3 ms·
> The only other thing I'd say is that if you're in a bull market you may have easy wins. Then after -- when the market turns against you -- these will evaporat
by reisse 4y ago
> The only other thing I'd say is that if you're in a bull market you may have easy wins. Then after -- when the market turns against you -- these will evaporate.
If your algotrading profits depend on market being bull or bear, you're doing it wrong. Volatility matters, not the direction.
- hungryforcodes 4y agoPlease line up with all the other cranky people to tell r/algotrading -- I'm sure they are interested. Mine work in either market. But I trade on the millisecond lines to avoid market bias. And yes volatility is key. As if confirmation of this approach I see Binance has just recently introduced a 1s chart (effectively 1000ms). However most retail algo traders using indicators use larger time frames that are more susceptible to market trendiness.
- jvanderbot 4y agoNot that I have liquidity, time, or ability to get into this, but how would one individual get access to ms trade times and data?
- ikrenji 4y agoeasy - you pay for it
- hungryforcodes 4y agoNo, Binance and other similar exchanges give it away for free. Just call their API ever 1000ms. TradFi is a bit behind on this I think.
- willtemperley 4y agoMost crypto exchanges provide free websocket endpoints with millisecond latency for trade and order book data