I'm getting wrecked, I'm getting wrecked
The U.S. stock market was way too volatile at today's open $SNDK . The volume-trading bot only generated 15K in volume, and slippage cost me $7.
I added a volatility brake to the script: if the average per-minute trading range over the last 5 minutes exceeds 10.0 bp, it pauses opening new positions.
The U.S. stock market was way too volatile at today's open $SNDK . The volume-trading bot only generated 15K in volume, and slippage cost me $7.
I added a volatility brake to the script: if the average per-minute trading range over the last 5 minutes exceeds 10.0 bp, it pauses opening new positions.
