Ventures of an indie game developer

Scrapping my approach

I realized that half of my trading bot is worthless. It's not a huge surprise, as I went in to this with a brute force, try anything simple approach. Here's approximately how I've spent my dev time:

So half of the code is shit. It may or may not make a profit, it matters not.

Initially I just waved off the technical analysis concept; as usual for me I wanted to try from the ground up first. Now I have. That didn't work, but I found that technical analysis definitely will. From hereon have four options:
  1. Rewrite the core analysis and time-of-day trade bits.
  2. Same as 1, but also use numpy and pandas for the data processing, resampling, etc.
  3. Total rewrite, with a pinch of copy-paste.
  4. Total write and change of technology, using neural nets for the analysis.
I've spent six months on it, but the question now is not if I've wasted X time, but how I want to organize it to support my Y time left in life. The choice can be only one. Three, I mean.

3. Total rewrite

I have no doubt it can be done extremely well with a neural net, but I'm not knowledgeable enough and the learning curve is steep, plus I'm slightly biased against it for debuggability reasons.

It will take me a month to get a prototype running, which means two calendar months. But then only a couple of days to bug fix, tweak and put in production. I'm absolutely confident this will work, and the yield will be great again. Absolutely terrific! A yield like the world has never seen before. Amazing.

About the author

Mitt foto
Gothenburg, Sweden