I was stupid again yesterday: seeing the signal looked okay, I jumped in all at once, but the execution price was worse than expected. After reviewing, I realized it wasn't a "strategy failure," but that I was too careless with my order placement—setting the slippage parameter too high, and the depth was thin. It’s okay to split into two or three trades, but I insisted on eating it all at once, and the spread was directly pushed out by myself... Basically, it’s a rhythm issue.

Recently, there’s been a main chain upgrade/maintenance, and everyone in the group is guessing whether the ecosystem will migrate. I don’t dare to pretend to understand, but this kind of liquidity flowing in and out quickly makes it easier to get caught by slippage.

First, give myself a patch: place small orders in batches, check the order book/depth first before acting, don’t lazily default to the maximum slippage, and when necessary, prefer to place an order and wait. When starting with quantitative trading, don’t blindly trust the “model,” because execution mistakes are more common than signal mistakes. Anyway, I’ll change it like this for now.