Discretionary trading (aka trading on intuition) is what I’m doing at the moment, trading the ETH/BTC pair, short only. I can’t borrow and trade on Binance, but I can borrow elsewhere (AAVE), transfer to Binance, then trade it for BTC, so effectively a short even though Binance does not allow me to margin trade completely on Binance. I’m only trading a small amount, basically paper trading except that I am using a small amount rather than ‘fake’ coins. I’ll see what results I get in six to twelve months. Ernie Chan says anything less than that is not a meaningful test of a strategy.
I do check the XGBoost predictions from time to time, but there’s a bit of a disconnect between the predictions and my intuition. I’ll work on refining the signals when I get a bit more time. At the moment I’m taking a break from machine learning. A while ago I mentioned implementing a neural network that uses LSTM, and that’s certainly on my todo list. Preparing to move house is taking time and energy at the moment. PLus I’m getting out and getting some exercise, rather than sitting at the computer all day.