The market was down. The yen crosses took a dive. Everyone is getting antsy about stocks, news reports, and the month of September. OMG, the risk! My robot snoozed for much of the day and had little chance to earn anything useful.
However, amidst all the whining I have to realize that being up about 4.5% for the week isn't so bad.
Regardless, I did tweak things a tiny amount. Basically, the idea is to keep the robot trading for a while longer during downturns. This can be done by shaving a little bit off of positions and forcing a little bit more space between trades.
It seems like a good trade-off. Earn a small fraction less during good days but enable more trading on poorer days. If things don't work out it will be very easy to reverse these minor tweaks.
I also created a new robot this evening. Of course, it's based on the current system, but somewhat simplified. It's running on it's own sub-account with a tiny amount of capital. So, rather than attempting major adjustments on something that is already proven, I'll once again get into an A/B situation and see if there is a clear winner between the two.
On another note, I'm wondering how simple a robot can be and still be effective. Something to ponder as I drift off this evening.
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