High-frequency trading strategies are basically failing.

The code ran for about half a month and after multiple refinements, it was finally found that this type of high-frequency trading is only suitable for one-way trading and not for both long and short trades.
If the overall direction is judged correctly, then the overall profit will be secure.
If the overall direction is judged incorrectly, the overall situation will be trapped.
So I decided to temporarily give up high-frequency long and short trading until there is a relatively perfect high-frequency strategy logic.
Or wait until the bear market and go long in a one-sided manner.

In the past few days, I have optimized the original top-bottom divergence strategy, and I will still run this strategy. Although the trading frequency will be lower, it is more stable.
You cannot have both fish and bear's paw [撇嘴]