During the week I had a few small wins, and a larger loss (8%) that wiped out those wins and brought me back to square one. Almost. So, business as usual. Actually I’m 10 cents down on my initial 100USDT, but close enough.
I still haven’t got the RL model up and running, but I have been tweaking the XGBoost model a bit. I’m also changing my basic trading method, now using trailing stops that should prevent larger losses but will probably mean more smaller losses. I’ve come to hate stops over the years because they always have meant that the price drops to hit my stop, sell me out at a loss, than bounce back up again so I can’t buy back in at the lower price. Has this changed? Probably not but I’ll see I guess.
A few insights are emerging from my explorations. XGBoost has a handy feature to print a chart of which features are most important in its decision making, and it seems recent price movements are the least important. The most important features seem to be the total change and the volatility over the past 90 days. I guess those are showing the overall trend. I’m not sure I need an ML model for that.