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u/SnooBooks638
8 hours ago
Algos
How do I connect order decisions to my overall strategy?
For context, I'm micro-trading using multiple weighted strategies that runs through a consensus before an order is executed. I have order audit that highlights why the decision was made, just not sure how to use that information. While it may make sense on an individual order level, how do I connect this to the full picture (sounds like manual work might be involved here).
How have you usually approached this type of problem?