10-04-2022, 04:19 PM
Cycle 3, stage 3, day 4:
activity is a bit sporadic with long dead periods.
This morning while I was reviewing the activity of yesterday session, I have spotted a big bug that appears to not have so much impact except nullifying one of the condition to launch into a MM trade. Fixing this bug did make my system to stop being trigger happy. I did polish few more spots of the feature.
It appears that the feature is finally stable. I just need to tweak some more various knobs to find the optimal settings but this is a very long iterative process. I can review the output once per day.
The odd thing is that now that I am focusing on this new strategy, the original arbitrage strategy almost don't generate almost trading anymore... This is not what was intended. I was hoping that the new trading strategy would add trades over the top of the ones from the original strategy. Not replace it.
that being said, I can start doing something else in between the occasional review. I have this new idea on how I could improve my execution engine but I am going to write down this idea to work on it later as if the system does not trade much, there is no much gain to get from improving its execution.
I'll return to migrating my system to a second exchange as I said I would do few days ago.
activity is a bit sporadic with long dead periods.
This morning while I was reviewing the activity of yesterday session, I have spotted a big bug that appears to not have so much impact except nullifying one of the condition to launch into a MM trade. Fixing this bug did make my system to stop being trigger happy. I did polish few more spots of the feature.
It appears that the feature is finally stable. I just need to tweak some more various knobs to find the optimal settings but this is a very long iterative process. I can review the output once per day.
The odd thing is that now that I am focusing on this new strategy, the original arbitrage strategy almost don't generate almost trading anymore... This is not what was intended. I was hoping that the new trading strategy would add trades over the top of the ones from the original strategy. Not replace it.
that being said, I can start doing something else in between the occasional review. I have this new idea on how I could improve my execution engine but I am going to write down this idea to work on it later as if the system does not trade much, there is no much gain to get from improving its execution.
I'll return to migrating my system to a second exchange as I said I would do few days ago.
