ATI
ATI Inc.
stock NYSE

https://preview.redd.it/g9qa44jt7ilh1.png?width=694&format=png&auto=webp&s=a2ce7c5597f0e2487a352e162ffd507d3a88e907
Okay so I've been going in circles on this for a few months and I think I need outside eyes.
Short version: I've got a TradingView indicator that draws trendlines off pivot highs/lows and gives entry, stop and target. On MNQ with a 10 point TP it's doing something like 2,000 trades a month and closing basically every single day green. Which, yeah. I know. That's exactly the kind of number that means you've fooled yourself somewhere. That's kind of why I'm posting.
The problem is I can't actually test it properly, because at that trade count there's no way I'm clicking buttons. It has to be automated, and it has to be *fast*, because a 10 point target doesn't leave you much room. A tick or two of slippage each way plus commissions and the whole thing is basically noise. So the execution speed isn't a nice-to-have, it's the entire experiment.
I wired up TradingView alerts → webhook → my own local listener → NinjaTrader over the ATI socket. It works. It places real orders in sim. But I'm seeing roughly **2 seconds** from alert to fill and on a 10 point target that's just death. By the time the order lands the move I was trying to catch has already happened. So I genuinely don't know yet whether the strategy is bad or my plumbing is bad, and that's driving me a little crazy.
I've also gone and built my own backtester in Python and bought 3 months of MNQ tick data so I could replay the logic against the actual tape instead of trusting the TV strategy tester. That part's been humbling. When I re-ran everything with a strict no-lookahead replay — only revealing data up to "now", no peeking at the rest of the bar — the median config dropped about **4x** in P&L. One setup that looked like +473% was actually a loser when run honestly. Bar-close entries matched 1:1 because there's no lookahead to remove, but intrabar entries were mostly fantasy. I'd bet money the "never a red day" number has some of the same rot in it, I just haven't isolated it yet.
Other stuff I've learned the hard way, in case it's useful to anyone: firing intrabar makes Pine repaint its own state every tick and only commit at bar close, so my broker ended up holding positions the indicator had "forgotten" it ever opened. Took me embarrassingly long to work out that wasn't my bug. Fixed targets consistently beat "just trail the stop." And move-to-breakeven was the single most destructive setting I tested, it just turns winners into scratches.
**So what I'm actually asking:**
If you're running a script that goes straight at the broker — feed in, logic in your own process, orders out, no chart platform anywhere — **what are you actually connecting to?** Rithmic? CQG? IBKR? Something else? I've got a working Rithmic R|Protocol client but their test environment feed is something like 0.3% of real volume, so it's fine for checking my protocol code doesn't crash and useless for anything else. I don't want to sink another month into the wrong API and find out at the end. Keep in mind this is 2k trades per month, so it is very commision hungry.
What kind of latency are you realistically getting from a retail box on a home connection? I'm in Europe and my round trip to Rithmic's US host is about 105ms, which as far as I can tell is pure distance, and their Frankfurt gateway pings about a third of that. Is that the kind of number people actually trade on, or is 10 point scalping just not a game you win from a laptop?
And the bigger one — is a 10 point target 2,000 times a month even a realistic thing to automate at retail? Or is the latency wall the real answer here and I should be looking at a completely different timeframe?
If anyone's done this, taken indicator logic all the way to a direct-to-broker automated system, I'd genuinely love to talk properly. Happy to jump on a call or Discord and screen-share the whole thing, show you the backtest numbers, whatever. I'd much rather someone experienced tell me now where I'm kidding myself than find out later with real money on it.
https://preview.redd.it/qh9hij3u7ilh1.png?width=694&format=png&auto=webp&s=e22fda0633219751a5123525bb4013b87bd14010
Example of one day Asia session trades trading 1 NQ Contract
How it really looks
https://preview.redd.it/vwqwd6i28ilh1.png?width=1884&format=png&auto=webp&s=ac9bddf53d2828f0c3ae46827a2742a4c64336e5
Internal testing
https://preview.redd.it/u0a2wwzq8ilh1.png?width=3495&format=png&auto=webp&s=e97468cedf5a2b129d09671b9de995830c0c4fca

https://preview.redd.it/g9qa44jt7ilh1.png?width=694&format=png&auto=webp&s=a2ce7c5597f0e2487a352e162ffd507d3a88e907
Okay so I've been going in circles on this for a few months and I think I need outside eyes.
Short version: I've got a TradingView indicator that draws trendlines off pivot highs/lows and gives entry, stop and target. On MNQ with a 10 point TP it's doing something like 2,000 trades a month and closing basically every single day green. Which, yeah. I know. That's exactly the kind of number that means you've fooled yourself somewhere. That's kind of why I'm posting.
The problem is I can't actually test it properly, because at that trade count there's no way I'm clicking buttons. It has to be automated, and it has to be *fast*, because a 10 point target doesn't leave you much room. A tick or two of slippage each way plus commissions and the whole thing is basically noise. So the execution speed isn't a nice-to-have, it's the entire experiment.
I wired up TradingView alerts → webhook → my own local listener → NinjaTrader over the ATI socket. It works. It places real orders in sim. But I'm seeing roughly **2 seconds** from alert to fill and on a 10 point target that's just death. By the time the order lands the move I was trying to catch has already happened. So I genuinely don't know yet whether the strategy is bad or my plumbing is bad, and that's driving me a little crazy.
I've also gone and built my own backtester in Python and bought 3 months of MNQ tick data so I could replay the logic against the actual tape instead of trusting the TV strategy tester. That part's been humbling. When I re-ran everything with a strict no-lookahead replay — only revealing data up to "now", no peeking at the rest of the bar — the median config dropped about **4x** in P&L. One setup that looked like +473% was actually a loser when run honestly. Bar-close entries matched 1:1 because there's no lookahead to remove, but intrabar entries were mostly fantasy. I'd bet money the "never a red day" number has some of the same rot in it, I just haven't isolated it yet.
Other stuff I've learned the hard way, in case it's useful to anyone: firing intrabar makes Pine repaint its own state every tick and only commit at bar close, so my broker ended up holding positions the indicator had "forgotten" it ever opened. Took me embarrassingly long to work out that wasn't my bug. Fixed targets consistently beat "just trail the stop." And move-to-breakeven was the single most destructive setting I tested, it just turns winners into scratches.
**So what I'm actually asking:**
If you're running a script that goes straight at the broker — feed in, logic in your own process, orders out, no chart platform anywhere — **what are you actually connecting to?** Rithmic? CQG? IBKR? Something else? I've got a working Rithmic R|Protocol client but their test environment feed is something like 0.3% of real volume, so it's fine for checking my protocol code doesn't crash and useless for anything else. I don't want to sink another month into the wrong API and find out at the end. Keep in mind this is 2k trades per month, so it is very commision hungry.
What kind of latency are you realistically getting from a retail box on a home connection? I'm in Europe and my round trip to Rithmic's US host is about 105ms, which as far as I can tell is pure distance, and their Frankfurt gateway pings about a third of that. Is that the kind of number people actually trade on, or is 10 point scalping just not a game you win from a laptop?
And the bigger one — is a 10 point target 2,000 times a month even a realistic thing to automate at retail? Or is the latency wall the real answer here and I should be looking at a completely different timeframe?
If anyone's done this, taken indicator logic all the way to a direct-to-broker automated system, I'd genuinely love to talk properly. Happy to jump on a call or Discord and screen-share the whole thing, show you the backtest numbers, whatever. I'd much rather someone experienced tell me now where I'm kidding myself than find out later with real money on it.
https://preview.redd.it/qh9hij3u7ilh1.png?width=694&format=png&auto=webp&s=e22fda0633219751a5123525bb4013b87bd14010
Example of one day Asia session trades trading 1 NQ Contract
How it really looks
https://preview.redd.it/vwqwd6i28ilh1.png?width=1884&format=png&auto=webp&s=ac9bddf53d2828f0c3ae46827a2742a4c64336e5
Internal testing
https://preview.redd.it/u0a2wwzq8ilh1.png?width=3495&format=png&auto=webp&s=e97468cedf5a2b129d09671b9de995830c0c4fca