Anyone managed to build a scalping/HFT-strat?

We all know that the magic of compounding and uncorrelated portfolio trading is the “holy grail” to get straight R² and quickly amassing profits.

 

Trading frequency matters. Anyone succeeded in the glorious attempt to produce robust scalpers?

 

I’ve come across scalpers actually working contrary to general lore, and this has sparked my drive to become able to build them myself.

When did you see a profitable scalper !? I never did
All of them eith negative r:r
Like 1 loss = 5 wins and spread eats it up.
Yes it works for a month but them u loose all.
If there is a good scalper show us ! I never did

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I am a profitable scalper, but i use more strategies while they are working automatically i use discretionary ways to trade or semi-automatic,

 

all i can tell and tip is that when building scalping methods i have done it by EA Wizard + MT4, i found SQ3 not that capable to build highly sophisticated scalping methods,

the reason why i found SQ3 not capable of building highly sophisticated scalping methods is because of that it cannot work with multi orders/multi-TF/multi-pairs at the current time,

i’m waiting for SQ4 because all of those things would be added and then it will open huge doors for every strategy that you can even imagine.

 

thus for scalping i would recommand high quality tick data like from OlsenData/Ducascopy the longer and higher quality the better,

you will need a strong machine also to backtest/optimize/re-optimize your methods,

little to 1ms VPS connection to your broker, broker has to be ECN.

 

it is more complicated then it seems, but well worth it if you know what you doing,

i would suggest not to get in to it without SQ4 in the meanwhile it’s very time/money consuming process to find even 1 scalping method,

with SQ4 it will be much more simple because the software will find the methods for you and much faster,

 

i found my method by my own by coding it into MQL4 with a bit of help from EA Wizard and then backtesting and optimize it like forever..,

re-optimization also takes time but not that much because it already focused on sorten things.

 

i would suggest to focus on high TFs like M30~H1~H4 for high accuracy and high rewards if you know what you doing, try to focus more on the Number Of Trades to squeeze more trades for.. well more trades.., and for a greater statistical advantage,

 

also try to combine the same method with different Pairs, so that the Number of Trades will double or even triple or more, you can build a very good portfolio with even 1 method by finding a robust method that working across multiple pairs,

and the way to do so is to mine for as high number of strategies as you can then re-test them on other pairs,

if you find the same top methods working more or less the same as the general pair (*remember that they dont have to be exactly the same results!) more or less will do just fine!,

 

then after you found that for example 1 method working more or less the same for example 2~3~4~5 pairs, that means you got a robust strategy! remember that MORE OR LESS WILL DO JUST FINE!,

after you find 1 method that works more or less the same for multiple pairs then you can move on to re-optimize those which working more or less the same and see if you can optimize them that way that will get them to work even better, to do so you have to watch Thresho1d’s videos he explaining on how to optimize wisely without over-optimizing/curve fitting

here is the link: https://www.youtube.com/channel/UCzFOdMj-kcyECCb_l48hcJg/videos?shelf_id=0&sort=dd&view=0

 

also the most important thing is the DATA, you have to purchase the highest possible M1 data from Asirikuy

here is the link: https://asirikuy.com/newsite/?page_id=3742

 

 

yeap.., thats all, you dont need to complicate stuff, you already got a great tool which will be even better with the time passing by,

approach with mind and simplicity and you will make it!

I am a profitable scalper, but i use more strategies while they are working automatically i use discretionary ways to trade or semi-automatic,

all i can tell and tip is that when building scalping methods i have done it by EA Wizard + MT4, i found SQ3 not that capable to build highly sophisticated scalping methods,
the reason why i found SQ3 not capable of building highly sophisticated scalping methods is because of that it cannot work with multi orders/multi-TF/multi-pairs at the current time,
i’m waiting for SQ4 because all of those things would be added and then it will open huge doors for every strategy that you can even imagine.

thus for scalping i would recommand high quality tick data like from OlsenData/Ducascopy the longer and higher quality the better,
you will need a strong machine also to backtest/optimize/re-optimize your methods,
little to 1ms VPS connection to your broker, broker has to be ECN.

it is more complicated then it seems, but well worth it if you know what you doing,
i would suggest not to get in to it without SQ4 in the meanwhile it’s very time/money consuming process to find even 1 scalping method,
with SQ4 it will be much more simple because the software will find the methods for you and much faster,

i found my method by my own by coding it into MQL4 with a bit of help from EA Wizard and then backtesting and optimize it like forever..,
re-optimization also takes time but not that much because it already focused on sorten things.

i would suggest to focus on high TFs like M30~H1~H4 for high accuracy and high rewards if you know what you doing, try to focus more on the Number Of Trades to squeeze more trades for.. well more trades.., and for a greater statistical advantage,

also try to combine the same method with different Pairs, so that the Number of Trades will double or even triple or more, you can build a very good portfolio with even 1 method by finding a robust method that working across multiple pairs,
and the way to do so is to mine for as high number of strategies as you can then re-test them on other pairs,
if you find the same top methods working more or less the same as the general pair (*remember that they dont have to be exactly the same results!) more or less will do just fine!,

then after you found that for example 1 method working more or less the same for example 2~3~4~5 pairs, that means you got a robust strategy! remember that MORE OR LESS WILL DO JUST FINE!,
after you find 1 method that works more or less the same for multiple pairs then you can move on to re-optimize those which working more or less the same and see if you can optimize them that way that will get them to work even better, to do so you have to watch Thresho1d’s videos he explaining on how to optimize wisely without over-optimizing/curve fitting
here is the link: https://www.youtube.com/channel/UCzFOdMj-kcyECCb_l48hcJg/videos?shelf_id=0&sort=dd&view=0

also the most important thing is the DATA, you have to purchase the highest possible M1 data from Asirikuy
here is the link: https://asirikuy.com/newsite/?page_id=3742

yeap.., thats all, you dont need to complicate stuff, you already got a great tool which will be even better with the time passing by,
approach with mind and simplicity and you will make it!

You suggested for him working on m30,h1,h4 . Do you mean scalping strategy on such high timeframe ???
I only use m15 for scalping myself.

Are you using fixed sl tp for scalping or just indicator exit with safe safe stop loss (usually big one)

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You suggested for him working on m30,h1,h4 . Do you mean scalping strategy on such high timeframe ???
I only use m15 for scalping myself.

Are you using fixed sl tp for scalping or just indicator exit with safe safe stop loss (usually big one)

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I found my strategy to work with FIXED SL+TP levels without TrailingStop or BreakEven,

you can scalp on higher TFs like M30,H1,H4 also, the scalping strategy that you would find on the higher TFs will likely to last longer then by using M15 or lower.

I found my strategy to work with FIXED SL+TP levels without TrailingStop or BreakEven,

you can scalp on higher TFs like M30,H1,H4 also, the scalping strategy that you would find on the higher TFs will likely to last longer then by using M15 or lower.

 

Scalping on Higher timeframe is not scalping anymore 🙂 .

Anyway you have a negative risk reward for scalping ? 

Scalping on Higher timeframe is not scalping anymore 🙂 .

Anyway you have a negative risk reward for scalping ? 

Scalping can be done on higher TFs also.., please take a pick into this link http://www.investopedia.com/articles/trading/05/scalping.asp

 

yes there are many technics building your RRR + Money Management,

you can use 1:1 RRR or even positive or negative, that depends on the creator’s psychology of-curse,

Scalping can be done on higher TFs also.., please take a pick into this link http://www.investopedia.com/articles/trading/05/scalping.asp

yes there are many technics building your RRR + Money Management,
you can use 1:1 RRR or even positive or negative, that depends on the creator’s psychology of-curse,

Karish i asked you coz i always use negative r:r . I have never saw high frequency scalping with positive r:r . Wish i do

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Scalping can be done on higher TFs also.., please take a pick into this link http://www.investopedia.com/articles/trading/05/scalping.asp

yes there are many technics building your RRR + Money Management,
you can use 1:1 RRR or even positive or negative, that depends on the creator’s psychology of-curse,

And as u said i m also waiting sq4 for scalping strategies / multi timeframe will boost that.
I dont beleive in genrating long time strategies as im not waiting two years to see if strategy really works or not

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Scalping can be on higher timeframe. You can still take a h1 signal that only has 5 pip profit tagets and last only few minutes. In fact its probably more reliable. Scalping is simply fast exits and tiny targets. Generally its on lower timeframes but its not a rule.

Yes you can make it on h1 signal if sq3 uses Close[0] but in sq the mini is Close[1] i guess . So scalping the 5 pips is too late for that to happen .

So either close[0] must be there or multitimeframe so checking h1 and using m15 is ideal (With close[1] / Close[0]) in that case both can work 

Still prefere close[0] for scalping

Scalping can be on higher timeframe. You can still take a h1 signal that only has 5 pip profit tagets and last only few minutes. In fact its probably more reliable. Scalping is simply fast exits and tiny targets. Generally its on lower timeframes but its not a rule.

 

If you create a 1 hour strategy, and it has a 5 pip target, the most money you can make is 5 pips per hour.  If you create a 1 min strategy, the most profit you can make is 300 pips per hour.

 

So, yes you can scalp at hourly intervals, but with SQ your signals (indicators) will only be evalutated once per hour on the hour only.

If you create a 1 hour strategy, and it has a 5 pip target, the most money you can make is 5 pips per hour. If you create a 1 min strategy, the most profit you can make is 300 pips per hour.

So, yes you can scalp at hourly intervals, but with SQ your signals (indicators) will only be evalutated once per hour on the hour only.

Exactly mike but imagine how much noise there is on a 1 min .
Its like random walk trading

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If you create a 1 hour strategy, and it has a 5 pip target, the most money you can make is 5 pips per hour.  If you create a 1 min strategy, the most profit you can make is 300 pips per hour.

 

So, yes you can scalp at hourly intervals, but with SQ your signals (indicators) will only be evalutated once per hour on the hour only.

M1 is nearly impossible, just use M5 or M15 as a minimum, but also they wont last long unless you will contently re-optimize the strategy,

thats why i’m recommending using M30~H1, and you can even aim for 10~20 PIPS you dont have to aim for 5PIPs.., 10~20 PIPS is still small amount of pips.., its still counted as scalping IMO.. 

The trade-off is less signals that are more reliable and less likely to go bust any time soon because the market evolves less on higher timeframes. M1 patterns are constantly coming and going. Its in a constant state of evolution. You need genetic AI systems on M1 for FX.

(Removed in retrospect because it was an embarrassing beginner question and didn’t add any value, haha)