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Hello, I want an automated trading system built. I want the bot to trade NQ (Nasdaq futures) with fully automated execution and signal output inside Sierra Chart (ACSIL) I have 6 months of historical data, likely tick-level, available through Sierra Chart I want the strategy to be more advanced than the example image provided. My server is co-located with CME, equipped with 200GB RAM and an extremely fast processor. Execution should use trailing stops. Signal generation should use standard buy/sell logic. I’m open to any machine learning method—supervised, reinforcement, or meta-learning—as long as it's as profitable as possible with high win rate and low drawdown. I need execution latency under 500 microseconds. It must rival or outperform market makers. Speed is the top priority I can access a powerful GPU if needed. It’s fine to do research or prototyping in Python, but the final implementation must be in Sierra Chart (ACSIL/C++) for maximum execution speed Is this possible?
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