Thread: do faster computers make a difference with slippage?

Originally Posted by ;

quote In case you men think enhancing slippage to couple milliseconds, because you utilize VPN can help your EA win this match, think again. How can you win HFT against funds and institution which invest hundred of millions of dollars in infrastructure to shave couple nanoseconds. By the time your algo on VPN blinks, those funds will implement countless orders prior to you on nanoseconds period. All we could tell any residual retail traders that still think they have an advantage against microscalping which will run practically always - good luck....

Originally Posted by ;

quote Entertaining really, you made your point but...I have never had any slippage because mopre than 3 years or so with my brokers. I just speak from my experience. Regards!

The statement you made previously was generalized, therefor not factual, regardless if you personally have experienced slippage or not.

I noticed that the effect mentioned above number of times. On very capable machine(s), conducting many charts at the same time. It maybe not clear with couple charts in normal busy period, but it can become very pronounced in very vibrant market, such as minute or so after unexpected news when market has to reprice quickly and numerous ticks in rapid progression. Thats is why I use 2-3 machines in the same time. The main one, quite capable, is employed for execution - open and close scalping positions, runs just basic charts and never goes over 20 percent of CPU usage, regardless of what market requirements. For exactly the same reason I compose my own indiors in optimized manner so they dont execute on each tick and dont execute all in the same time - just when is convenient or necessary to do so.

But if I want I dont have any problem to choke even the most effective contemporary PC (Windows, Linux, OSx, anything) to some stage when sending any platform order to a broker will literary takes moments. Not an issue in any way, no matter how quickly PC or virtual machine is. Hence hardware utilized for trading thing as much as other facets, when come to slippage - from moment your brain thinks time to press market button to instant that order is matched with your broker's liquidity provider.

Fantastic summary on the subject kpclick , more people should read it all together as we are utilizing electronic trading platforms , we are based on the machines and the internet connection.