Position management techniques
I'm curious if anyone has implemented anything, or knows of some good resources to share?
Looking to implement robust position management. To me, this means a few things:
- Limit (maker) orders for lower fees, with a configurable time limit that will switch to market orders to JFDI if taking too long.
- Slow position acquisition when buying larger sizes (limits and timeouts, as well).
- Smart enough to not continually buy fractional sizes if it gets in a situation where there's tiny amounts left from previous trades (potentially: camp in stake_currency?)
Ideally all of that will happen by simply having a strategy set leverage between say -3 and +3, though I haven't looked into how to do that - I guess I can just remove and re-add the commission scheme to cerebro.
Thanks for any pointers before I embark on doing it all my from scratch :)