Hi Everyone. I'm working on a HFT pairs trading. I finished the prototype of it, and it looks promising. The Algorithm has a 3-month warming up peroid so there are no trades. I will continue to adjust the opening threshould, stop loss parameter and closing threshoud. I will also explore some good pairs to make the the algorithm trade at a high frequency. 

I will update the algorithm here. Anyone thought or feedbacks are welcome.