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  1. M

    A question about designing a medium frequency system, 10k trades per day

    I know the answer but i wish i could answer it. Thank you for your kind wishes and thank you for sharing in my thread. Highly appreciated.
  2. M

    A question about designing a medium frequency system, 10k trades per day

    To do it myself... it is an ideal solution for sure. However, what if i know that this would take me relatively long time ( 2 years at min). In this business, as you know, time means money and more. So, i have to make a compromise.. Ok, the question, to how much i should go? To...
  3. M

    A question about designing a medium frequency system, 10k trades per day

    I think if one has a proven edge, the cost will be irrelevant in such a case. On the other hand,IP proection is highly relevant. I think to keep your edge away from the newcomers is mandatory. To keep it away from the top institutional few, such as GS and others, is absurd because they...
  4. M

    A question about designing a medium frequency system, 10k trades per day

    I am sorry but i still prefer to answer the first question.
  5. M

    A question about designing a medium frequency system, 10k trades per day

    Hi JuniorCTA :) So, do you have a suggestion? thanks
  6. M

    A question about designing a medium frequency system, 10k trades per day

    http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=77&t=35174
  7. M

    A question about designing a medium frequency system, 10k trades per day

    This link is not wikipedia but saying something different. http://www.technologyreview.com/featured-story/416805/trading-shares-in-milliseconds/ "In his position, Jacobs regularly sees algorithms executing more than 1,000 orders a second. At that rate, one algorithm trading the wrong way...
  8. M

    A question about designing a medium frequency system, 10k trades per day

    Take it easy.. You simply did not get my point. My project has two targets. 1- First immediate target is to use either tradelink or multicharts and to hire programmers to code the strategy for me. For this target i could accept a compromise to play slower rhythm that match the capability...
  9. M

    A question about designing a medium frequency system, 10k trades per day

    No, it is not. Unless you consider 6.9 orders per 60 seconds is a HFT. :) Even, i can not call it Medium FT. My two cents.
  10. M

    A question about designing a medium frequency system, 10k trades per day

    Is there any other suggestion could be better than LMAX? I have compared between Dukascopy and the newly established London-based LMAX. I have found that execution latency in Dukascopy is nearly 400-500 ms. You can add on that your latency to reach their server ( in my case it is 120ms, without...
  11. M

    A question about designing a medium frequency system, 10k trades per day

    Very good observation.. Thank you for paying my attention to it.
  12. M

    A question about designing a medium frequency system, 10k trades per day

    First, thank you for your comment and i admit that my post could be seen as diffuse. This occurs when non coder is trying inquire about technical issues. I have started already JAVA and i do not have the time welfare to pick something else now. However, i know once someone learn a language...
  13. M

    A question about designing a medium frequency system, 10k trades per day

    Really, :cool: Untrue and also irrelevant. :)
  14. M

    A question about designing a medium frequency system, 10k trades per day

    I disagree and i do not want to play MM. However, if what you are saying is right, what do you think the safest rythm of trading? What are your tactics to avoid these HFTer predators?
  15. M

    A question about designing a medium frequency system, 10k trades per day

    I understand that the ideal way is to learn programming myself and do the job myself. However, i am aware that this will be a steeping learning curve but i already made this commitment. I selected java to learn because: 1- it is general purpose language so i will not lock myself into a...
  16. M

    A question about designing a medium frequency system, 10k trades per day

    Questions for multicharts: 1- Could multicharts handle this load of execution and order management? 2- How multicharts will handle concurrent events? Does it need specific programming such as multithreading? 3- Is multicharts compatible with code division and interfaces to conceal the...
  17. M

    A question about designing a medium frequency system, 10k trades per day

    Hello ETers, I am developing an automated trading system that has the following main execution criteria: 1- It plays around 10,000 orders per day per instrument. 2- The system will depend mainly ( about 80-90%) on pending orders. 3-The system has the ability to respond with "...
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