NexusFi: Find Your Edge


Home Menu

 





HFT


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one tradersheldon with 4 posts (0 thanks)
    2. looks_two Quick Summary with 1 posts (0 thanks)
    3. looks_3 Big Mike with 1 posts (0 thanks)
    4. looks_4 Lornz with 1 posts (0 thanks)
    1. trending_up 4,442 views
    2. thumb_up 0 thanks given
    3. group 3 followers
    1. forum 7 posts
    2. attach_file 0 attachments




 
Search this Thread

HFT

  #1 (permalink)
 tradersheldon 
Western Maryland
 
Experience: Intermediate
Platform: Multicharts
Broker: Vision Financial (Direct)/ CQG, Rithmic
Trading: Gold, Euro, ES
Posts: 39 since Sep 2010
Thanks Given: 20
Thanks Received: 50

I have a model in ES that reallywell with comision of one dollar per side, is an scal system but with a target of 0.5, two ticks, somebody thinks that is possible to automated this model and obtain really similar results than the backtesting, is using all time limit orders.. what is your recomendation.. use a fast process information software with colacation system... like matlab or type all in exe file and put in location service.. you think will be possible... what is your opinion with this types of strategies

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Request for MACD with option to use different MAs for fa …
NinjaTrader
NexusFi Journal Challenge - May 2024
Feedback and Announcements
Ninja Trader 8 Drawing Tools Wanted
NinjaTrader
ZombieSqueeze
Platforms and Indicators
Looking for an MQL4 MetaTrader programmer/coder
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
48 thanks
NexusFi site changelog and issues/problem reporting
46 thanks
Battlestations: Show us your trading desks!
33 thanks
GFIs1 1 DAX trade per day journal
32 thanks
Friendly challenge question to vendors
18 thanks

  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,319 since Jun 2009
Thanks Given: 33,139
Thanks Received: 101,473



tradersheldon View Post
I have a model in ES that reallywell with comision of one dollar per side, is an scal system but with a target of 0.5, two ticks, somebody thinks that is possible to automated this model and obtain really similar results than the backtesting, is using all time limit orders.. what is your recomendation.. use a fast process information software with colacation system... like matlab or type all in exe file and put in location service.. you think will be possible... what is your opinion with this types of strategies

Please rephrase your question, I read it several times and still don't understand.

If you want more information on HFT, read these other topics found by searching:











It's probably best to not create a new thread which you've done, as you can see there are already several discussion on "HFT" (the title of your thread). If you are asking something specific, please give a more specific thread title.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #4 (permalink)
 tradersheldon 
Western Maryland
 
Experience: Intermediate
Platform: Multicharts
Broker: Vision Financial (Direct)/ CQG, Rithmic
Trading: Gold, Euro, ES
Posts: 39 since Sep 2010
Thanks Given: 20
Thanks Received: 50

the thing is that i have a system that enter position always with limit orders, in the back testing appear really nice the results, trade too much like 70 trades per day, and the target is two ticks, my question is to know what is solution, or wich platform or lines to use to obtain that results and best and faster execution with this scalping models.
thanks

Started this thread Reply With Quote
  #5 (permalink)
 Rajiv 
HK, Hong Kong
 
Experience: Advanced
Platform: Multicharts
Trading: ES, CL, FX, Bonds
Posts: 4 since Jun 2012
Thanks Given: 1
Thanks Received: 1


tradersheldon View Post
the thing is that i have a system that enter position always with limit orders, in the back testing appear really nice the results, trade too much like 70 trades per day, and the target is two ticks, my question is to know what is solution, or wich platform or lines to use to obtain that results and best and faster execution with this scalping models.
thanks

Hi tradersheldon,

Did you find a way to make this work? I have looked at backtesting with 2-3 ticks target and they look interesting but have never moved forward with them because of very similar questions/concerns like yours. So interested to know how your experience turned out to be. Thanks

Reply With Quote
  #6 (permalink)
 tradersheldon 
Western Maryland
 
Experience: Intermediate
Platform: Multicharts
Broker: Vision Financial (Direct)/ CQG, Rithmic
Trading: Gold, Euro, ES
Posts: 39 since Sep 2010
Thanks Given: 20
Thanks Received: 50


Rajiv View Post
Hi tradersheldon,

Did you find a way to make this work? I have looked at backtesting with 2-3 ticks target and they look interesting but have never moved forward with them because of very similar questions/concerns like yours. So interested to know how your experience turned out to be. Thanks

A friend of mine had this question, and I left him post his question on here. I really don't know what he is doing. I don't think he is scalping anymore.

Started this thread Reply With Quote
  #7 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010


tradersheldon View Post
A friend of mine had this question, and I left him post his question on here. I really don't know what he is doing. I don't think he is scalping anymore.


Haha, so it worked well then?

Visit my NexusFi Trade Journal Reply With Quote
  #8 (permalink)
 tradersheldon 
Western Maryland
 
Experience: Intermediate
Platform: Multicharts
Broker: Vision Financial (Direct)/ CQG, Rithmic
Trading: Gold, Euro, ES
Posts: 39 since Sep 2010
Thanks Given: 20
Thanks Received: 50


Lornz View Post
Haha, so it worked well then?

I don't think so. He went back to school.

Started this thread Reply With Quote





Last Updated on June 15, 2012


© 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