ES Journal - 2023/2024

chillibean · Jan 27, 2023

L 4099
only a small one
Just in case it's last chance to get in at 40xx for a while! Limit order at 4125
Going out now. Back on Monday

vanzandt · Jan 27, 2023

vanzandt said:
Sure feels like it should be an up day
4063.25 as I type.

Take the 42 points.

Cessna06P · Jan 27, 2023

short 4107

Bad_Badness · Jan 27, 2023

Done : 9 RT (single lots) for 679.

Algo left alone, did 12 RT for 1840 in single lots, but it was new code, so I did not let it run alone. Risk adjusted of MAE and time in market, 679 was satisfactory performance.

And found one more Realtime-Live only bug.

Cessna06P · Jan 27, 2023

Cessna06P said:
short 4107

out +3

c1rcle · Jan 27, 2023

Bad_Badness said:
Done : 9 RT (single lots) for 679.

Algo left alone, did 11 RT for 1682 in single lots, but it was new code, so I did not let it run alone. Risk adjusted of MAE and time in market, 679 was satisfactory performance.

And found one more Realtime-Live only bug.

You are using new code with cash straight away without running them in simulations first?

Cessna06P · Jan 27, 2023

long 4105.5

Cessna06P · Jan 27, 2023

Cessna06P said:
long 4105.5

out -1.5

Cessna06P · Jan 27, 2023

Well that escalated quickly. Violated one of my rules and it cost me. " when a trade goes in my favor go to BE and wait"

Bad_Badness · Jan 27, 2023

c1rcle said:
You are using new code with cash straight away without running them in simulations first?

That is why I took some of the trades off right away and skipped some.

I ran sim for over 12 months in development, 2 months on this version alone. All the bugs left require live and a broker order interaction. Got tired of guessing what will be a bug and what won't be. Actually, had me introducing (regressions) bugs "fixing" sim.

You cant be sim forever. I' got over a decade of software development experience at ADBE then MSFT. Risk management was my area of expertise.