Building an algo trading system tAkes forever. If anyone is gonna try this - imo - start with like a single file python script that does exactly what you want. It’s the abstraction/generalization that’s costing so much time.
So a few weeks after going full time - I stopped trading.
Why? Because @steen_steen01 trades. She executes better than I ever could...which leaves me to be able to work on data pipelines, modeling, backtesting, and automation.
In a drawdown now - the oil names were tough and my system didn't adapt well. Figuring out how to reduce risk so I have enough time to adapt and don't blow up :)
How it started and how it ended. I was down 10.5k realized right at the beginning and hit ENSV way too early. Stayed calm, waited for entry, made back most of loss. I'm exhaused.
My own rules, my own trades. Long and short, relatively high frequency. Appreciate @KrisVerma88 for showing me this can be done and giving me an example to follow.