,I'm currently utilising MultiCharts to design and optimise a high-frequency trade (HFT) strategy, and I would be very grateful for any advise or insights from other traders or developers who have done this before.
My Configuration:
- MultiCharts is the platform
- Dealer: Interactive Dealers
- Information Source: IQFeed
- Type of Strategy: Mean reversion & momentum-based
Difficulties I Face:
Latency Problems: Because of the nature of HFT, latency must be kept to a minimum. There seem to be a few lags in the data feed updates and order execution. Exist any particular IQFeed or MultiCharts settings that can be used to lower latency? Would moving to a different data feed source also result in a noticeable improvement in performance?
Order Execution Speed: The times it takes for me to execute orders vary. Are there any MultiCharts optimisations or broker-specific adjustments that can improve the consistency and speed of order execution?
Backtesting Accuracy: It's never easy to make sure that the outcomes of backtests appropriately represent performance in the actual world. What are some recommended techniques for MultiCharts backtesting HFT strategies to prevent overfitting and guarantee robustness?
So Far, What I've Tried:
- Optimised performance by adjusting the broker connection and data feed settings.
- Included code optimisations to shorten the time needed to calculate strategies.
- Used the execution monitoring and latency capabilities that MultiCharts offers integrated to find bottlenecks.
- What could be some of the best techniques for MultiCharts HFT optimisation?
- What unique hardware or infrastructure configurations—such as co-location services—have made a major difference in the performance of your HFT strategy?
- How do you strike a balance with mlops MultiCharts between the complexity of the strategy and its speed of execution?
