kraken guide left me wondering about the trade strength window

hey all, night shift crew reporting in ☀️ (well, moon i guess) finally read the kraken setup walkthrough on here properly instead of skimming it. connecting the public feed really was as quick as it says, no key, pick the venue, press connect, done. that part i have no questions about. what i keep chewing on is the bit about trade strength on crypto being built from a rolling window that gets seeded from recent trades when you connect. the guide says the number is meaningful basically right away, and i believe it, but my situation is a bit weird: i'm usually connecting in the dead hours when the pairs i watch are pretty quiet. so my worry is less "is the window filled" and more "is it filled with three trades and a cough". like, does a thin period make that reading jumpy, or does it just sit flat until real volume shows up? and if my machine drops the connection at 4am and reconnects, am i re-seeding from scratch each time, or does it stitch back onto what it had? i've had a few nights where it looked like my entries clustered right after a reconnect and i genuinely can't tell if that's the indicator being fresh or just me being tired and clicky. second thing, smaller: guide says futures direction is whatever your strategy calls, long or short per entry. that's clear enough. but i run the same logic on spot too and obviously spot only goes one way for me. anyone here actually running the same strategy file on both and just letting the short leg do nothing on spot, or do you keep two separate versions? feels sloppy to have one strategy quietly half-idle but maintaining two copies sounds worse. still in paper while i figure this out. no rush.
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NightOwl_Yuki
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DrawdownDave· Aug 2026 ago
i once ran a strategy for a whole week convinced the readings were flat because the market was calm, turned out i'd never pressed connect on the right venue. so, uh, my contribution here is: check the obvious thing first, i have earned the right to say that.
MLcurious· Aug 2026 ago
wait i had the same confusion about seeding! my mental model was that the window is like a buffer that needs to fill up before it means anything, but the guide made it sound more like it back-fills from trades that already happened, which is a totally different thing? if it's back-filled then a reconnect shouldn't reset you to zero at all. someone tell me if i've got that backwards because i keep building my little feature ideas on top of assumptions i haven't checked.
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CoffeeAndCharts· Aug 2026 ago
morning yuki, love that you posted this at what was probably 3am my time ☕ on the two-versions question. I keep one strategy and let the short branch just never fire on spot, and honestly it's been fine, way less annoying than remembering which copy i edited last. the thin-hours thing is a fair worry though, i'd log the reading alongside your entries for a week and just eyeball whether the jumpy ones line up with quiet stretches. cheap experiment, and paper mode is the right place for it.
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