FreelanceSections

HFT-ish Order Book Imbalance Algorithm Using Streaming

MQL5 Experts

Spécifications

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.


Répondu

1
Développeur 1
Évaluation
(298)
Projets
478
40%
Arbitrage
105
40% / 24%
En retard
82
17%
Chargé
Publié : 2 codes
2
Développeur 2
Évaluation
Projets
2
0%
Arbitrage
3
67% / 33%
En retard
0
Gratuit

Informations sur le projet

Budget
30+ USD