Let's talk about HFT
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How can one build a HFT EA?
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What' are the base strategies to building an HFT EA?
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What's the right risk bases to use with it?
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Are there any reference YouTube or so that one can learn more from?
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Sorry to be harsh, but simply forget it. HFT only works when our execution launcher is less than 1 km away from the market's main server. In other words, no small fish like us will ever get an HFT strategy to work.
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HFT is perspective imo. Yes, if you want to be like the medallion fund, thats HFT at a nanosecond level.
But HFT can be achieved I think most effectively using a concept called Fair Value, and gaps in them.
A concept I believe to be initially coined by ICT, a gap in fair value is when a candle produces a sharp move up or down, resulting in the next printed candles low or high to leave nothing but body between the 2 candles.
Logically, a fair value gap up (upgap?) would be C1 low above C3 high, and gapdown would be C1 high below C3 low. When a FVG is initially formed, it would be in the shape of C0 opening higher or lower than C2 high or low....but only the most nimble should play with anything other than a confirmed concept.
picture for support
I might recommend just coding the concept first, make it variable as to time frame, so you can see how the lines are drawn, and then watch a 1 minute perspective while it draws the gaps on a hourly TF, for example...how it creates them, how it fills them...how it rejects them.
logically you will want to use the high and low of each object too, so try to do it as gapuphigh gapuplow, gapdownhigh, gapdownlow, as 4 lines and youll be able to use them that way.
As in all things EA (trading), money management is the most important. Id likely believe that RR for HFT should be the goal, because entries are least important. You must manage the financial risk heavily first with a smart MM strategy. You wont make it long enough to trade frequently if that isnt proven first.....Aggressive stop movement, profit target that will overcome losses, RR for repeatable proven performance, and how do you leave some to run.
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@TipsyWisdom said in Let's talk about HFT:
smart MM strategy
Funny enough i have developed both the FVG and OB of ICT before (in my archive) but didn't mirror it to M1 from H1 or M15...
I understand you, thank you will revisit that
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@TipsyWisdom Hola, como vas con este proyecto?
