rm_engine
Usage
Roadmap
size command
Goal
want to be able to quickly get correct size I need to use when opening a trade on a given ticker, based on expected volatility (in future based on pattern and my trading history with it too, but that's later).
Args
- coin (exchange doesn't matter, and we ignore liquidity for now, so neither does pair)
- --sl | -s % away: convert to exact price, print it (small reduction to possible human error) OR exact: print back % away (also to reduce possible human error) OR None: assume 20%
Steps
-
get total balance (today means bybit and binance, all margins (sapi and fapi))
-
get coin's price
-
risk est, mul the with default % of depo Large, requires a
Plan
-
0.1: random criterion based on time it took to go same distance last time.
-
1.0:
- make a formula to quantify indirectional-vol
- take entries from 3x back from the distance it last took to go the SL length
- Exponentially weigh them, feed into da formula
- trial and error the answer. Get any starting point, use the thing to trade, adjust as the intuition of this develops
Optimisations
- make all requests in one bunch, then after one comes through, check if we still need to await the rest.
Problems
- could have existing, correlatory with target, positions (ignore for now)
Blockers
- way of quantifying indirectional volatility