You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
What did you expect from HFT in the Code Base section. Companies invest millions to create the infrastructure for trading such strategies, and you decided that you downloaded the source code, compiled and started to earn. You need an algorithm hundreds of times more complex and definitely not MT5.
Here is an example from the article: http: //www.quantalgos.ru/?p=1177.
Source curve
The most important characteristic of HFT algorithms is the probability of execution of limit orders. Strategies use limit or IOC (if not executed immediately, cancel) orders, only a certain percentage of which will be executed. If the correct signals are received, profit increases in direct correlation with the number of trades, which in turn depends on the probability of execution. A probability of 10% to 20% is usually enough to guarantee profitability (although it depends on the quality of the signal). A low probability of execution, which is common when trading through widely offered trading terminals, will destroy the profitability of any high-frequency strategy.
To illustrate this statement, let's take the result of the above strategy, which was implemented on a similar trading platform, where in fact the limit order was only executed when the market crossed its price. The chart below speaks for itself.
If you are interested in the topic, read about HFT and everything will become clear.
friend, it presents a lot of errors when compiling, I attached capture