Stage 6, day 28:
Since last entry, I did not move much the project. Friday, it was a family day at the beach. Saturday, there was a birthday in the family that pretty much took the whole day off. during the day and during the birthday dinner, I drank much more alcohol than usual. This could explain why yesterday I was feeling tired and energyless during the whole day. I did sneeze a lot. Put those 2 symptoms together, it is either the alcohol and strong allergies mixed together or I caught a cold from my social interactions Saturday.
Nonetheless. I fix 2 glitches in the client. I need to wait for some trading occurring to see if the fixes did work. I did a very minor but easy to fix bug in the SQL code.
Beyond those not that important tasks. I did tackle 2 major issues.
1. I need insight about why trading has dried up so much. It is either market conditions, more competitions. A bigger player paying smaller trading fees than me having a similar strategy will always take the opportunities before they even appear on my radar. One last option to explain this problem, something has changed in my code. Actually, a very important factor did change. I have few MAs to provide some rough trend indicators, I did gradually increase their periods over the weeks so that they give me better indication inside the time horizon that I'm working in. Since trends play a role in the trade opportunity detection, changing those parameters may be behind what I'm seeing today.
I have added some logs in my code to have a better understanding of this issue. Bottom line, I'll probably need to increase the taken risks to have a chance to play.
For example, I have installed those logs in the server just before starting to write this entry. As I write, I keep a window open where I can monitor the logs, the best detected opportunity so far is in negative territory. My plan value calculation assume taker fees which is a bit inaccurate. During execution, with a favorable trend, I'll get the lower maker fee. I'll need to account for those for a more accurate plan value calculation. But even then, I may need to enter into a plan that is currently in negative territory by betting that during execution with trends moving in the right directions, it becomes positive. That is the type of refinement that my system will probably need...
2. Finally, I have undertaken the task to refactor the execution engine. This is a major and delicate task (maybe this explains why I have postponed doing it until now!) but so many possibilities will be unlocked by completing this. For one, it will improve its maintainability by breaking it into smaller building blocks. This will allow me to unit test parts of the engine to finally fix the 2 elusive bugs that I have seen happening for which I have no clue what are causing them and also, I have features in my todo list that are dependent on the engine refactoring.
Update: It seems like the Heisenberg uncertainty principle is going on in my investigation. As soon as I started to monitor the detected but rejected trading opportunities. 2 nice ones did show up since...
Since last entry, I did not move much the project. Friday, it was a family day at the beach. Saturday, there was a birthday in the family that pretty much took the whole day off. during the day and during the birthday dinner, I drank much more alcohol than usual. This could explain why yesterday I was feeling tired and energyless during the whole day. I did sneeze a lot. Put those 2 symptoms together, it is either the alcohol and strong allergies mixed together or I caught a cold from my social interactions Saturday.
Nonetheless. I fix 2 glitches in the client. I need to wait for some trading occurring to see if the fixes did work. I did a very minor but easy to fix bug in the SQL code.
Beyond those not that important tasks. I did tackle 2 major issues.
1. I need insight about why trading has dried up so much. It is either market conditions, more competitions. A bigger player paying smaller trading fees than me having a similar strategy will always take the opportunities before they even appear on my radar. One last option to explain this problem, something has changed in my code. Actually, a very important factor did change. I have few MAs to provide some rough trend indicators, I did gradually increase their periods over the weeks so that they give me better indication inside the time horizon that I'm working in. Since trends play a role in the trade opportunity detection, changing those parameters may be behind what I'm seeing today.
I have added some logs in my code to have a better understanding of this issue. Bottom line, I'll probably need to increase the taken risks to have a chance to play.
For example, I have installed those logs in the server just before starting to write this entry. As I write, I keep a window open where I can monitor the logs, the best detected opportunity so far is in negative territory. My plan value calculation assume taker fees which is a bit inaccurate. During execution, with a favorable trend, I'll get the lower maker fee. I'll need to account for those for a more accurate plan value calculation. But even then, I may need to enter into a plan that is currently in negative territory by betting that during execution with trends moving in the right directions, it becomes positive. That is the type of refinement that my system will probably need...
2. Finally, I have undertaken the task to refactor the execution engine. This is a major and delicate task (maybe this explains why I have postponed doing it until now!) but so many possibilities will be unlocked by completing this. For one, it will improve its maintainability by breaking it into smaller building blocks. This will allow me to unit test parts of the engine to finally fix the 2 elusive bugs that I have seen happening for which I have no clue what are causing them and also, I have features in my todo list that are dependent on the engine refactoring.
Update: It seems like the Heisenberg uncertainty principle is going on in my investigation. As soon as I started to monitor the detected but rejected trading opportunities. 2 nice ones did show up since...
