I am design an stock trading system with Ninja software. My most concern is how fast the Ninja can work with multiple stock?
Here is my strategy:
1. using esign or DTN as the data feeding.
2. predefine 500~2000 stocks with price ranged $15~$500. and daily average volume > 1million.
3. trading the open 6 minutes
4. scan all predefined stock based on first 3 of 2 minutes bar(define my strategy).
5. enter the position after the first 6 minutes based on my strategy and some other indicator such as 50day MA,
volume percenctage.
6. use C# to control ninja script to implement above strategy.
My question is: if I scan 10 stocks in my local computer, ninja for sure can implement it in time. if I scan 100 stocks, 1000 stocks. can ninja implement my strategy fast enough?
Thanks!
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