I have been looking at this for years now and literally have looked at hundreds of models.
The short answer is, I don’t think so for several reasons, the primary being that MT4 has a cost to the liquidity provider, which eats into an already thin High Frequency Trading (HFT) margin.
The proper application which is looking very promising is using FIX models to message back and forth and using a lag between the messaging systems close the market and lagging the marketing.
Created an algoexchange see the attached.
The short answer is, I don’t think so for several reasons, the primary being that MT4 has a cost to the liquidity provider, which eats into an already thin High Frequency Trading (HFT) margin.
The proper application which is looking very promising is using FIX models to message back and forth and using a lag between the messaging systems close the market and lagging the marketing.
Created an algoexchange see the attached.
Attached Image (click to enlarge)
