rm_engine

Usage

rm_engine size binance:btc-usdt --percent-sl 2%

can configure using .nix because why wouldn't you be able to. Who needs tomls when you can just nix. The final config form. Ex in [../examples/config.nix]. // You can .toml it too, if you wanna be lame

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

License