Multiple order execution before real signal entry due to realtime data condition check

Quant Trading Strategies & Ideas
1

Hi All,



I'm facing a huge issue of too many order execution before getting into the original signal entry trade. It's increasing the slippages cost badly for me. I



'm working with tick data, and check strategy conditions every 2 seconds. There use to be occurrences, when tick data show new entry condition meet, but it uses to fed out in a few seconds or minutes. Which puts into the wrong side of the trade.



Just to let you know that I'm already taking slippages of 1 candle in the account. Even after that, I'm facing such problems.



it would be great if someone can help me to understand how it should be handled in live trading situations.





Thanks in Advance !!

2

Hello Jayant,



It seems to me that btw you generate signals newer price points arrive. The signal thereafter becomes stale. One way to go around this is switch to better infra which reduces computational latency and execution time.



 

3

Thanks for your reply Akshay. Sure, I'll look into this as well and share my outcomes.



 

4

Definitely!