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Some blur question

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    Some blur question

    Hi, I am not clear what is :
    1) Scalper for low frequency market.
    2) Driving to high frequency market.

    What is the Low && High frequency market for ???

    And what is Scalper
    && Driving ??

    #2
    What is the context for these terms?
    I mean, did you learn them from a website?

    They are not NinjaTrader terms.

    "Scalper" is a person (or autotrader) that does scalping.
    Typically these are fast trades, not lasting very long, sometimes
    less than a minute.

    A "low frequency" vs "high frequency" market I don't know for sure,
    but it might refer to the liquidity of the market. For ex, the SP 500
    e-mini Futures market (aka, the ES) is very liquid because it has
    an extremely high volume -- there are many traders at all hours.
    So, when you are trading the ES, and you want to get filled at a
    certain price, the more traders and higher volume mean you
    probably would experience less slippage, ie, you'll get filled
    immediately.

    High Frequency Trading is explained here.

    It could also just mean volume at a price point, I mean, crude
    oil is pretty liquid, but a whale trader buying 1,000 contracts of
    crude oil at market would probably move the price, but 1,000
    contracts on ES the price would probably not move.

    Some markets have such low volume, esp in off hours, that
    buying or selling in that market is actually made more difficult,
    exactly because there are fewer buyers & sellers.

    Trading Gold futures vs Silver futures is probably a good example,
    Silver is usually a lot less volume than Gold, and Gold is a lot less
    volume than the ES.

    Some of the highest trading volumes take place during certain times,
    such as after the open and before the close, and around economic
    reports or news/announcements.

    Finally, what is "Driving"? I have no idea.

    Similarly, the expressions,

    "Scalper for low frequency market"
    "Driving to high frequency market"


    I've never heard of these.

    Where did you find them?
    Last edited by bltdavid; 03-19-2021, 07:43 AM.

    Comment


      #3
      Hello cincai,

      Thanks for your post.

      If you have any additional details to share on what you are trying to accomplish, our support team will be happy to share our insight.

      We look forward to assisting.
      JimNinjaTrader Customer Service

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