Support Board
Date/Time: Tue, 26 Nov 2024 11:25:50 +0000
Post From: Replay is skipping days?
| [2023-12-05 17:48:45] |
| j4ytr4der_ - Posts: 938 |
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Yeah SCE already made it a user discussion so... maybe it will get more useful stuff over time. Good points about the logs, I actually normally do have them all closed during replay and have only had them up recently while troubleshooting these issues. Definitely for raw speed though, closing them all can make a massive difference. I haven't been disabling the message log though, good idea there. As for your experience... actually I think more people need to hear exactly that kind of thing. Automated trading is (in my opinion anyway) not something that will ever be purely "set & forget" where you have a "strategy" you can just run forever. I see it as a constant "job" of identifying potential edges, validating them, deploying them small to prove out the validation (backtest) in live markets, then running them for as long as they're working, while you find the next edge(s). Treat them like a portfolio of sorts, always have a dozen or so at your disposal, and continuously drop the poorest performer and replace with something new/better. Even better if when an edge stops working you can define what changed... because maybe now you know the right conditions for that edge. I think too many people see automated trading as some magic cure to their trading ills, and so they do want to give up when like you said, they can't find anything that just works forever in backtest. I don't think there is any such thing, so I'm not even looking for it. A variety of real edges, in a variety of markets, trading small, taking minimal risk and distributing it. That's my aim anyway. =) Good conversation, appreciate your input! |