Arbitrage system forward test

Znail said:
Hi SimpleMelike, from my experience with Ninja platform, coding them is not a hard task, the hard bit is speed of people who process the code outputs. As I say the platform is superb, but broker who use them slow their performance by process not platform structure. One reason I can think of is that Ninja provide many market information that crucial and important to trading strategy, so broker might has to put little magic to the executions and you know why.
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Thank you Znail,

Very interested you mention.

Questions:

1. Programming platform, like Ninja, does not have a role in speed of trade execution at the broker?

2. What brokers are good to automate trades with?

3. How can I protect my code from theft? I have Ninja on VPS so I can remote in as needed while not home.

Thanks
 
Znail said:
Hi Truetype, please kindly carefully requote in full phrase, and do not leave out important message that will distort meaning. "Hedge-Fund using code base progress, nano seconds execution, 6 digits quote, and fast computer, to deal with LPs" and "Then with a little application of Hedge-Fund methodology to trade them".
I would not be here posting here if I am Hedge Fund.
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Hello Znail,

Is it true the Hedge-Fund have algorithms that nearly guaranteed profits per trade from scalping in nano seconds?
 
Znail said:
Dear all,
After many researches, everyone insisted that Arbitrage is impossible. So I would like to open a topic to run Arbitrage system forward test and see if the result will keep on the growth (and see how long it will keep rolling) ?
So a permission to share my live account results;

day: 6
starting deposit: 995$


P.S. this is not an advertise thread, I will not give out the name of system or broker or account information. I only want to prove if Arbitrage is do-able these days.
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Znail,

@Lee- please share your thoughts here. Thanks

Please share with me your advice or experience with back testing software and how to obtain close as possible back testing for testing my trading strategy.

I currently in progress of moving from NinjaTrader 7 to NinjaTrader 8 and I use Ninja Strategy Analyzer to back test with OHLC data points. NT8 is suppose to give me more accurate back testing.

Do you use OHLC data points when back testing or do you by tick data?

Thank you for your time and effort.
 
This was done 8-9 years ago,.. surprised shops exist still that have that inefficiency in place. Some guys made bank doing this but portion mired in legal battles locked up in escrow.
 
SimpleMeLike said:
Znail,

@Lee- please share your thoughts here. Thanks

Please share with me your advice or experience with back testing software and how to obtain close as possible back testing for testing my trading strategy.

I currently in progress of moving from NinjaTrader 7 to NinjaTrader 8 and I use Ninja Strategy Analyzer to back test with OHLC data points. NT8 is suppose to give me more accurate back testing.

Do you use OHLC data points when back testing or do you by tick data?

Thank you for your time and effort.
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My sole opinion, when it come to Algo, I almost all the time use tick. OHLC give time frame delayed in accordance to time bar, ie. volume and impulse was spent. Furthermore, OHLC is more into indicator based which time frame of the model is varying all the time in real market (unless you optimize it with certain TF), so no accurate enough in my opinion.
 
SimpleMeLike said:
Hello Znail,

Is it true the Hedge-Fund have algorithms that nearly guaranteed profits per trade from scalping in nano seconds?
More...

Yes, with Financial Tech these days. But bare in mind of how much their data, Structure mainframe, and organization costing. And yes they nearly guaranteed profit, but not as what you may think (retail forex trader, especially new ones, aims for 10%+ a month). Reflecting on annual balance sheet of good institution, investment banks happy with 30% a year, and Hedge Fund happy with 30-60% annually, as a percentage to their institution assets.
 
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