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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
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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

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  #3 (permalink)
 
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 Big Mike 
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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

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  #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

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  #5 (permalink)
 Rajiv 
HK, Hong Kong
 
Experience: Advanced
Platform: Multicharts
Trading: ES, CL, FX, Bonds
Posts: 4 since Jun 2012
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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

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  #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.

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  #7 (permalink)
 
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 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?

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  #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.

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Last Updated on June 15, 2012


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