HFT-ish Order Book Imbalance Algorithm Using Streaming

MQL5 EA

명시

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.


응답함

1
개발자 1
등급
(298)
프로젝트
478
40%
중재
105
40% / 24%
기한 초과
82
17%
로드됨
게재됨: 2 코드
2
개발자 2
등급
프로젝트
2
0%
중재
3
67% / 33%
기한 초과
0
무료

프로젝트 정보

예산
30+ USD