MAG is finally ready to deploy and it seems stupidly accurate given how poorly the last generation of tetsuo performed. We won’t really know until its been deployed for a while and has been running daily reports to check against, and even that’s just an indicator until we’re actually placing trades.
I’m almost giddy but I’m too tired to be giddy. This was a long haul. Unfortunately, the kinds of numbers I’m seeing make me eager to rush deployment, and, that’s kinda how projects like these go abend.
I need to polish it up a little and clean it up, orient its interface, that kind of thing. Make sure it’s waiting on SIG. I also want to introduce a mode that will detect symbols in the SIG report for that run that are not configured for MAG to allow it to go ahead and configure those before forecasting.
I did have to increase the training data from 80 days to 300 days though. I found some issue minor issues with TDM that I’ll want to clean up but they’re not in the way, just post-deployment clean up so it all runs itself after I finally get it all polished. I’m expecting to rebuild each component a piece at a time for quality anyway now that this second generation of tetsuo is nearing completion and actual trading. It’s a whole platform at this point. Then I’m going to want to introduce reporting etc.
90 days at the kinds of numbers I’m seeing, if they’re right, and I can retire. That’s motivation to complete before the market shifts.
Even if you had perfect numbers it wouldn’t matter if the market tanks or shifts regimes, you’d still lose as much as you made with every type of system like this unless you have a building full of analysts crunching numbers, which I’ll never want to have. Plus, this is automated trading on a VPS that’s only trading once a day. Nobody’s ever made money doing it, and that’s why, so, if it does, the potential profit is unknown. So I want to get it up and plugged in while the numbers look juicy. It might even work in a market recession. The math is smarter with this rebuild.
I will divide the sun with a broken sword.