[18455: Sat 21-05-01 02:16] 0.30 +0.18 2/0 (0.834370) [MATICUSDT::L36084] Reverse 10@0.833370: +0.17 at 02:16:00 [MATICUSDT::S45585] Short 10@0.833369 Risk 0 t at 02:16:00
[18456: Sat 21-05-01 02:17] 0.27 -0.0131 2/1 (0.833850)
Quote
[18455: Sat 21-05-01 02:16] 0.30 +0.18 2/0 (0.834370) [MATICUSDT::L36084] Reverse 10@0.834370: +0.18 at 02:16:00 [MATICUSDT::S45585] Short 10@0.834370 Risk 0 t at 02:16:00
[18456: Sat 21-05-01 02:17] 0.29 -0.0031 2/1 (0.833850)
well... the algo seems to be working same
so that's the good news
with `Slippage = 0` - results are same and the mystery is solved
probably some cheese got moved with the introduction of `Penalty` parameter
in fact - 2.44 version indeed looks bit more suspicious. ~ price falls from 100 @ minute1 to 50 @ minute2, yet reversal in between happens at price 25. surely realistic and possible yet unknown how Zorro comes up with that
