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HFT-ish Order Book Imbalance Algorithm Using Streaming

MQL5 Experten

Spezifikation

Hello my friends,

I would like hire a service to adapt Alpaca's HFT code to Metatrader, the code can be using MQL or python.

Follow the code https://github.com/alpacahq/example-hftish

The aim of this algorithm is to capture slight moves in the bid/ask spread as they happen. It is only intended to work for high-volume stocks where there are frequent moves of 1 cent exactly. It is one of the trading strategies based on order book imbalance. For more details about it, please refer to Darryl Shen, 2015 or other online articles.


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Projektdetails

Budget
30+ USD