It sounds like you're working from a screen. That means a few things...first, your latency is well over "milliseconds" because it's going to take 32ms before your screen even refreshes...second, human reaction time is measured in tens of milliseconds at its best, more on the order of hundreds for this kind of reactioning...third, if you're using a screen-based platform it is guaranteed you don't have low-latency execution plumbing underneath to begin with...fourth, your market data is almost certainly crap... Basically, it sounds like you're (realistically) working on a 1 second time scale against competitors who are on 100us (or faster) time scales... You've brought a knife to a gun fight...