Stage 1, day 26:
I spent almost the last week tweak the system parameters. The system behavior did oscillate between oversensitive to totally nonreactive...
It is very frustrating state of things but I feel like I'm getting close to break the dam wall...
I was thinking putting aside the trend following strategy aside to explore a simpler arbitrage strategy... but I cannot let go the trend following system as I keep having new ideas to have it work...
What it took me some time to realize (and really integrate) is that market conditions widely changes and parameters tweaking that would work well yesterday may miserably fail today or tomorrow... You have clearly trending markets, you have quiet, low volume flat market and you have widely oscillating market that goes nowhere in a tight channel. It is the latter that cause me the most trouble and frustration. It is one thing to observe some quality by looking at a graph. It is quite another to detect the pattern computationally... but I'm slowly getting there...
Right now I'm only simulating the BTC/USD market... The dream is once, I have a working system, even if it generates pennies. It is not harder to trade on the 130+ available trading assets. Therefore, it is the multiplying capability that the machine is offering that is simply not possible for a human.
I spent almost the last week tweak the system parameters. The system behavior did oscillate between oversensitive to totally nonreactive...
It is very frustrating state of things but I feel like I'm getting close to break the dam wall...
I was thinking putting aside the trend following strategy aside to explore a simpler arbitrage strategy... but I cannot let go the trend following system as I keep having new ideas to have it work...
What it took me some time to realize (and really integrate) is that market conditions widely changes and parameters tweaking that would work well yesterday may miserably fail today or tomorrow... You have clearly trending markets, you have quiet, low volume flat market and you have widely oscillating market that goes nowhere in a tight channel. It is the latter that cause me the most trouble and frustration. It is one thing to observe some quality by looking at a graph. It is quite another to detect the pattern computationally... but I'm slowly getting there...
Right now I'm only simulating the BTC/USD market... The dream is once, I have a working system, even if it generates pennies. It is not harder to trade on the 130+ available trading assets. Therefore, it is the multiplying capability that the machine is offering that is simply not possible for a human.
