r/highfreqtrading

Hey everyone

So I’m working on an HFT bot at the moment. I can’t seem to find a breakthrough though. The backtests for the one I’ve coded so far are amazing but terrible on a live account.

Right now, I’m at a point where I would like to add some functionality where the bot only sets buy and sell stops based on momentum. I have tried order flow, ROC and ATR. The biggest issue I am facing is that my bot sets both buy and sell stops and most of the time both will be triggered eating at any profits I may have. I can’t seem to find a better stop setting algorithm that will work

If anyone else has experience with a profitable HFT bot then I would love your feedback

Good Morning from Brissy guys!

I recently joined MSC in Fin Engineering from WQU. I always have had the interest to algo trade, so I completed my bachelor in DS while focusing on self studying the trade.

Current implementation in HMM based long only strat used as a day trading. But I wanna get more involved and learn about the technology and strategies.

HFT is one of the buzzword I hear all the time, as fas as I know it’s used by every institution and it’s impossible to compete with them as a retail trader.

Would like to know if it’s possible to take HFT as a retail trader? Also, regardless, if someone could point me into the direction for the foundation of HFT, any books or tutorial to get my hands dirty.

I love learning by implementation rather than just reading.

Cheers! everone :)

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25 male, dropped out health issues tried breaking into quant to realize dont have the credentials or to say the juice to get even foot into the door tried independent well that just doesnt work tried crypto sounds fancy limitations are real no job no experience no education still going at it, need help if someone can take sometime to guide.

did python might go for c++ and ocaml

DSA

computational side the cs side not done

as far as maths is concerned algebra calc1-3 linear algebra statistics and probability stochastic calculus and everything in between and beyond have them ready similar to economics macro micro econometrics and finance i have crafted my curriculum and gathered resources

just need the cashflow to sail through the tough phase by providing services to sustain and continue and supercharge the journey pls be kind as im a total novice did integrate ai into the very conversation maybe i wasnt giving goodenough parameters for it technically play to its max potential but its still sloppy and i had to correct it on very fundamentals to guide me NOW IF SOMEONE CAN HELP please id appreciatte the generosity of you taking out the time to guide me how to build skills to monetize as a service to sustain finances and so i can continue on the joruney as a self taught quant have a good day yall. ciao!