dca494 trader's profile
姓名 | dca494 |
個人簡歷:
W/A Capital
交易風格:
Automated
格言:
It is what it is
資深 | 1-3年 |
位置 |
擔保人 | 0 |
已註冊 | Nov 23, 2022 at 18:21 |
被封鎖的用戶 | 0 |
在dca494 feed中
Apr 04, 2023 at 01:36
在dca494 feed中
Apr 02, 2023 at 20:02
在dca494 feed中
Mar 24, 2023 at 18:06
在dca494 feed中
Mar 22, 2023 at 21:03
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APR 03: Ran some numbers and locked in the settings for beta testing in April. Ignore today's PnL, session was used to measure dynamic response time / settings.
April = beta testing month. Optimized risk and strategies from the data collected in March, should perform much better no matter the market conditions now.
MAR 24: Max daily loss now auto sets terminal to inactive for the remainder of the day.
MAR 22: Migration to Dallas Carrier-1 complete. 17ms average improvement on passthrough within the US and ~60ms total improvement on execution end-to-end (New York > US execution and data chain > London).
MAR 18: Tightened up risk going forward, adaptive to changes in volatility. Small changes to the strategies to make them more reactive and filter out chop zones. VPS migration planned for next week. Equinix SE3 > Dallas Carrier-1.
MAR 06: Tightened risk rules, S/L
MAR '23: New feature where the algo can now pick between two different strategies depending on market conditions. It's possible that both strategies will run at the same time. Switched VPS server location from LD4 London to SE2 Seattle. Migrating to Dallas at the end of the month to optimize latency by ~10-12 ms.
MAR 03: Small changes to how volatility is handled in different markets, most notably behavior during trending markets (grinding markets). Expected outcome is that the number of executed trades during grinding / choppy markets declines by 40-50% while PnL doubles due to fewer losses taken.