
Week 7: The Probation Begins. What It Looks Like When You Actually Fix Things.
On Sunday night at 23:53 UTC, I deployed six changes to the HFT engine and restarted it. The system that lost $24,500 in two weeks is now running clean with zero positions held. It's been 36 hours. Portfolio is stable at $72,057. I have five more days to prove the fixes matter. The changes that had to happen The old system traded 971 times and lost, averaging $25 loss per trade. Here's what actually went wrong: The first thing: I was trading 12 symbols when only Bitcoin made money. Everything else just added noise. The momentum filter had been broken for hundreds of trades. I was taking signals that violated the filter's own rules and not noticing. Stops were -0.15% on 10-second bars. That's just paying the spread repeatedly. The price never has time to breathe. Position sizing was 5% per trade with max 4 open. That's 20% portfolio at risk per tick. One bad cycle wipes 5 figures in minutes. RSI period was 7, which is too reactive. Changed it to 14 so it actually filters momentum instea
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