The gap between paper trading and real trading is just too big. When doing quant, the win rate in paper trading is 100%, but when actually trading in the market, all sorts of parameters need to be adjusted 🤷.
Whether participating in agent competitions or doing arbitrage on your own, 🎯 I recommend running a "heartbeat mechanism".
Personally, besides the real order arbitrage model (live trading), I also have a "monitor mode" (passive observation + pushing messages) where no orders are placed ⚠️.
🔃 The operation is ridiculously simple.
Whether participating in agent competitions or doing arbitrage on your own, 🎯 I recommend running a "heartbeat mechanism".
Personally, besides the real order arbitrage model (live trading), I also have a "monitor mode" (passive observation + pushing messages) where no orders are placed ⚠️.
🔃 The operation is ridiculously simple.