thus he/she made the spread.

As long as my orders are filled as I placed them (my dealer isn’t filling orders I didn’t place or refusing to fill orders I did), I have only me to blame for my losses. The MM is simply betting I will ruin myself.

-Adrian

You seem to reject the idea that a MM can manipulate price, here’s an article written by Grace Cheng a well known author of forex books.

Market Makers Vs. Electronic Communications Networks

You are right they can’t manipulate price outside their network because that takes billions of dollars to do it but within their network they can and they do it all the time simply because it is easy to do it. They create these phony lows and highs within their networks and that is why sometimes their candles are different from everyone elses. I would never [B]day trade[/B] with a MM, never.

You are right. I totally reject that idea. They don’t manipulate the price at all, that is impossible. When you go into a store and buy something are you manipulating the price? is the store? Did you know that for decades the NYSE has been a MM? Did you know that if the MM withdrew all of its orders and left only the orders of the traders there would be a lack of liquidity and a wide spread, both punching holes in the bottom line of the traders?

When you go to target and find Red Bull at 1.89 and then go to Walmart and find it at 1.79, which one is manipulating the price?

-Adrian

And, if one is scalping with an ECN and a sudden gap in the spread ruins ones trade, then who should one blame (happens every day)?

Even after all the digitization of the NYSE, they are still a MM.

From the NYSE website:
https://www.nyse.com/market-model/overview

"[I]The cornerstone of the NYSE market model is the Designated Market Maker (DMM). Formerly known as “Specialists”, DMMs have obligations for maintaining fair and orderly markets for their assigned securities. They operate both manually and electronically to facilitate price discovery during market openings, closings and during periods of substantial trading imbalances or instability. This “high touch” approach is crucial for improving prices, dampening volatility, adding liquidity and enhancing value.

DMMs apply keen judgment to knowledge of dynamic trading systems, macroeconomic news and industry specific intelligence, to make their trading decisions. The DMMs are a valuable resource for our listed company community, providing regular communication, making capital commitments, maintaining market integrity, and stepping in during special situations.[/I]"

Does this mean I should look to trade Coca Cola or Walmart stock off the exchange?

-Adrian

When you trade NYSE stocks, you are often trading with a human trader on the floor. A market maker. “[I]Though all of our markets operate electronically using cutting edge, ultrafast technology, we believe nothing can take the place of human judgment and accountability. It’s this human connection that helps ensure our strength, creating orderly opens and closes, lower volatility, deeper liquidity and improved prices. For over 200 years, we’ve maintained a steadfast commitment to stronger, more orderly financial markets. And we intend to keep that tradition going for the next 200.[/I]”

When I traded commodities I didnt worry about this. Why does forex have such issues. Is it because it is not exchange traded like like the cbot and the ny commodities exchange.
I mean I have been to the commodities exchange in ny before because I had family that had coffee sugar and cocoa seats, There was the usual front running done but nothing like what seems to go on here.

Check out this example:

In spring 2009 I went to a tiny coin shop in Riverside Missouri and bought junk silver (these are US fifty cent pieces, quarters, and dimes dated 1964 and older, they are 90% silver). The old man at the shop sold me the silver at a premium (a price higher than what he would have paid me had he bought it from me and higher than the kitco spot price at the time).

In summer 2011 I walked back in to that very same shop and sold the very same silver back to the very same man at a much higher price. Of course, he paid me much less than kitco spot and much less than the price at which he was selling silver at the time.

He made a profit when he sold me the silver and bought inventory he could sell at a profit when he bought it back. The deal was good for him. How did I come out? I made about a 100% return in two years on that trade with ZERO third party risk.

He was a market maker and thor bless him for it.

-Adrian

As I mentioned earlier, I think that fx dealers looking to win business foster this fear. “[I]We are an ECN, not like those other guys which we depict as ski mask wearing thieves.[/I]” Then traders dealing with a loss on a stop that was run through by just a pip or two freak out when they find out another dealer’s rates didn’t go that low and they think: “[I]Those bastards were after my stop![/I]”

-Adrian

Not complaining about that.m If it hits my stop its my bad and maybe a xtra pip other way hit my tp
Is it time to trade yet lol

If not because of funds , I won’t think of trading forex through the market makers. They have the tendency of manipulating prices which in turn favour them much more. I would prefer trading with the ECN but you need large capital as a start up.

eventhough there’s still many traders use MM service :), perhaps they just lack of knowledge, some attract with rebate offering, some just need to playing around with the market price using cent account :p.
I also with ECN account type, perhaps couple years ago we need large sum to have one, an average 2k-5k, some even start minimum at 10k. but today I start ECN account with minimum 300 USD, perhaps there’s few brokers with lower amount deposti for ECN type, but 300 are most reasonable one as the trading condition are better too.