NexusFi: Find Your Edge


Home Menu

 





Speed Test


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one neko333 with 7 posts (6 thanks)
    2. looks_two sam028 with 5 posts (19 thanks)
    3. looks_3 SMCJB with 3 posts (0 thanks)
    4. looks_4 Theodutchtrader with 3 posts (0 thanks)
    1. trending_up 7,629 views
    2. thumb_up 26 thanks given
    3. group 14 followers
    1. forum 22 posts
    2. attach_file 1 attachments




 
Search this Thread

Speed Test

  #21 (permalink)
 
neko333's Avatar
 neko333 
Hawaii
 
Experience: None
Platform: NinjaTrader
Broker: CQG
Trading: GC, CL, NG
Posts: 82 since Aug 2010
Thanks Given: 103
Thanks Received: 33


sam028 View Post
The times showed are the time to be in the queue, not being executed.
The name of the strategy is not a good one, it should be "speedqueue" or "speedbook", not "speedfill" .

As far as I remember @neko33 is using a lot of screens (8 ?), using all these screen in a colocated/RDP environment will look sluggish, too many things to refresh with a > 100 ms latency.
I also consider that from Hawaii, it's not that bad !


Many of my best trades have been with resting limits at areas of interest anyhow. Really think I am underusing this method of entry. Maybe it's all a blessing in disguise. Either that or go freeze in Chicago and fight with bots

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Futures True Range Report
The Elite Circle
Are there any eval firms that allow you to sink to your …
Traders Hideout
Deepmoney LLM
Elite Quantitative GenAI/LLM
NexusFi Journal Challenge - April 2024
Feedback and Announcements
 
  #22 (permalink)
 
sands's Avatar
 sands 
London + UK
 
Experience: Advanced
Platform: Proprietary Analytics
Broker: Multiple broker + Multiple feed
Trading: Currently European and US equities
Posts: 443 since Dec 2013
Thanks Given: 257
Thanks Received: 234

I was at the European Trading Architecture summit here in London in December with the CTO of UBS we were discussing their infrastructure latency, and how for them in particular as well as other HFT/Algo trading businesses they need to know the latency at each point in the IT space. They had at the time invested heavily in tools to exactly measure their latency cost for each interface across their business.

Really interesting was that they price it into their service such that they can quote the latency to their retail / institutional clients and for faster round-trips they charge a premium. Obviously its very useful measure of the IT quality of your service provider.

Reply With Quote
Thanked by:
  #23 (permalink)
 
Psy24X's Avatar
 Psy24X 
Milano, Italy, EU
 
Experience: Intermediate
Platform: Ninja + Jigsaw
Trading: ES
Posts: 36 since Jan 2014
Thanks Given: 130
Thanks Received: 25


Is this research still under way?


Reply With Quote




Last Updated on September 28, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts