Dear Traders,
Permission to share new trading technology by using Hedge Fund Grade Arbitrage System (HF-GAS) using code of complex algorithm;
With concept of fed up chasing ourselves off the negative floating equity. The newest system of high-frequency trade. Analogs of this program exist only in investment-funds. In case of connection to a bypass flow, there is a possibility of imitation of news trade. The method of transfer of a bypass flow of quotations is one of the main criteria of successful trade. Why the direct flow of distribution is better, than copying from the screen? Everything is very simple – bypass quotations shall arrive as soon as possible in our program, means important as we receive quotations.
In comparison to older Arbitrage Technology, has a Technology of copying of transactions from the screen of a demo of accounts from faster price feed. It is so backward technology that even doesn't want to be explained. At least the cycle Windows OS is equal to 25 ms so only here algorithm can lose 0-25 ms on it. With new technology shall receive a good flow of quotations without delays, and not only hung up receipt of quotations on clients, so also with a demo accounts.
Time of handling obtaining of quotations is the very important parameter for any high-frequency trade. And so the program of transfer of quotations in a cycle of 10 ms gives to the quotation, the out dated tech, it is even possible not to stammer, technology so silly there that we consider that the main objective of authors, is earnings on sale of the adviser. New technology goes through internal memory with distribution on each couple separately that allows to transfer directly without excess connections quotations to the point-of-sale terminal. Sorry for me getting more and more complicated, I should stop now.
If anyone has a better idea to improve the logic please feel free to share.
Happy Trading,
Permission to share new trading technology by using Hedge Fund Grade Arbitrage System (HF-GAS) using code of complex algorithm;
With concept of fed up chasing ourselves off the negative floating equity. The newest system of high-frequency trade. Analogs of this program exist only in investment-funds. In case of connection to a bypass flow, there is a possibility of imitation of news trade. The method of transfer of a bypass flow of quotations is one of the main criteria of successful trade. Why the direct flow of distribution is better, than copying from the screen? Everything is very simple – bypass quotations shall arrive as soon as possible in our program, means important as we receive quotations.
In comparison to older Arbitrage Technology, has a Technology of copying of transactions from the screen of a demo of accounts from faster price feed. It is so backward technology that even doesn't want to be explained. At least the cycle Windows OS is equal to 25 ms so only here algorithm can lose 0-25 ms on it. With new technology shall receive a good flow of quotations without delays, and not only hung up receipt of quotations on clients, so also with a demo accounts.
Time of handling obtaining of quotations is the very important parameter for any high-frequency trade. And so the program of transfer of quotations in a cycle of 10 ms gives to the quotation, the out dated tech, it is even possible not to stammer, technology so silly there that we consider that the main objective of authors, is earnings on sale of the adviser. New technology goes through internal memory with distribution on each couple separately that allows to transfer directly without excess connections quotations to the point-of-sale terminal. Sorry for me getting more and more complicated, I should stop now.
If anyone has a better idea to improve the logic please feel free to share.
Happy Trading,
