Problem:
Some people want to have regular action so they don't miss out on smaller moves to make steady gains and they can see the bot working but they don't want avg price to be dusted behind in bigger moves.
Solution:
One way to combat is to have increased qty as suggested earlier. Another suggeestion is to create another set of vwap offsets which I think would be easier to implement.
For example:
1st vwap offset could be 75/75 and buy 10 qty when its breached
2nd vwap offset could be 200/200 and bot would start buying 15 qty instead
This way bot has action in smaller moves and still makes daily trades but avg price wouldn't be dusted behind in bigger moves.
Context:
Yesterday's big move made my entry price dusted behind with 80 offset but I wouldnt want to make a compromise of putting offset to 150.
Problem: Some people want to have regular action so they don't miss out on smaller moves to make steady gains and they can see the bot working but they don't want avg price to be dusted behind in bigger moves.
Solution: One way to combat is to have increased qty as suggested earlier. Another suggeestion is to create another set of vwap offsets which I think would be easier to implement.
For example: 1st vwap offset could be 75/75 and buy 10 qty when its breached 2nd vwap offset could be 200/200 and bot would start buying 15 qty instead
This way bot has action in smaller moves and still makes daily trades but avg price wouldn't be dusted behind in bigger moves.
Context: Yesterday's big move made my entry price dusted behind with 80 offset but I wouldnt want to make a compromise of putting offset to 150.
Maybe it would work or maybe it wouldn't.