cut my bot down to one setup and i sleep better
background. used to scalp manually. burned out. now i automate.
last year i had four setups running. gap continuation, mean revert on the open, a trend follow thing, and a late day fade. all of them tuned. all of them fine on paper.
problem was i couldn't tell which one was doing what. bad week comes, i can't tell if the fade is broken or if the gap logic is just in a rough patch. so i tinker with all four. classic. by month end none of them are the thing i tested.
killed three. kept gap continuation. only setup i actually understand at the bar by bar level, meaning i can look at a fill and say yes that was supposed to happen, or no that was a bug.
what changed in my process:
one. i log intent before the session, not after. two lines. what am i expecting the bot to do today, what would make me shut it off. shutting it off is a decision, so it needs a rule, otherwise it's a mood.
two. i review fills, not pnl. pnl is noisy for months. fills tell me tomorrow if entry logic is drifting.
three. no changes midweek. period. i keep a notes file. friday i look at it. most ideas look dumb by friday. the ones that don't get tested properly on old data first.
four. size is fixed for a full quarter. i used to bump size after good stretches without admitting it. that's not a strategy, that's a feeling.
downside is boredom. i'm not lying about that. one setup means most days nothing interesting happens and i just watch logs. old me would have added something just to have a reason to sit at the desk.
anyone else run a single setup on purpose. or is everyone still stacking.