All helps, how do you break up order effectively? I seen that you can program the entry to work the bid till you get a good fill or be hidden until there's enough offers then like sniper get the order in and get filled ?
Well you need decent latency to do that consistently. My game is not latency dependent at all.I use a decent random number generator, with a string of executions that is in line with the general current tape picture. I do have one advantage here though... with my FiveAlgo system it trades at the open between 6 and 15 times a month. That makes all of this much easier....my stock systems trade with a much higher frequency but I use a limit order so frankly the HFTs cant do anything with it anyway.