Yes, that's what happens. There are only a few ways to trading: work hard and incrementally generate income or capital over decades (retail), you get to affluent but rarely more; do what the larger firms do, skew the markets to them, they don't care about people making incremental amounts; look at the long game for 240mn/1d/1w timeframes over decades, nothing they can do to stop you.
What you have done is use your capital to find the holes in the institutions models, this is a high efficiency approach. But there's a problem, having spent capital finding, and annoyingly offsetting, their weaknesses. When you try and run your methodology on low timeframes (1mn/5mn) to generate compounded returns you will suddenly find 'anomalies' such as deleted trades, etc. There isn't much we haven't seen in the markets.
The financial markets have 'safeguards' in them to protect against rapid returns. For example, in July/Aug/Sep we ran our indicator streams on 240mn and 1d charts, returned 20% per month without any issue. When we switched to 1mn and 5mn trades in Oct/Nov suddenly third party anomalies started showing up which destroyed the trades, a broker blew up my personal account because they deleted stops after confirmation. These days all sizes of account are 'fair' game, the fun part is working out how to reverse it 10:1.
Everyone wants to make money, the brokers and clearing agents don't want any HFT or near HFT without you paying them their fees, and the system doesn't want you becoming an elite overnight. If you used our indicators on short timeframes they're so accurate they will trigger clearing algos to stop the flow, we know because we've triggered them. If you get past those you'll find your trades reversed and if that fails you'll just be hit with bureaucracy to slow everything down, this one is very effective unless you now how to bypass it. So we're looking at options for HFT including desensitize the signals, stupid but that's how it works.
I've developed the algos and processes for the institutions, having been trained by C-Suite and elites, so know how they work, meaning I have experience to see the dynamics when they kick in, plus I have an eidetic memory to identify the flow. Your simplest approach is to get yourself a job for income and use the trading on 240mn and 1d for capital. I wouldn't recommend anyone tries high efficiency gains on low timeframes without someone backing them up. You very quickly end up on the wrong side if you don't have people who can identify why the anomaly occured and neutralize the garbage they come out with to block fair trades, it will always be your fault. I identified a forward $50bn hole in one company, you should have seen how quickly the lawyers jumped on that to stop the information release, they went on to lose $100bn, but who's counting.
