MORE INPUT AND HELP NEEDED FOR FIRST OPENSOURCE (profitable milliseconds trading) HFT EA - page 2

 
ubzen:
Those guys probably have lower_spreads || know something most of us don't || both.


I have checked the link several and got the logic. But I need to do more than that logic. I need to do some analysis so that my gamble might be accurate.

 
fredkam: I have checked the link several and got the logic. But I need to do more than that logic. I need to do some analysis so that my gamble might be accurate.

What are you going to use for forecasting your direction?

In general, price will trigger the shortest distance more frequently than the longer distance.

The forecast would need to be tested with fixed and equal_distance of stoploss and takeprofit.

If you can get your 70% profitable trades with such forecasting then you're golden.

Heck, you might need only 51% profitable trades, that way even fixed lot_size would work.

 
ubzen:

What are you going to use for forecasting your direction?

In general, price will trigger the shortest distance more frequently than the longer distance.

The forecast would need to be tested with fixed and equal_distance of stoploss and takeprofit.

If you can get your 70% profitable trades with such forecasting then you're golden.

Heck, you might need only 51% profitable trades, that way even fixed lot_size would work.


I think that you have a good idea BTW. Let me see what I can come up with :)
 
fredkam:

Hello to all,

I have this HFT that I firstly made it to trade candle stick pull backs market momentum within micro seconds or seconds after a range filter has been achieved. Slippage was the challenge that I got when it came to live rather it did perform well on demo.

I moved to second step of making it trade candle sticks but on the direction of the market momentum. Once back tested it will achieve good results but once from tested it will lose the money.

I am hereby asking for help and input towards the EA’s success. As per now it is supposed to trade candle sticks above a certain range filter above or below the MA respectively from the price open to the price close.

I am sure that this is not the only indicator that such conditions can be achieved faster for a trade to be triggered. Secondly it is not accurate with the entry points. I am looking to modify this EA that it can perform couple of successful trades within a minute or second with over 70% success winning ratio. KEEPING IT SIMPLE IS MY MAIN GOAL. Just in case you have any idea of an indicator that uses volatility and in combination to preset conditions such conditions can be achieved fully within few moments then your input would be invaluable or in code form too.

This is one among the first HFT projects to be made public. With everyone’s input and sharing the final code would be my greatest happiness. Any ideas how I do this?

Kind Regards

Hi Fredkam

Have a look at Milestone 4.4

It does well in live mode, opens one or two trades; banks small profits continuously. One experience from my side is that a few days later it`s starts opening drawdown trades. Not sure why. It is still worthwhile looking at that version.

 
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