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Pip movement speed

  • Post #1
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  • First Post: May 16, 2013 2:04pm May 16, 2013 2:04pm
Hello,

I was wondering if anyone had any data on the speed (Millisecond) of pip movements so I can determine how fast I need my strategy to execute. On mt4 I am able to get my speed down to about 300 milliseconds and that is with a VPS within 5 ms of my brokers servers.

Kind Regards,
Erik
Annoying Precision
Quoting erikte279
Hello, I was wondering if anyone had any data on the speed (Millisecond) of pip movements so I can determine how fast I need my strategy to execute. On mt4 I am able to get my speed down to about 300 milliseconds and that is with a VPS within 5 ms of my brokers servers. Kind Regards, Erik
Pip movement ? do you mean time between ticks ? you cannot make an EA fast enough . . . you will always miss some ticks. You can't time the time between ticks when you miss a tick only the time between the ticks you don't miss . . . use the badly named GetTickCount()
20 pips a day isn't too much to ask . . .
Really I need to know the high end average speed from which it takes for price to move from pip completion to the lowest higher value which I would presume to be 1/10 of a pip.

As a side note I read on the IBFX website that the average time for them to complete an order request is 7 ms, so I would presume that the average broker time is less then 25 ms. If they can process an order this quickly I must be dealing with hardware, software and bandwidth constraints. Any suggestions on how to correct this would be appreciated.

Kind Regards,
Erik
Annoying Precision
Quoting erikte279
Really I need to know the high end average speed from which it takes for price to move from pip completion to the lowest higher value which I would presume to be 1/10 of a pip. As a side note I read on the IBFX website that the average time for them to complete an order request is 7 ms, so I would presume that the average broker time is less then 25 ms. If they can process an order this quickly I must be dealing with hardware, software and bandwidth constraints. Any suggestions on how to correct this would be appreciated. Kind Regards, Erik
Price doesn't move the same for each tick, a tick can be zero points move on Bid, the tick being due to a change in Ask, all the way to many tens of points . . . if price moves a multiple pips in one tick and you miss that tick you can't accurately time it.
20 pips a day isn't too much to ask . . .
  • Post #5
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  • Last Post: May 16, 2013 4:45pm May 16, 2013 4:45pm
I did not say anything concerning a tick


Quoting RaptorUK
{quote} Price doesn't move the same for each tick, a tick can be zero points move on Bid, the tick being due to a change in Ask, all the way to many tens of points . . . if price moves a multiple pips in one tick and you miss that tick you can't accurately time it.
Annoying Precision
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