You answered your own question - "the main drag is between my program talking to TWS" - the bottleneck is communication speed not your programming...
Hard to resond to certian remarks, I keep contemplating if I should respond at all - but if you read the question it is so illogical you have to...
What is TWS?
>>>>>>With all due respect... How can you consider yourself a professional ATS trader if your using tradestation? IMO, It's not possible to...
0) Full control - extreme speed - highly customizable 1) Scratch 2) VB but API is C++ 3) Windows 4) Basic PC these days - but if you don't...
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