BlackALGO HFT (由 exnet)
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BlackALGO HFT讨论
会员从Dec 04, 2010开始
1447帖子
Nov 11, 2015 at 09:05
会员从Sep 23, 2009开始
19帖子
Good day John, Frank and Ozzie,
John : We have sent you an email to answer your questions.
This HFT system has been tested on demo and real accounts.
The problem comes from the liquidity providers, they consider it "toxic", because it is too fast.
The other problem is MT4. It is not designed for HFT systems. The common problems we may have are the execution and the slippage, even on small trades.
So we are working on a new version, running threw API FIX.
We have other algorithms that work well under MT4. Not HFT, more day-trading strategies.
Best regards,
John : We have sent you an email to answer your questions.
This HFT system has been tested on demo and real accounts.
The problem comes from the liquidity providers, they consider it "toxic", because it is too fast.
The other problem is MT4. It is not designed for HFT systems. The common problems we may have are the execution and the slippage, even on small trades.
So we are working on a new version, running threw API FIX.
We have other algorithms that work well under MT4. Not HFT, more day-trading strategies.
Best regards,

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