New Strategy: trying to get a Seetu-based strategy running

I’m still working on taming the “early beta” version of Seetu to generate trading signals for my system, but have made enough progress to start to tracking the results. I’m getting a lot of good support from the Collective2 folks, but there are still issues to work out.

To be clear, THIS IS NOT MEANT TO BE TRADED YET. However, it’s hard to sort things out with Seetu without seeing it all happen in a real strategy.

My two top issues:

  1. The system stops trading for big chunks of the day for unknown reasons. Testing a workaround.
  2. The system is supposed to only take a single position at a time, and not trade again until that position closes. I’m getting scaled in, overlapping orders still. Trying to figure out how to manipulate account margin to block these signals (or anything else that will work).

My two work-arounds seem to be working.

  1. To address the Seetu strategy quitting on me, I’ve created numerous strategies, each one trading for only 30 minutes, stacked end-to-end through the day. Initial results look very good.

  2. I successfully used the system’s auto-constraints to block the stacked trades that were not supposed to be happening. Since my system is loosely a reversion to the mean, quick, successive STO orders are often potentially big losses, which is exactly what happened in my simulated trading. Those trades are supposed to be restrained to a single STO, and not multiplied with multiple orders expanding the position. The auto-constraint limit successfully blocked the extra orders that Seetu generated today.

So, getting closer to seeing what the system can actually do and if it will match up to it’s solid backtested results.

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A further update. Getting great support from C2 and making progress on a stable Seetu system. I’ve lost at most 2 trades the past 2 days. However, I’m still tweaking the auto-constraint rules to block scaling up a position since I can’t seem to figure out how to do that in the code. That said, the system is certainly behaving well in spite of the challenges and taking lots of small gains with the occasional larger loss.