FreelanceSezioni

HFT-ish Order Book Imbalance Algorithm Using Streaming

MQL5 Esperti

Specifiche

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.


Con risposta

1
Sviluppatore 1
Valutazioni
(298)
Progetti
478
40%
Arbitraggio
105
40% / 24%
In ritardo
82
17%
Caricato
Pubblicati: 2 codici
2
Sviluppatore 2
Valutazioni
Progetti
2
0%
Arbitraggio
3
67% / 33%
In ritardo
0
Gratuito

Informazioni sul progetto

Budget
30+ USD