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HowardCohodas Registered: Sep 2010 Posts: 726 10-26-10 03:30 PM Quote from silent_tunes: However, any new strategy or "aha" moment has to be tested for validity. Otherwise it is just an idea, nothing more. A serious trader cannot be expected to risk actual money on an...

10000 trades or 50 years of backtesting using random data generator,10 years of high modality over at least 10 instruments Or, theoretically proved no loss system with market neutrality.

I wish i have the technical and financial capabilities to enter the arena of the " actual real time tick data" with HFT. Once,i go this direction, i will re contact you.. I believe i could learn from you in this regard. Thanks McGene

For now i am trying to trade forex via an ECN like Dukascopy. http://www.dukascopy.com/ They told me that the responding average time to execute will be around 200ms. This is for now.. My plan is to migrate later to custom java trading ATS having my trading logic and connected to...

http://www.vista-research.com/NTW.html

Could i have this input buffering in terms of time " certain milliseconds" and also price " certain tens of pips". This will be optimized according to the average responding (latency from input,calculation,sending order, execution) time. Is this thinking is right? or i still missing...

The tick i mean the most granular price quote. the ones will be measured in ms or less in time.

My laptop is Dual-core 2GHZ 2GHZ with 4G ram. but still on backtesting, it cannot handle. I think it might be the code itself and the programing quality. I will try to look deep into this possibility

So are you saying it is achievable even with MQL4 and all what i need to get a better programmer and a decent hardware?.

Ok, the excel theoretical work shows that the ATS could put trade every 0.1 pip " in case of EU". Practically, this is too difficult due to the real broker/communication limitations. The inherent latency will prevent me to do this. Also, theoretically, each trade could be fragmented into the...

All calculations have to finish before the coming of the next tick. The idea is my trading logic dealing with large number of trades " 100-1000" trades and each has separate conditions to be calculated. So, each trade has to be considered separately. That is why i would like to achieve this...

in parallel

http://ajtsheppard.wordpress.com/2010/06/23/hello-world/ http://www.oneye.com.au/design/new/performances.html http://www.wpi.edu/Pubs/E-project/Available/E-project-102708-102708/unrestricted/MQP__Financial_Computations_on_the_GPU.pdf

Hi, I am developing an ATS that would require simultaneous calculations ( 1000-10000 simple to moderate mathematical operations per tick). I have no programmatic knowledge for now and i am worry this simultaneous issue might provide a source of instability in the code and delay the...

vita Registered: Jul 2008 Posts: 103 03-24-09 05:16 PM Quote from jacksmith: One common story I had heard about trading system is that, Successfully backtest for 3 year's data, yet the system blows up in 3 days, what causes this ? Thanks. IMO, the most robust way...

hXXp://$$$.multiupload.com/5UN6MGZRO5 Thank you Bob. I got the book.. Durbin is using plain english.. nice.. I will read it now. :D

Second question regarding how they avoid the spread. "the way I see it, if I limit myself to the tiny holding periods which have to be the domain of every HFT to make so many transactions a day - I would still not be able to produce a profit, because in all but a negligible number of times...

http://online.wsj.com/article/SB10001424052748704029304575526390131916792.html?mod=WSJ_hpp_LEFTWhatsNewsCollection#project%3DFLASHCRASH_CHART_1007%26articleTabs%3Dinteractive

Hi all, I have some questions regarding HFT. I am still newbie but i would like to understand certain aspects of the HFT world. I know those HFTer are playing the millisecond or even trying/acheiving the microseconds with thousands of trades per second. Here is the first question...