I designed an strategy that operates with 30-second bars on e-mini SP500. It works fine in the back-testing and the out-sample, also performs well in every walk-forward test I have tried.
But, when it comes to a real simulation (using TradeStation as platform and broker), if fails miserably due to slippage, because a price difference of 0.25$ is enough to make it a losing strategy.
I wonder if high-frequency trading can solve this problem, and in such case if there is any way to access to this kind of technology. Is there any broker offering simulated accounts with HFT capabilities? Any contest or simulation software to test my strategy?
Thank you very much.