Which is the best instrument for HFT trading?

New comment
 
Hi guys what is best asset to trade? I mean low spread and low commission and not only forex. for metatrader4
 
Buba Akhrakhadze:
Hi guys what is best asset to trade? I mean low spread and low commission and not only forex. for metatrader4

It depends . 

You want a high  periodic volatility to spread ratio

im not referencing any study its all theoryfor now.

so PeriodicVolatility / Spread .

To test detection of this and cofactors you may need to detour for testing on MT5 (you need the spread) ,

and then artificially "inject" the commision costs -i imagine swaps wont be an issue unless you hold something on the intraswap minute-

Now , volatility can be confusing .You are looking for oppurtunities where the outcome is sided ,clear and more than the spread .

So consequently you will conclude renkos is the best method to detect sided clear and size-defined movements.

(which brings you back to MT5 because you cannot test renkos on MT4).

All that is theoretical .

 
What is renkos?
 
Buba Akhrakhadze:
What is renkos?

A Renko Chart .

It has no time axis and a new bar is only drawn when its "X points" away from the previous close price 

 
Any instrument is suitable for HFT. Spread is not a factor. MT4 is a factor. MT4 has no Asynch. It is possible, but only using crutches. Even MT5 has issues, for example. Limit orders are accepted on the next tick if placed within spread.
 
I think there is no any significant differences in metatrader4 and metatrader5, for me 5-10 milliseconds is not big deal, and what means asynch?
 
Asynchronous. Call does not wait for completion.
New comment
Reason: