Territory notes on time based performance in bot-driven trading: core mechanics, parameter waypoints, failure record.
Mechanics
time based performance works as a staged transformation — ingest, measure, decide, route. Each stage carries its own failure surface.
Waypoints (Configuration)
The time based performance setup exposes a few documented knobs. Begin at defaults, then adjust against measured behaviour, keeping a written record.
Wreck Record (Failure Modes)
The wreck record for time based performance teaches more than the success story. Regime shifts, infrastructure faults, and drift lead the list.
Navigation Checks (Evaluation)
Evaluate time based performance on measured outcomes — return distribution, drawdown depth, operational burden — never on one lucky stretch.
Configuration Reference
# Time Based Performance tested configuration mode: production timeframe: auto risk_limits: max_drawdown: 15 percent max_position: 3 percent monitoring: alert_threshold: 0.5 report_interval: hourly
Parameter Impact
| Parameter | Effect | Trade-off |
|---|---|---|
| timeframe | Signal frequency | Higher means fewer but more reliable signals |
| risk_limit | Maximum exposure | Lower means safer but slower returns |
| lookback | Indicator sensitivity | Longer means smoother but lagging |