Hi,
I believe price moves towards liquidity, so assuming this is true, I would like to "escape" move my order away for a better entry when the liquidity is greater on my side.
Is it possible to have a "greater" option in the escape addon?
I think its the same code logic as the "execute" addon, but instead of moving ahead to place the order,(as in execute) I would like to move away to get a better entry.
Appreciate any comments or thoughts, if I am assuming incorrectly.
Thanks,
Suleman
Escape addon
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sulemanshah
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Re: Escape addon
Old post new reply, maybe someone finds this concept intreguing:
IMHO these moves towards liquidity chase escape rules are by no means usable as a static rule in current environments..
MKR orders are escaped from when they post, hoping they chase etc many do ideally reverting to market or have market when touched on them...
I can think of ways for when to enable chase, escape or execute, it's just also that the conditions of imbalances get mixed up from time to time too
if 'projected behaviour' (mimick fear, gread) moving orders away from incoming liquidation hunt becomes too obvious but it seems for now biggest factor is the level of willing market participants and direction ..
Pretty sure a non learning simple ruleset is not going to cut it....
Just very interested if maybe: Someone who has developed more refined quantative models that incorporate this escape to move opposite side (to build/moveUP liquidity again) with Bookmap API
Is willing to throw me a bone or just chat a bit
I know most here are from this backgroud and this is what got me here, I want to lerarn more, preferably outsource this at some poimt (deeplearning joke)
IMHO these moves towards liquidity chase escape rules are by no means usable as a static rule in current environments..
MKR orders are escaped from when they post, hoping they chase etc many do ideally reverting to market or have market when touched on them...
I can think of ways for when to enable chase, escape or execute, it's just also that the conditions of imbalances get mixed up from time to time too
if 'projected behaviour' (mimick fear, gread) moving orders away from incoming liquidation hunt becomes too obvious but it seems for now biggest factor is the level of willing market participants and direction ..
Pretty sure a non learning simple ruleset is not going to cut it....
Just very interested if maybe: Someone who has developed more refined quantative models that incorporate this escape to move opposite side (to build/moveUP liquidity again) with Bookmap API
Is willing to throw me a bone or just chat a bit
I know most here are from this backgroud and this is what got me here, I want to lerarn more, preferably outsource this at some poimt (deeplearning joke)