I am a successful daytrader but I trade small time frames. Can C2 handle very fast executions, such as trading 1 or 3 minute bars. Will I get appropriate fills similar to what I really get with my broker? And will AutoTrader be able to get execute similar prices/fills?
Expect to see greater slippage due to the lag from the time your broker executes your trades to the time it is transmitted to C2.
1 minutes bars are certainly not a problem. The issue you need to worry about isn’t latency (i.e. the delay between your signal generation and the brokerage accounts); rather, the issue you need to be aware of is that using limit orders to scalp small profits is difficult. In that case, the limit orders are typically not market-clearing – meaning that not everyone who places the limit order will be lucky enough to receive the fill you desire. Only a few people will get filled at your limit price. Those who do not will experience slippage when their limit orders are converted into market orders in order to keep them synchronized with your long/short intention.
So, in summary, the thing you want to be aware of is that scalping for small profits through the use of tightly-set limit orders is generally not a very good strategy on this platform. But speed of execution (i.e. whether you use 5-minute bars or 1-minute bars) is generally not a problem.
