Cycle #6, day 5:
I am done with my engine testing program. I haven't been able to reproduce the weird problem that I have seen back in June that I couldn't solve back then because of insufficient info.
It seems like I have fixed the issue after having observed different manifestations of the same problem.
Having completed this task is removing a big burden from my shoulders. This completion is marking the return to fun and important stuff that I did put on hold to do the testing program.
In terms of trading, since yesterday morning, there has been no trading at all. There has been few false starts. If the system cannot buy the first book entry of a trade plan with a MARKET order because it doesn't stay there long enough for me to grab it (ie: less than 150ms), this abort the execution of the whole trade plan. I start to notice a recurring pattern in the trading that my system is doing. Very often trading happens very late in the evening and in the middle of the night which must correspond to the opening of the Asian and European markets.
Another pattern that I have discovered it is that very often, the day after having gone to the gym, I'm waking up very tired the morning after. This is what did happen today. I'm starting to feel better. I guess that I could have gone to the gym this afternoon but I felt something sore in my right arm and my guts are telling me to rest my arm at least today to not transform this mild pain into a more serious injury.
This energy pattern associated with my workout is probably not a permanent state but this is how it felt this week and maybe last week too.
Update:
I did pursue the execution engine refactoring by encapsulating an extra 314 lines of code into a small utility classes. More to come!
I am done with my engine testing program. I haven't been able to reproduce the weird problem that I have seen back in June that I couldn't solve back then because of insufficient info.
It seems like I have fixed the issue after having observed different manifestations of the same problem.
Having completed this task is removing a big burden from my shoulders. This completion is marking the return to fun and important stuff that I did put on hold to do the testing program.
In terms of trading, since yesterday morning, there has been no trading at all. There has been few false starts. If the system cannot buy the first book entry of a trade plan with a MARKET order because it doesn't stay there long enough for me to grab it (ie: less than 150ms), this abort the execution of the whole trade plan. I start to notice a recurring pattern in the trading that my system is doing. Very often trading happens very late in the evening and in the middle of the night which must correspond to the opening of the Asian and European markets.
Another pattern that I have discovered it is that very often, the day after having gone to the gym, I'm waking up very tired the morning after. This is what did happen today. I'm starting to feel better. I guess that I could have gone to the gym this afternoon but I felt something sore in my right arm and my guts are telling me to rest my arm at least today to not transform this mild pain into a more serious injury.
This energy pattern associated with my workout is probably not a permanent state but this is how it felt this week and maybe last week too.
Update:
I did pursue the execution engine refactoring by encapsulating an extra 314 lines of code into a small utility classes. More to come!
