Also consider the bars that you are applying the indicators to. We found significant improvement in performance when moving to CRBs and hybrids thereof.-cjforex-

<t>Start from scratch. In the United States (where space is not a premium) when a large store decides to expand, they close down the existing store, move across the street and build a new structure from scratch. There is a reason.I worked with a group, and we tried building on top of existing system...

Triangular arbitrage does happen, but cross banks and market makers. And yes, they will hate you for it ; - )

<t>FIX protocol allows for contingent legs, so if one leg doesn't transact where it needs to be, you can unroll and only lose transaction costs on one leg of your transaction. I personally use multiple feeds and internal logic to insure I have both legs. If I end up missing on one leg of a transacti...

<t>I built my own system from scratch. I did it mostly to handle the very large number of strategies I run simultaneously (literally hundreds), and the portfolio management system that watches over them, and constantly rebalances position sizing.I built it using multiple FIX API connections directly...