NT platform does a great job running automated algoritms pretty fast, however I'm interested to optimize that process a little bit in my code, so a doubt rises for incoming tick by tick frame. Let's suppose that you have a decent internet connection, working with IB, a very fast PC and your strategy is working tick by tick:
1. Approximately: how long ( in milliseconds ) does NT take for the whole process: from "Market Order signal triggered" until "Order filled received", meaning the complete round ? 100, 150, 200 milliseconds?
2. If your Strategy triggered a new opposite order BEFORE that the last market order has been filled, will that situation create an overfill ?
3. Which way could it be a faster code to process a comparison between variables :
a) Using conditional sentences such as: IF .....THEN
b) Substituting conditional sentences by a simple equation that has the same logic ?
I'm pretty aware that NT is far from processing HFT algos but I'm trying to do my best.
Thanks for your attention
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