Whoosh! Gone is the spring! Well, things have been ticking along on the trading front, and recently I found time to dedicate to coding again :-) There were some design changes to make and some wishlist items. But most importantly, there were strategies to port to the new abstraction layer. They haven't been running in some time due to the switch.
I spent a few hours this past week in earnest porting the strategies and making them work, adding new features to the common framework in support of the strategies, etc. It was only once the first one was running that I begun to wonder -- what in the world is this strategy attempting to do?
While I do like to think I do an honest job of commenting my code, it could always be improved. However the worst part of trying to port the code was the fact I failed to comment (aka, in simple concise English) what the purpose of the strategy was! This omission found in my earliest work was noticed and rectified at some point, but this strategy pre-dated that.
Desperately I searched through my revision history to find an older version that was perhaps simpler and more likely to be understood. Looking at the old version (before porting) did answer my question, but not in a good way. I now understood what the strategy was doing, but I hadn't a clue as to why. It simply made no sense at all.
This sent my head spinning -- I opened up some of the current strategies and although successful, they made no sense to me. I've simply had tunnel vision for too long.
Here I have been porting these things to run in the new and improved layer (making coding a strategy much simpler), but now I have no idea what the point and purpose of the strategies I have running and/or am porting is. I still have the idea of the general concepts of strategies I wish to employ -- some that should perform better in trending versus ranged markets, etc. However, the execution and implementation of those strategies seems to have gotten lost in the focus of coding the framework and making things robust. Time to sharpen my pencils and step back for a minute.
I realize I haven't looked at a chart, I mean really looked at a chart in a long time. Far too long.