Original Summary

For a few weeks I have been running an agent that reads crypto news and decides on its own whether something deserves a position. The live account behind it is about twenty dollars on purpose, and next to it run shadow accounts that take the trades the agent rejects, so I can see what I am missing without paying for it. Margin per trade and stops live in code, not in the prompt. Paper trading told me the logic worked. It did not tell me almost anything else. The first surprises were pure plumbing. An exchange call to set leverage failed because it was already set, something a simulator would never complain about. Stops that I thought of as a number in my own books turned out to be real orders sitting on the exchange that have to agree with those books. The bigger lesson was about my own tooling. A test script ran with the live keys loaded and opened two real positions by accident. I closed them as soon as I noticed, and the only damage was a few cents in fees, but it changed my setup: live orders are now refused unless they come from the main process, whatever the keys say. Costs were the other thing paper made easy to ignore. A round trip on a liquid contract cost me roughly 0.2 to 0.35 percent depending on slippage, and that is larger than most of the effects I was trying to measure. Several things that looked clear on paper stopped looking like anything once I counted it. The first live trades were mostly there to test the machinery, and I wrote down in advance what number of independent trades and what significance I would need before changing anything. The shadow accounts that take the rejected trades mostly lose, which is the quiet reason I trust a lot of "skip" decisions. For people who started small: what broke first for you in live that paper never showed?   submitted by   /u/Tasty-Mammoth5321 [link]   [comments]

  • 情报分类：商业与市场研究
  • 分类依据：内容涉及商业、投资或市场动态
  • 信息来源：Reddit · SideProject
  • 发布时间：2026/10/20 16:50:11