Time Travelling Game

AutraSense Review and Adjustment

Monitoring and adjust AI - Machine Learning based trading system, is like a time travelling game.

At certain point of time, you feel something going wrong, and the system jumped into an unexpected universe As a designer, I have to think hard and remember what has been done in the past,  reset the configurations , actions being taken and try to bring it back to right track again. 

That's the difficulty and attractiveness of running a machine learning trading system. Backward testing, historical data test does not work. As trading model will be effectively adapt the data and find the perfect path from past. But that path might not lead to same result in the future.  That's the reason, i feel bit shame to share my historical trading performance, through backward testing, using machine learning model, no matter 3 months or 10 years. It just too good to be true. 

As we we don't have the way to jump to the future to check the real result. What we can do is just be patient, wait and observe.  Sometime, have to reset the clock, move all the configuration, code improvement, new trading objectives, etc back to couple weeks before. At that time, the system still is running so well, everything is beautiful. And we have to find a new path. 

That's the problem i am facing. My AutraSense system has been in downstream for two weeks now. Something must be wrong.  I can remember, in the last two weeks, i add in new optimization logic, increase the trading objects to 8 (a kind of stress test) and try to prove my trading method can be working for every object i want to trade. And i also improve the automation logic of collecting data from market, which i can recognize some minor bug now, which could lead to the different kind of data being used for modeling, compare with couple weeks ago. 

I will reset the time machine back to couple weeks ago. And see whether the path will be changed. And same time, i will also look at the index business, combining with AutraSense. A buy /liquidity strategy with some key EFT, like SP500, or UK100, could be less challenging, comparing with making buy/sell and close decision at every hour. 

I enjoy the time travelling experience through trading and let's see what's will happen in the near future.