Hedging (simultaneous long/short EURUSD) is nuts. Stop doing it if you want to make money. You're worried about ms-duration charts, but you cannot act on the information presented in that duration. You infer you're automated, but then the chart is useless. Creative is fine, but you sound a bit off your rocker.
Newbie asking how could i get the 100 millisecond chart?
- Thread starter mcgene4xpro
- Start date
Why would you want a 100 millisecond chart? Just use tick charts and generate them yourself from a good data feed, buy historical tick data from a good source.
i like the part " You're worried about ms-duration charts, but you cannot act on the information presented in that duration". Yea, i agree execution speed is also required to cope with the signalling speed.
assuming the big brothers and us could see the same trading condition at the same time. and both could reach the right decision but one can engage faster ( in 10ms) and the other can engage later ( 1 to 2 seconds).. This would lag us for 10 to 20 times than them. If you scale it so if they can react after one minute , we will react after by 20 minutes. so they buy ---> sell and we buy.
Suppose that, i have a similar strategy as the big guys but i dont have " for now" the execution power as they have. ....
So, is there any compromise here ? is there any intermediate solution between the ultra low latency execution systems and ultra high latency SYSTEMS.
THIS IS MY QUESTION...
How could i get make my signaling plateform more extremely responsive
Charting and execustion with less expensive resources
My solution for now, "esignal--amibroker---Api ECN Dukascopy..."
IF you have any better solution , please please share
please share...
Just remember that speed is not the only advantage big guys have over you. Their main advantages - especially if you use a scam broker - are more money than you and control of quotes. Your idea has no chance as long as they control what you see on your screen.
http://www.forexrealm.com/brokers-reviews/
http://www.forexrealm.com/brokers-reviews/
OP, if your goal is to lead HFT shops in automated-execution, don't bother. You'd have better luck in space-tourism. I don't have the numbers here, but I know a guy involved in HFT at a wirehouse and their latency is nonexistent due to colo, parallelism, etc. I would assume that they can execute a triangular arb before your Dukascopy feed gets the quote to your system.
The only space in the market in which we're not handicapped is low-frequency.
The only space in the market in which we're not handicapped is low-frequency.
Beating other HFTs is 'easy'. All you have to do is accept less of an avg profit margin than they do per share traded. That is, if your cost structure will allow for that. At least, thats the case when it comes to spread games, stat arb and HFT stat market making. The person who is willing to take the least profit, gets the liquidity (offers the best deal to the other side of the trade), and as we all know HFT is all about catching that limited liquidity.