Cycle 4, stage 2, day 2:
Another big productive day... I am very close to put in place changes that should finally make my latest strategy work very well...
(and I have many other improvement ideas in the pipe for the next few days)
I got interrupted by by a nasty bug that I have inserted possibly last month. It is a miracle that it did not get triggered before today... I am a bit irritated that deploying my latest update has been postponed but OTOH, figuring out the last bug is a very big catch. Hence, it was probably worth it to stumble on it.
Cycle 4, stage 2, day 3:
I am having a hard time qualifying the day today...
A lot has been done but at the same time, things did not move as fast as I would want them to move.
My day started with a bug introduced by a refactoring made in the context of my exchange porting effort. This simple refactoring has been a very generous source of problems. I thought that I was finally done with it but the experienced glitch this morning did show that I was not over fixing what I broke with this small refactoring.
Fixing it has been very satisfying and I feel that now, I am done fixing bug due to this refactoring.... hopefully....
Beside that, I did a lot of analysis and design work only to put in place a feature that is only a prerequisite feature for an improvement idea for my latest trading strategy....
Despite the adaptative feedback loop that I have added to it yesterday, its performance has been very disappointing. It is not impossible that a small minor 'improvement" to it did in fact make its performance worse instead making it better. I have a detail in mind that I need to revisit...
That being said, the design session has been very productive. The plan to implement the new stuff has changed a bit... A better approach has emerged in my mind. I did write it down while it was fresh to not forget about it. The analysis to create the design did make me revisit code that was not so much documented to a point where I had no idea what these functions that I wrote myself are doing. This little review has been refreshing and has maybe helped me to find a small glitch...
I have a folder where I keep all my design notes and I have by far much less notes than actual code but I have a good amount of notes where I document what I do... This is very satisfying to have a question pop up in my mind about why a certain things is done the way it is and retrieve the whole rationale from my notes!
So at the end of the day, I have a very well thought design and a clear road map on how to implement stuff...
but in an ideal work, I would still have time to actually write the code.
Unfortunately, evening work is not very productive anymore... I am aging.... My best productive period has now become the morning...
but I might try to make an extra effort... I like to improve the system a bit and deploy it right away to test the enhancement during the following night...
Update:
I spoke too fast... I caught another issue related to the refactoring... Maybe it was not caused by the refactoring... It is just that my latest strategy is generating a constant stream of order creation and this is exposing bugs when the connection is lost in the middle of creating an order. Prior to this new strategy, order creation was so much a very ponctual event that the odds of happening exactly when the connection is dropped was highly improbable... This is a problem very fun to discover and fix...
Cycle 4, stage 2, day 5:
the day is not over but I have spent the day fixing bugs. Last night run did stumble into a snag...
I did not work on new code at all but the fixes that resulted into the debug session were worth it...
I am always amazed to still discover so many bugs on code that is now 3 years old...
Cycle 4, stage 2, day 9:
I am not sure if it is good or bad but I have started refactoring a new major component of my system.
It became so huge that it became hard to make changes in it and to understand everything that it was doing. I am not sure if it is my subconscious mind that is making me drift or I am on something but I decided to take care of it now.
That is the type of work that I consider painful but OTOH, the result is always very satisfying at the same time. I have already extracted 1,500 lines of code that I have placed into new sub modules...
Creating sub modules is like having small building blocks that allows you kinda play with lego blocks. Once you have those building blocks you can more easily reorganize them and reuse them... It also helps to encapsulate complexity... Instead of having a big monolitic blob in front of you, you have bigger functional blocks interacting together. It helps to hide away all the small details and provide a bigger picture in a way that your understanding of how things work goes to the next level.
For one thing, it forces me to review the code and to regain understanding of it. Sometimes it takes me some time before figuring out what was the point of something that I did. This is good because it is an indication that the documentation was deficient. Once I figure out what the code was doing, I write a small comment so that that unpleasant situation never occur again.
I am also catching a bunch of small bugs...
that being said, I must have spent possibly the last 4 days in this effort. It is much more than I was expecting...
In parallel to that effort, the system did continue to run... It did run fine with no issue since 2 days. Once in a while small glitches manifest themselves... I must have fixed 2 of them in the last hours...
So all in all, things are moving in the right direction. It is just my usual complain that things aren't moving as fast as I wish they would...
I am planning to upgrade my system later tonight... Beside few fixes, there is no new functionality but I feel important to test all the refactoring that I have done... It is bit scary to make major refactoring without validating that the code still work fine...
Cycle 4, stage 2, day 13:
Last week-end, I have found myself drifting away from the main goal by working on some aesthetic refactoring. I was hearing a small voice in my head telling me to drop it and return to the important stuff but instead I have persisted working on the aesthetic refactoring.
Last night, I started feeling an horrible pain on my left shoulder. This is an old injury that resurface 2-3 times per year. It is so painful that the pain is able to make falling asleep very difficult. It can resurface, I believe, because of a bad posture while I work on a computer mixed stress and tension...
A possible explanation is that the subconscious mind is able to scream louder when the more subtle ways are ignored. In a certain way, this is positive. It means that my subconscious mind is 100% commited to achieving the program goals.
A part from that, I can report again extraordinary luck highlighting lurking bugs in my code. Another very nice things is that solutions and inspirations are coming very easily into my conscious mind. It is so easy and good that one could think that they are coming from an external source but that must be one more time my subconscious mind that is working very hard helping me to achieve UMS goal!
Cycle 4, stage 2, day 14:
I am feeling a lot of stress and tension in my body up to the point of having headaches. I am feeling weird almost as if I was starting a depression...
I wonder if this is subconscious resistance to UMS that makes me feel that way... It is weird. I would need to look back into this journal but if I recall correctly, in the past cycles, I was feeling resistance during the 3rd stage and the second stage was smooth... Something has changed if it is now stage 2 that makes me feel this way...
Since yesterday, my system did not experience any new bugs so this did allow me to return to my refactoring effort. This is a painful task because it requires a lot of mental juice but I am willing to go through the pain because I know that the end result is going to be awesome and will allow me to build up new thing on top of the new shining architecture...
I love having visions and end up materializing them!
(02-14-2023, 04:02 PM)lano1106 Wrote: [ -> ]Cycle 4, stage 2, day 14:
I am feeling a lot of stress and tension in my body up to the point of having headaches. I am feeling weird almost as if I was starting a depression...
I wonder if this is subconscious resistance to UMS that makes me feel that way... It is weird. I would need to look back into this journal but if I recall correctly, in the past cycles, I was feeling resistance during the 3rd stage and the second stage was smooth... Something has changed if it is now stage 2 that makes me feel this way...
I'm having the same experience. I believe it's because UMSv2 has dealt with the "easy" stuff. Now it's getting to the core. I suspect things are about to get interesting.
thx nomad for chiming in. I appreciate to know that other users can relate to my experience!
Cycle 4, stage 2, day 15:
I got a burst of energy this morning which did boost my productivity.... However, at the same time new glitches did appear which kinda have nullified the productivity boost.
I never stop to be amazed about how deep the rabbit hole can be concerning all the little annoying unexpected situations that a trading client can encounter...
I still have hope that at some point, I am going to see things stabilize but it seems like markets always find ways to make my client do silly things. When I patch the discovered loopholes, others are discovered.
It feels like a nightmare where you are playing a never ending whack-a-mole from hell game...
If I summarize my day. I did move forward a bit the new dev... and the rest of the day has been for fixing bugs...
Cycle 4, stage 2, day 22:
Since last entry, luck did hit again by providing all the right conditions necessary for me to uncover some serious glitches...
Earlier today, I have finally completed my big refactoring task which was a prerequisite to something that I wanted to do about a month ago... This is very satisfying to have materialized the vision that I had roughly a month ago!
It has been running for 1-2 hours so far... The result is not on par with my expectations. I was thinking that this was the missing piece for a major breakthrough but this is not what I have experienced so far... Perhaps I am a bit impatient... perhaps the markets are more quiet than usual and this is happening exactly at the same time that I have put online the latest version...
Maybe the system needs some time to be primed and give the expected results...
I'll wait until tomorrow for a definitive evaluation of the success of the operation but I am feeling a bit depressed because I was putting a lot of hope on this new thing...
Nothing is all bad... Before the last improvement, this new strategy is trading several times per day and has a 99.9% profit success rate. So this is something that I can build on top of... I have been testing this strategy with basically very small amounts... Maybe it is time to take more risk...
I'll need to sit down and calculate the required budget to get a decent minimum income that I can live with... I have enough confidence in the system capability to do something like that...
Cycle 4, stage 2, day 23:
this morning, I have started to see my new improvements code in action and it has been very rewarding to work as designed and generate profit that would not have been possible without it...
I felt like shit yesterday due to the lack of results and the shortcoming vs the expectation... but this morning I am starting to the the glass of water half full again...
The new goal is to improve my reporting subsystem to have a better insight on the market and system performance and also have a clear picture of what would be possible with a bigger trading budget...
Once I have this data in hand, I'll be ready for the scale up move...
Update:
minimum trading volumes have been adjusted and mostly been reduced... It may be the preclude to my fee free trading technology come back....
If it is the case, it is going to be ching-ching big time...
Cycle 4, stage 3, day 1:
This morning after my first stage 3 session listening, I woke up with some mild anxiety... The realization that despite I am progressing toward success, the progress is too slow...
Adding on top of that realization it is the fact that my system did generate zero trade since yesterday night...
This is something on my todo list... I need to record daily exchange trade volume to see if I can detect any pattern... It is kinda known that end of months are more volatile than their beginning simply because some big traders have to close their positions at the end of each month but I have never sat down to look at data and see it with my own eyes...
I suspect that this is normal for the first day of a month to be a quiet trading session...
Cycle 4, stage 3, day 2:
I am feeling tired and a bit unmotivated today... I wonder if it is resistance against stage 3 that is kicking in...
Cycle 4, stage 3, day 5:
I woke up tired with the feeling that my mind is in a mist. Definitely, stage 3 is stirring some stuff...
A significant change at my main exchange might bring in some important changes in my system performance is planned to happen in 2 days.
They are moving their servers in a new datacenter. A datacenter that is better located and will offer much better connectivity and thus significantly reduce the gap in reaction time between big traders having a direct connection vs those who must go through CloudFlare.
I am currently working on adding a new feature in my system. It is not a very complicated feature to add but it is affecting a very good chunk of the whole code base. At least every core components are. This is forcing me to review a lot of code and several inefficiencies have been spotted and corrected. So as an added bonus on top of having a new feature to use, my system efficiency is going to be enhanced!
Cycle 4, stage 3, day 9:
I am feeling annoyed today. In the last 2 days, various bugs did show up and took essentially all my time to make the system resilient to those new issues.
The end result is definitely that my system has become more robust but I am still annoyed because this is not what I was planning to work on...
there is so much happening at the same time that I kinda even feel a little bit overwhelmed...