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.