I would think that you need to look at individual orders? On Thu, Jul 16, 2009 at 7:11 PM, 140th Member <[email protected]>wrote:
> > Any of you guys trading some high frequency strategy? > if yes...How frequent it is? > > > I'm trying to come up with good strategy using only 30, 60 and not > more than 600 seconds windows... but I can't get good enough... > > What are the mechanisms to increase frequency... I'm using short > intervals.... maybe if we could implement "time based" exists? > > > > any ideas > > > --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
