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Not if you ask the Chinese... :-)

I agree, there are things that shouldn't be allowed, such as flash trading etc., but my main point is that if you have a loser mentality a level playing field won't help anyway...

How surprising...

Word!

I already did, check my thread called "Feedback on performance please"

1. Read academic literature for ideas 2. Make Matlab prototype 3. Back test 4. Forward test 5. Paper trade 6. Adjust 7. Repeat 2-6 like 100 times 8. Go live

It's not a bug, the computer quartz is oscillator is simply very inaccurate (I've worked for the Swedish equivalent to NIST). Download an NTP sync software.

C# is too slow, for HFT only C will do...

There's a function called requestHistoricalData you can use. But first you have to build an event handler which can capture the incoming data.

Unless you know whether a mean-reversing or trend following strategy works better with your investment horizon, you shouldn't do anything!

To all you whining pussies: learn to code, learn HFT, and get on with life! You sound like horsemen the day the automobile was introduced! With that loser attitude you won't succeed with anything in life!!!

Excellent!

Says who? I trade one contract per $5,000 and have made 200% through 400 trades in one year, which is statistically significant. Please provide evidence and don't base your statement on opinions if that's the case.

Thanks! Are you doing pair trading?

Would you still say "never" if I say I generated 200% over the last year through more than 400 trades using stops? And what if I say that the way I use stops maximize the return from my algo over a period of three years of back testing? I think you should be cautious about generalizing. What...

I agree, but you have to use them smartly. Check my attached pic.

:)

Btw, I made $188 profit/contract on Apr 23rd, simply for the reason that my system is optimized to handle such "mini flash crashes". Keeping emotions out is a virtue!

The key is not to try to emulate the big dragons - especially not through HFT. By pursuing your own proprietary strategy, you maximize the chance for success. Anyway, I'm happy not to belong to the 90-percent group... :)

That's the reason I'll never join a prop trading firm. I keep things more secret than the Coca-Cola recipe on my private trading server.