Lapsa's very own thread

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Re: Lapsa's very own thread [Re: Lapsa] #485704 04/16/22 09:15 04/16/22 09:15
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Quote Max loss streak 9 same as on backtest for almost a year ridiculously stupid price action this week goes nowhere, just hunts the stop losses

Re: Lapsa's very own thread [Re: Lapsa] #485706 04/16/22 10:06 04/16/22 10:06
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	well... there's one obvious low hanging fruit Zorro occasionally becomes unresponsive for causes unknown (e.g. for 10-20 minutes per day once or twice) turned on full blown logging

Re: Lapsa's very own thread [Re: Lapsa] #485712 04/16/22 16:31 04/16/22 16:31
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Max loss streak 11

Re: Lapsa's very own thread [Re: Lapsa] #485713 04/16/22 16:36 04/16/22 16:36
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Quote Account BrokerAccount: HTTP: https://fapi.binance.com/fapi/v2/balance?recvWindow=10000000&timestamp=1650126319685&signature=yadayada,(null),X-MBX-APIKEY: yadayada: 1 481.444809 ms 2022-04-16 16:25:20 1.37010 Messages UTC 44667.68426 (04-16 16:25:20) 1481 / 60 = 24.6 (minutes I think) TODO: decrease recvWindow to 3000 or something Last edited by Lapsa; 04/16/22 16:37.

Re: Lapsa's very own thread [Re: Lapsa] #485714 04/16/22 17:20 04/16/22 17:20
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	easier said than done. might end up asking support if that's even possible but first - checking out mioxtw`s plugin (same algo but w/ trade enters commented out) at least it recognizes SET_DIAGNOSTICS setting (sort of?)

Re: Lapsa's very own thread [Re: Lapsa] #485715 04/16/22 17:49 04/16/22 17:49
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	nope... it doesn't update balance. I need that

Re: Lapsa's very own thread [Re: Lapsa] #485717 04/16/22 18:06 04/16/22 18:06
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	kay... original plugin + `brokerCommand(SET_DELAY, 150)` lets see how that one goes

Re: Lapsa's very own thread [Re: Lapsa] #485718 04/16/22 21:54 04/16/22 21:54
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	fail analysis.... that's really just 1.5 seconds I don't know what's going on.... now it went 3-4 hours smooth again "Not responding" yet logs seem fine

Re: Lapsa's very own thread [Re: Lapsa] #485720 04/17/22 13:01 04/17/22 13:01
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Quote !Re-launching socket (scheduled)... HTTP: https://fapi.binance.com/fapi/v1/exchangeInfo,(null),(null) HTTP: https://fapi.binance.com/fapi/v1/listenKey?recvWindow=10000000&timestamp=1650199698388&signature=REDACTED,#POST,X-MBX-APIKEY: REDACTED !Connecting to websocket... !Websocket connected. !Restoring subscriptions... !Done.: 2022-04-17 12:11:47: 2 2193417.381810 ms UpdatePrices BrokerAsset MATICUSDT 0 => 1 (1.3759 0.138775 ms) 5 HandleTrades Handle: 26610020 2 BrokerTrade 2: -999997 0.006247 ms (0.0000 0.0000 0.0000 => $0.00) limits stop tick - ok TradeValue Account BrokerAccount: HTTP: https://fapi.binance.com/fapi/v2/balance?recvWindow=10000000&timestamp=1650199700838&signature=REDACTED,(null),X-MBX-APIKEY: REDACTED: 1 487.828441 ms 2022-04-17 12:11:47 1.37330 Messages UTC 44668.53358 (04-17 12:48:22) BrokerTime: 2022-04-17 12:48:22: 2 3.728173 ms Server 44668.53358 current 44668.53358 next 44668.50833 bar 0 BrokerAsset MATICUSDT 0 => 1 (1.3760 0.144129 ms) Gaps - ok Msg: [§s§s§s§s] Msg: §s §s §i/§i Msg: §s/§s\§s/§s Msg: -§s 37 minutes here and there - sure not gonna affect anything, right?

Re: Lapsa's very own thread [Re: Lapsa] #485814 04/24/22 09:37 04/24/22 09:37
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Quote Monte Carlo Analysis... Median AR 1514% Win 279$ MI 23.72$ DD 3.90$ Capital 18.52$ Trades 3181 Win 60.7% Avg +87.8p Bars 138 AR 1537% PF 1.90 SR 11.24 UI 0% R2 0.20

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