Request for HFT indicator

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bomberone1
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Request for HFT indicator

Postby bomberone1 » 28 Dec 2010

I am searching something that could help me in do trading.

Something that tell me what are the probability of risk reward if i go lond or short.

I think to combine vwap tvwap and volume, where could i find something with explainatioin that's works?

If do u discover free indator or help guide, could you post them please?

We could done help each other, and do a better job and better trading.

Multicharts is possible to trading HFT like GS or big hedge founds?

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

Is it possible do HFT by multicharts like big Hedge??!!

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TJ
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Re: Request for HFT indicator

Postby TJ » 03 Jan 2011

bomberone1 wrote:Is it possible do HFT by multicharts like big Hedge??!!


can you define your HFT?

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

Hi TJ,

HFT i mean order send by microseconds.

I see that crazynasdaq bult 2 indicator that show when HFT orders are send to the markets.

By the logic of rhese indicator could we also send hft orders?

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TJ
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Re: Request for HFT indicator

Postby TJ » 03 Jan 2011

bomberone1 wrote:Hi TJ,

HFT i mean order send by microseconds.

I see that crazynasdaq bult 2 indicator that show when HFT orders are send to the markets.

By the logic of rhese indicator could we also send hft orders?


MultiCharts' PowerLanguage can do analysis down to the seconds level,
but not sub-seconds.


What is your internet's latency?
Do you know how many hops between you and your broker?

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

are 8 hops from my home, to server of brokers, I think 2 or 3 from company, but now thay rent a sever in the building of the exhange. In this case no interner access but directly to a lan,
ping shold be amazing....
In trading floor they have own platform in c++
I'd like they take a license of multicharts, so i can use at works to built strategies.
I am not a programmer but i shoul will be form my carrer...

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

Is it possible built an indicator that tell my the velocity of my ping and how many hops, from the brokers?

ANd from my pc to the exchange how many?


TJ are u able to buuild one inìdicator that gives us these information?

I ask now at it department they give me a command traceroute...

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TJ
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Re: Request for HFT indicator

Postby TJ » 03 Jan 2011

bomberone1 wrote:Is it possible built an indicator that tell my the velocity of my ping and how many hops, from the brokers?

no

bomberone1 wrote:ANd from my pc to the exchange how many?

no

bomberone1 wrote:TJ are u able to buuild one inìdicator that gives us these information?

what for?

bomberone1 wrote:I ask now at it department they give me a command traceroute...


have you tried ping?

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

Indicator that give me ping latency.

Anyway yes from home ping is 130

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

i write the server

prod.openecry.com
9200

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Re: Request for HFT indicator

Postby bomberone1 » 03 Jan 2011

C:\Users\pcbigfan>tracert -d prod.openecry.com

Tracing route to prod.openecry.com [74.201.3.43]
over a maximum of 30 hops:

1 <1 ms <1 ms <1 ms 192.168.1.1
2 19 ms 19 ms 18 ms 213.205.24.96
3 19 ms 18 ms 19 ms 213.205.28.33
4 19 ms 19 ms 19 ms 213.205.25.17
5 26 ms 26 ms 26 ms 94.32.135.105
6 26 ms 26 ms 26 ms 77.67.94.81
7 152 ms 152 ms 152 ms 89.149.185.174
8 153 ms 153 ms 153 ms 77.67.70.2
9 312 ms 246 ms 254 ms 64.94.32.10
10 154 ms 153 ms 153 ms 64.94.34.178
11 154 ms 154 ms 154 ms 216.52.128.77
12 336 ms 174 ms 174 ms 216.52.130.58
13 * * * Request timed out.
14 * * * Request timed out.
15 176 ms 176 ms 175 ms 74.201.3.43

Trace complete.

what do u think?

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TJ
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Re: Request for HFT indicator

Postby TJ » 03 Jan 2011

bomberone1 wrote:i write the server

prod.openecry.com
9200


Openecry is a retail broker, I am not sure if they can handle HFT. You should give them a call to find out.

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Re: Request for HFT indicator

Postby TJ » 03 Jan 2011

bomberone1 wrote:C:\Users\pcbigfan>tracert -d prod.openecry.com

Tracing route to prod.openecry.com [74.201.3.43]
over a maximum of 30 hops:

1 <1 ms <1 ms <1 ms 192.168.1.1
2 19 ms 19 ms 18 ms 213.205.24.96
3 19 ms 18 ms 19 ms 213.205.28.33
4 19 ms 19 ms 19 ms 213.205.25.17
5 26 ms 26 ms 26 ms 94.32.135.105
6 26 ms 26 ms 26 ms 77.67.94.81
7 152 ms 152 ms 152 ms 89.149.185.174
8 153 ms 153 ms 153 ms 77.67.70.2
9 312 ms 246 ms 254 ms 64.94.32.10
10 154 ms 153 ms 153 ms 64.94.34.178
11 154 ms 154 ms 154 ms 216.52.128.77
12 336 ms 174 ms 174 ms 216.52.130.58
13 * * * Request timed out.
14 * * * Request timed out.
15 176 ms 176 ms 175 ms 74.201.3.43

Trace complete.

what do u think?


15 hops is a lot for scalping, let alone for HFT.

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Re: Request for HFT indicator

Postby bomberone1 » 08 Jan 2011

Ok Now i waould like to bring the discussion on the main topic,
Is there anyone with a HFT indicator that show when HFT orders are sent to the markets?


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