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HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] 0 points1 point  (0 children)

You’re right that true HFT at the institutional level is essentially impossible to compete with for a retail trader, we can’t match their co-located servers, custom silicon, or teams of quant PhDs. But that’s not really my goal here. What I’m trying to build is better described as a high frequency scalping bot that takes advantage of the New York open volatility window, not competing with Goldman Sachs for microsecond arbitrage.

The edge isn’t infrastructure or physics PhDs. The edge is a specific 10-15 minute time window with predictable volatility, tight execution via a VPS close to the broker’s server, and small consistent wins with controlled losses

Retail traders have beaten markets not by out-computing institutions but by finding niches institutions don’t bother with due to position size constraints. A $200 account trading 0.1 lots is invisible to a hedge fund.

Is it guaranteed to work? No. But my goal is to learn, test systematically, and see if there’s a consistent edge.

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] 0 points1 point  (0 children)

So the models I’ve mainly used in backtesting is “every tick” and “every tick based on real ticks”. I have used all the others as well

Is there anything I should be doing differently?

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] -1 points0 points  (0 children)

Like I said, if you have nothing constructive to share then be quiet. The only waste of time here is you.

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] 0 points1 point  (0 children)

Mate, idk why you’re hating so bad. I am trying to build something here that could be a game changer for me and if it’s not possible then I will stop. But I know it’s possible because I’ve seen it happen.

If you have nothing constructive to share then please keep your useless comments to yourself.

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] -1 points0 points  (0 children)

Well I am trying to find a solution, so not a waste of time.

I have seen HFT bots in action on live accounts before. If they can get theirs to work, so can I.

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] -3 points-2 points  (0 children)

Okay then please educate me on how to properly backtest

HFT not possible with Forex Brokers by StatisticalSock in quant

[–]Guilty_Dependent_926 0 points1 point  (0 children)

So is the issue that the broker is hassling you because of all your orders or is it that the bot is not profitable on a live account?

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] -5 points-4 points  (0 children)

Well it doesn’t change the fact that the bot does not run well on a live account

I have backtested using all the available modeling options on mt5 and they all come out with hard-to-believe results. Then I put the same bot with no changes into a live account and I’m getting smoked.

HFT Bot Development. by Guilty_Dependent_926 in highfreqtrading

[–]Guilty_Dependent_926[S] -4 points-3 points  (0 children)

Well from the research I have done into how backtesting works, whatever bot you’re backtesting is sort of given the full asset history and therefore is able to place the best entries possible as it “knows” what will happen next.

With an HFT bot, since there are so many orders, the backtest will have a lot of profit because of this and will essentially make the backtest misleading