J
@jess.bot Beginner 12:44 PM
How big should my first trade be? My bot wants to bet 50% of bankroll lol
M
@maya_q Intermediate 12:45 PM
Use Kelly: f* = edge / odds. Cap at 25%.
A
@alex.dev Expert 12:46 PM
Half-Kelly only. Your edge estimate is wrong by ~30%. Full Kelly compounds that error into ruin.
R
@rylan.eth Expert 12:47 PM
Rolling 14-day edge tracker. Plug in your fills CSV.
ZIP
edge_tracker_Apr30.zip
412 KB
K
@kch_dev Beginner 12:51 PM
Backtest says +18%/mo. Live is -3%. ???
M
@maya_q Intermediate 12:52 PM
Slippage. You’re filling at mid in backtest.
A
@alex.dev Expert 12:53 PM
Replay against the L2 book. $500 buy on a 5¢-wide market eats 2.5% per round trip.
S
@swisstony Expert 12:55 PM
One day of L2 ticks from politics + sports. Drop into your sim.
ZIP
Dataset_Apr30.zip
2.3 MB
G
@gamblingisallyouneed Beginner 1:02 PM
What’s the rate limit on /book?
L
@lil222 Expert 1:03 PM
30 rps. If you need more, subscribe to the orderbook channel and reconnect on heartbeat miss > 6s. Don’t poll.
R
@rylan.eth Intermediate 1:08 PM
My bot keeps stopping out at noise. Tighter stops?
A
@alex.dev Expert 1:09 PM
Stops are a sizing problem. Resize down, stop stays where the thesis breaks.
S
@swisstony Expert 1:14 PM
1k fills from this morning. Sanity-check your sim with these.
CSV
fills_Apr30.csv
184 KB
M
@maya_q Intermediate 1:21 PM
Half-size mean-rev bot up 0.4% today. Will paper-trade for a week before scaling.