Cycle 3, stage 3, day 24:
The 3rd trading strategy that was supposed to be trivial to implement is not.
The concept in essence is trivial but a simple detail got severe ripple effects that did force me to engage in a heavy refactoring effort.
While I am busy changing the code to accommodate the new strategy needs, the initial opportunity that I saw that did trigger the creation of this new strategy is almost all gone.
I reframe this whole situation that could look like a waste of time on the surface as an opportunity make my trading framework even more flexible and powerful in what it can do...
Something interesting is that my second strategy, the market making one is starting to stabilize and starts to become profitable more and more often as I refine it from the feedback that I receive by letting it run... It has been a while that I did not update the server with the latest tweaks. I used to update it daily but I have withheld the server upgrade until I complete the third strategy that is only few hours away from completion for at least the last 5 days...
Finally, one of the last arb trade that my system did last week did result in the trade been stuck in some intermediary asset. This has been another very extraordinary sequence of improbable events that did trigger this situation. This is again another luck manifestation allowing to discover another small shortcoming of my code...
So all in all, I do not know exactly how to summarize this current stage 3 run that is close to end.... It seems like several things are happening at the same time and that they will all unblock at the same time... I am just not sure yet if something big is going to happen as a result....
The 3rd trading strategy that was supposed to be trivial to implement is not.
The concept in essence is trivial but a simple detail got severe ripple effects that did force me to engage in a heavy refactoring effort.
While I am busy changing the code to accommodate the new strategy needs, the initial opportunity that I saw that did trigger the creation of this new strategy is almost all gone.
I reframe this whole situation that could look like a waste of time on the surface as an opportunity make my trading framework even more flexible and powerful in what it can do...
Something interesting is that my second strategy, the market making one is starting to stabilize and starts to become profitable more and more often as I refine it from the feedback that I receive by letting it run... It has been a while that I did not update the server with the latest tweaks. I used to update it daily but I have withheld the server upgrade until I complete the third strategy that is only few hours away from completion for at least the last 5 days...
Finally, one of the last arb trade that my system did last week did result in the trade been stuck in some intermediary asset. This has been another very extraordinary sequence of improbable events that did trigger this situation. This is again another luck manifestation allowing to discover another small shortcoming of my code...
So all in all, I do not know exactly how to summarize this current stage 3 run that is close to end.... It seems like several things are happening at the same time and that they will all unblock at the same time... I am just not sure yet if something big is going to happen as a result....
