u/Casubed

Hi everyone! I've been building my bot for four months now, and during that time I've been exploring the world of HFT trading. But I've hit a dead end at the validation stage (my bot is a scalper). It simply responds 50/50, meaning losses and profits are equal. I'll lose my account due to the exchange's commission. I'd like to ask a couple of questions for experienced HFT traders.

1. What loss function do you use? (I'm using MSELoss, is that suitable?)
2. Should I look for patterns not only in the order book and trade history, but also in candlesticks?
3. What happens if I add EMA to the neural network's responses? Will that help smooth out the neural network's noise?

Thanks in advance for your reply, and sorry for my English; I can't write as well as you. (I used a translator.)

Hi everyone! I've been building my bot for four months now, and during that time I've been exploring the world of HFT trading. But I've hit a dead end at the validation stage (my bot is a scalper). It simply responds 50/50, meaning losses and profits are equal. I'll lose my account due to the exchange's commission. I'd like to ask a couple of questions for experienced HFT traders.

1. What loss function do you use? (I'm using MSELoss, is that suitable?)
2. Should I look for patterns not only in the order book and trade history, but also in candlesticks?
3. What happens if I add EMA to the neural network's responses? Will that help smooth out the neural network's noise?

Thanks in advance for your reply, and sorry for my English; I can't write as well as you. (I used a translator.)