Been using TradeStation for daily bar trading and it's been great but now I'd like to scalp intraday movements and when the market is fast the program tends to freeze up some. My fills take too long to complete even in high volume situations. I was considering moving to Zenfire with Ninjatrader. Can anyone give me a heads up as to whether or not it will be better for tick charts and 15 second charts? I trade Nasdaq stocks exclusively.
Thanks.
I'm assuming you aren't talking about slippage.
If slippage is the issue, then that is to be expected in fast high volume situations.
If you are talking about platform execution speed, then that is something else
entirely.
Check your TS logs for pending order and accepted order (those are the ninja
message names, I don't know the specifics for TS).
Pending order is platform order message to broker server.
Accepted order is broker server replying that order has been filled.
Basically if there is a delay between signal trigger and pending order submission,
then that is a platform problem.
A delay between pending and accepted is due to slippage, i.e fill speed.
Personally, I avoid placing orders at those times for this very reason.
Defrag your hard drive as a start, the price feed data can slow the platform down
if it is being written to a badly fragmented drive.
