lano1106 OF 5.75G journal

[lano1106]

Cycle #7, day 4:

Last night, I did a super dream. It did put side to side 2 fears that I might have. One that I have appeared to have conquered and one that I may still be working on it.

The perceived underneath message that I have interpreted from the dream was a subconscious suggestion to use the fear vanquishing strategy on the other fear that I may still possess.

I have finally broke my trading loss bad spell. The last few trades have been positive. I'm not ready to scream victory yet as the protection against what made me lose a bunch of money didn't work the first time something that should have triggered it didn't.

It is no big deal, I'll review the code and fix it. Understanding a problem and observing it makes it 90% fixed.

[lano1106]

Cycle #7, day 5:

I have tweaked my fake signal protection formula. It is still not perfect as it did classify 1 input as invalid while with more context it could have been accepted (adding this necessary context for better eval is in the pipe) but it did reject 2 legit bad inputs!

On top of rejecting 2 bad trades, it did make 2 profitable trades.

[lano1106]

Cycle #7, day 6:

Another night charged with meaningful dreams. I unfortunately don't remember the content. All that I'm left with is that when I did wake up was an impression of having understood some important meaning without remembering exactly what it was.

[lano1106]

Cycle #7, day 1 off:

Yesterday evening and today have been formidably productive.

I have integrated trade volume into my bad trade trap detection code. I have been working on that for the whole day yesterday. I resisted the temptation to go to bed before finishing. I absolutely wanted the code to be in place before going to bed so that the code can be tested while I was sleeping.

It turns out that I left 1 bug or 2 which made the code not work at all as expected and I did fix it this morning but I like to put goals to accomplish. I find that it helps to my productivity or otherwise, I don't see the days go by as I'm so absorbed into what I'm doing.

Actually, for now, I'm just collecting stats about volume that I am going to print when a trade opportunity is detected. I'm not sure yet how the current formula can be enhanced by incorporating volume data into it.

but this morning the trap detection code did save me from entering into 2 bad trades.... One of them did turn out to be a good pick after 20-30 minutes but entering it with what was known in the moment would have been gambling. My time horizon is much shorter than that.

So bottomline, I avoided possibly 2 bad trades but the system haven't traded at all... It appears that volatility is pretty quiet after the major BTC drop during the week-end...

I am also now supporting concurrent trade plan executions. I was limiting to 1 execution for the sake of being able to read the logs when problems occur. My confidence about the executions is now high enough to open the floodgate. This is very important for the profitability since for most of the time, opportunities are very scarce but when they happen, they tend to happen all at the same time. Limiting my system to only execute one plan at a time was making me leaving a lot money on the table.

This is of course a feature that I haven't tested yet but it is now in place on the server. I'm simply waiting it to be triggered to see if it will behave as designed...

Very cool times...

Upfate: 1 trade plan has been executed. Execution did not work as well as expected because of an odd subtlety that did happen. The weird result did allow me to uncover 2 remaining glitches in the code that I have immediately fixed. It was a very small price to pay to uncover those 2 glitches. I feel grateful for the problem that have happened.

[lano1106]

Cycle #7, day 3 off:

Yesterday was not very productive, at least, on the surface.

The next design evolution of my system is to make the execution more dynamic. what I have in mind adds a lot of complexity and there are a lot of uncertainties on many details about how things will work. All I have is a concept... A clear picture of the what I want as a end-result...

I have launched my mind into searching for solutions... I know part of it is working on that while I sleep...

So not much code has been written... but solutions are searched subconsciously... Hopefully, the implementation won't take too long... I'm very eager to see it working...

[lano1106]

Cycle #8, day 1:

If OF efficiency is proportional to the amount of dreaming that it is inducing, it works vey well.

I did plenty of dreaming again last night.

Update:
The big feature that I said to have started to work on 2 days ago is painful to work on...

My mind is shrouded in complexity and uncertainties about the details of the mechanics of how it will work.

I have narrowed down the uncertainties to only 2 classes by writing the aspects that were crystal clear. Not much remains to be done to complete.

but something that I don't have now is clarity on how to achieve what remains to be done. I'll probably take a break from this task for today and wait tomorrow moring when my mind is going to be fresh and alert.

Update 2:
Things are feeling better. Instead of attempting to write code directly, I have started to write down the various scenarios that could result inside the functions that have to be modified and also what is possible to happen by calling the new functions. IOW, I'm writing the design of this new feature. This tremendously help. I feel like I'm going to succeed this engineering prowess very soon...

Update 3:
Something that I have just realized is that I have been so absorbed into developing this new feature that I forgot to worry about the lack of trading from my system.

This week has been extremely quiet in terms of trading. Beside few false positives, my system didn't see any opportunities. It is funny but I have identified a new market indicator. It is the CPU usage by my server. It has been at around 4-5% for the last few days. It means that it does receive not much market updates from the exchange. This is in opposition to the 12-15% CPU usage that I have seen last week-end...

It is kinda sad because I feel like I'll have the time to install 2 big features one on top of the other without having the chance to have tested the first one by itself. In a way, it is a bit scary but I will adapt to whatever happens...

[lano1106]

Cycle #8, day3:

I did weird dream last night. I was in a car trip with a woman. We did stop at a hotel and there was something about sexuality there but this is very minor element of the dream.

The biggest chunk of it was that I had to stop and make a #2 in a gas station restroom. This is something that I dislike and try to avoid whenever possible. I could even maybe say that I fear that situation but if it is the case, it is not a major phobia just something that I dislike.

But anyway, every possible imaginable annoying detail was there. The toilet was dirty, the floor was wet. The cabin space was very tight. A lot of back and forth with loud people talking...

As I was trying to do what I had to do, 2 employees did enter the cabin to clean it.

For something that I feel should last few minutes, it felt like I spent few hours there.

It is weird... Unless there is some symbology behind this dream such as 'lets clean out your mind crapper', I was open that OF visit all my fears but I didn't expect to go in such depth of very minor ones...

[lano1106]

Cycle #8, day 4:

Last night was still filled with dreams.

Again, the recurring theme of travelling was present. Airplane travel + staying in a hotel. I wonder why this keeps coming... It starts to be a while since the last time that I did travel. I think that it goes as far as 2018...

Saturday and Sunday haven't been very productive. I felt very tired for the whole week-end. When I have finally stopped to procrastinate yesterday evening and focus on the task that I had to do... I have realized that what was crystal clear friday afternoon wasn't anymore.

I had to put a lot of effort to get back the clarity I had on the plan. Today, things are moving again...

[lano1106]

Cycle #8, day 5:

Developing my super new trading system feature is going well. I'm almost done. Final last stretch to complete. I wish that I can complete today but more realistically, it might be ready tomorrow.

It feels really good to be in that state. I remember that only last week-end, it felt like a close to impossible task because of its very high difficulty and complexity.

[lano1106]

Cycle #8, day 6:

My work on the trading system did progress well... I remember back in my BASE journal, I was saying very often today is the day... Only to complete a week later... This is the joy of programming where the devil is in the details... It is usually very hard to have very accurate estimation on the remaining work...

but it is progressing well... I have almost finished.

Last night dreams were a bit more tense... I was a fugitive and tracked by some authorities... The details are now fuzzy but that is the theme that I do remember about them...

[lano1106]

Cycle #8, day 1 off:

No dream that I can remember of last night...

I'm only 2 small tasks away from completion...

Update:
I'm done. The server with the new feature is running. Now, I only need some trading opportunities to see it working.

I just realized that the amount of trading my strategy is doing may correlate with the exchange trading volume.

It has been very quiet in the last 2 weeks and if I compare to what it was when I was thrilled by the amount of trading my system was doing, it is now half of what it was a month ago. My exchange had 400M+ volume back then, now it is around 250M+...

It appears that my strategy is very affected by that...

I'll catch up the work that I have neglected in my marketing business and I'll use that time to think about what I'll do next but adapting my system to interface to a bigger and busier exchange might be the solution...

Right now, Binance is the biggest as far as I can tell....

[lano1106]

Cycle #9, day 1:

There was an electric blackout yesterday where I live. Therefore, I had to restart my computer. In the process of setting up VLC for my OF playback, I forgot to check the loop button state which has the ackward setting to be on by default. As a result, I must have listened 7 loops instead of 6...

I did a lot of dreaming last night. For instance, at some point I was running away in a forest because I was tracked down by Rambo he ended up catching me but he ended but being nice.

I then found myself doing skating in a ski trail and at the end of the trail there was a shopping mall that they required you to remove your shoes to let you in. At the entramce, you had to sign a registry and mention at which exit you would use so that their shoe shuttle service delivers your shoes at the right location.

Funny thing, when I did reached the exit, my shoes were nowhere to be found and from there, I spent the rest of that dream searching for my damn shoes....

That was some really strange dream...

Update:
Yesterday and today were great day. I finally got few trade executions yesterday with my latest improvement baked in. The new feature didn't had the opportunity to show up its potential as the conditions to trigger it didn't show up but on the bright side, everything seen in the log appears to show that the system still work as designed. No regression has been seen in the system behavior.

This new run did give me the opportunity to improve 4 points in the system so that was quite a very profitable run in terms of experience (unfortunately not so much in terms of money... but this will come eventually!)

[lano1106]

Cycle #9, day 2:

No dream last night. I went to bed very late. That might explain why I felt like a rock.

On my wake up, the first thing that I did check was how my system did last night. It made a trade that went better than planned. It planned that it could give a 3.43% yield and it did give instead 3.44%.

I could take mornings like that anytime...

With all the low activity days that I have experienced, my last 30-days volume did significantly drop. It went from 32K down to 17K... I'm getting farther away from the 50K goal...

I don't worry too much about that. as they say: easy go, easy come... (or maybe it is the other way around but both ways are true...)

The improvements (small and big) that I added to the system last week and during the week-end didnt have the opportunity yet to shine...

I'm really looking forward seeing them being activated and do what they are supposed to do...

[lano1106]

Cycle #9, day 3:

Not much to say today but I'm forcing myself to log an entry to keep track of where I am in the current cycle.

I did some random errands this afternoon. This did allow me to interact with people and some situations that could have been uncomfortable. I can report back that I was 100% cool with everything that I have been thrown at me. I attribute most of this state of affair to OF. That was pretty cool. The feeling of freedom to be unaffected by fears is awesome.

Beside, I got one trade occuring over the night. The trade has been a loss but nothing worry. It is practically impossible to have a 100% success rate with stuff that is basically random. It did, however, allow me to finetune some parameters of the system to make it better. With the new parameters, the new system woulnd't have gone after the trade it made last night that cause a loss.

Another realization is that my 30 days trading volume is melting like snow under the sun. Currently at 16K from 32K at its peak. So this is becoming obvious that increasing my trading volume is my #1 priority now.

I'm looking into adding other exchanges support to my system (but this idea is a kinda big task... Won't be the first that I tackle with but it is in my todo list).

Currently my arbitrage is around XBT. I have added another currency pole for my arbitrage. The newly added currency is much smaller but it is adding 30 additional cycles to the 316 XBT ones... This might rattle untapped territories...

I had to complete another task from my todo list and this is what I did complete today. that was a very satisfying day. I had a small target for today and I met it. The new feature is up and running...

Also, maybe I knew it subconsciously but the execution engine refactoring that I did work on many many days last month, the very big feature that I did complete last week were all prerequisites to the simple task that I did today.

Without all the previous hard work, I couldn't have done what I have done today trivially if the hard work weren't done. It seems like everythings start to fit together and make sense.

The third and final idea that I have to increase my volume is to do some copy trading. ie: subscribe and plug a trading signals service into my system...

I might end up doing all these options but I started with the easiest to complete first... I'm very eager to see if it will help to increase my trading volume in the next hours...

to be followed tomorrow...