You answered your own question - "the main drag is between my program talking to TWS" - the bottleneck is communication speed not your programming -
Just to make sure what you stated above is true, write some simple processes with time tracking and see how fast they are communicating
Hard to resond to certian remarks, I keep contemplating if I should respond at all - but if you read the question it is so illogical you have to ask what is meant
>>>>>>With all due respect... How can you consider yourself a professional ATS trader if your using tradestation?
IMO, It's not possible to get professional performance with something that's not homegrown and written in "C", "C++" or the like.
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I copied the message above because...
0) Full control - extreme speed - highly customizable
1) Scratch
2) VB but API is C++
3) Windows
4) Basic PC these days - but if you don't have the right CPU complex models may require you to upgrade or start a process and go have lunch or something
5) Can handle handle and does handle...