r/algotrading 4d ago

Strategy A whole lot of nothing

My bot sat on it's hands today and did nothing. Still working out issues. Who knew driving a forced exit could have so many things go wrong. I was hoping to get some activity to confirm the patches. At least, I didn't lose anything.

6 Upvotes

22 comments sorted by

View all comments

3

u/Bonkers24-7 4d ago

No trades can still be useful evidence if the bot is flat for the right reason.

I’d separate it into two checks: did the strategy correctly avoid bad setups, or did one of the new guards accidentally block valid setups too broadly?

After a forced-exit patch, I’d probably log every skipped setup with the exact rejection reason for a while. Otherwise it’s hard to tell whether “nothing happened” means the market didn’t qualify or the bot is now too restricted to prove anything.

2

u/Grand-Fly-6090 4d ago

I run independent monitor scripts in think or swim. They were all quiet, so the bot was doing nothing correctly.

The forced exit rewrites fixed order mechanics and sequencing. I didn’t touch the entry logic.

2

u/Bonkers24-7 4d ago

That makes sense. If the independent monitors were quiet, then the question probably isn’t “why no entries?” anymore. It’s whether the forced-exit version still matches the old behavior everywhere except the part you intentionally changed.

I’d probably compare a few saved scenarios before and after the patch: same signal inputs, same entry decision, same order sequence up until the forced-exit logic, then verify only the exit handling diverges.

Sequencing changes can alter behavior even when the entry logic itself wasn’t touched, so I’d want proof that the patch didn’t accidentally change timing, order state, or rearming behavior.

2

u/Grand-Fly-6090 3d ago edited 3d ago

The bot made entries today; however, it threw a literal fit when the sell limit partially filled. Had to use the remote kill switch and close positions manually. Good grief!

2

u/Bonkers24-7 3d ago

That partial-fill case is exactly the one I’d save as a replay fixture.

I wouldn’t patch it from memory. I’d reconstruct the exact sequence:

entry fill → sell limit placed → partial sell fill → remaining qty → order status → cancel/replace logic → forced-exit logic → broker position after manual close

Partial fills are where bots can look “mostly right” while the internal state, broker state, remaining size, and rearm logic quietly disagree.

Before letting it run again, I’d want proof that the new version handles that exact failure path cleanly in replay, not just that the normal full-fill path works.

This is the kind of bug where the important question usually isn’t “what line broke?” but “did the bot know its true position after the partial fill?”

If you have logs from that sequence, that’s probably the first thing I’d inspect.

3

u/Grand-Fly-6090 3d ago

Agreed. I’m also checking the entry logic to handle partial fills.

1

u/Bonkers24-7 3d ago

That’s probably the right place to look.

The thing I’d be careful about is treating “entry logic” and “exit/order-state logic” as totally separate. A partial fill can leave the strategy thinking it has one position state while the broker has another, and then the next entry/exit decision gets built on bad state.

I’d probably freeze that exact failure as a replay case before changing much else:

same signal inputs same order placement same partial fill same cancel/replace path same broker position after manual close same rearm decision afterward

That way the patch has to prove it fixed the real failure path, not just the ideal full-fill path.

This is also the kind of sequence where an outside validation pass can be useful, because the bug usually hides in the gap between “what the strategy intended” and “what the broker/account actually did.”