the time exit in that sleep-safe crypto setup bugs me
So I read the piece in the strategy library about running crypto unattended with three separate ways out. Mostly I'm on board, especially the bit about writing each exit as its own branch so you can read it at 3am and not have to parse a boolean soup. I've definitely written one of those "if (a and b) or (c and not d)" monsters and then had no idea what it did a week later.
My question is about the third exit, the hold time one. 2400 seconds = 40 min. In the example it's the last branch, so it only fires if you haven't already hit +2 or -1.5. Fine. But that means the time exit is basically "nothing happened" insurance — you got in on a momentum gate and 40 min later price is somewhere between -1.5 and +2 and you bail flat-ish, minus fees.
What I can't decide is whether that's actually protective or whether it just churns me. On perps I'm paying funding and I'm paying taker fees both sides, so a flat exit isn't flat, it's a small loss every time. If the entry gate is genuinely selective (day amount > 30m, strength > 110, angle over the 120s window > 10) then how often is the trade really going nowhere for 40 straight minutes? Or is the whole point that when it does go nowhere, that's the regime change and you want out before the thing that eventually happens happens to you while you're asleep?
Also the angle scaling note at the end. I get the math, degrees, so the same number over a longer window demands a much bigger move in the change rate. But I read that as: the window and the threshold aren't two knobs, they're one knob wearing a disguise. Is there any reason to prefer, say, a wide window with a low angle over a narrow window with a high angle, other than noise? Wide window feels like it's asking for a sustained trend, narrow feels like it's asking for a spike. Which is not the same trade at all even if the number happens to be equivalent.
Anyone actually run something like this overnight for a decent stretch? Curious what you did with the time branch specifically. Not asking anyone to hand me numbers, just how you thought about it.