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I think anyone posting results would be helpful to post location and feed using as will help us compare apples to apples. I plan to run test when get chance. I am on a dedicated machine in Chicago using Continuum feed. I will be real interested to see how that stacks up to a rithmic feed on a machine in Chicago. I have used both rithmic and continuum and can't tell if one has any advantage over the other.
"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
I like this stuff, but in my view I would suggest to have information by witch broker, software and server you will get the best fills and lowest latency for CL colocated near by the exchange.
Crude oil has a faster fill then ES perhaps the execution time for ES is longer as a result that you have to wait in the queue before you get filled. But I thinking you have also to consider the latency from hawaii to Chicago. So you can reduce the total time with the latency time .
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 !
Speedqueue is a better name I agree it is not the time till a order is filled. But do you have any idea why the speed for CL is shorter than for the ES?
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