⌂ Research Index · tradebotsecrets research record · evidence-first, negatives included

Maker/Taker Holdout Replay

BTC Daily · Genuinely unseen holdout · Real run output

Maker/Taker Holdout Replay

Real per-candle replay of the discovery-trainer's maker/taker action-space extension (discovery_action_decode_v3) on the same 90-candle real Daily holdout used for every prior discovery-trainer round. The network chooses hold/buy/sell/close, a size and leverage (capped by the real liquidation-aware safety rail), and now also a real per-fill choice between a maker (resting limit, 2bps) and a taker (immediate market, 5bps) order. Compared directly against v2 (market-only, same budget, same holdout) below.

v2 (market-only) vs v3 (maker/taker choice)

Same real Daily holdout, same population/generation budget, same liquidation-aware leverage cap and zero-trade-penalty fitness -- only the action space differs.

Price & position

Candles colored by direction. The strip beneath shows actual position exposure each candle -- long / short / flat. Markers: ▲ entry (taker/market), ◆ entry (maker/limit), ✕ exit.

Leverage

Chosen leverage each candle, against the real liquidation-aware safe ceiling computed that same step (dashed).

Equity

Account equity across the same run. Dashed line marks starting equity.

scripts/run_discovery_trading_train_v3.py (training + summary) · scripts/export_discovery_trading_train_v3_holdout_timeline_v1.py (replays the already-saved champion genome against the same holdout with a full per-candle trace). Data pulled live from logs/discovery_trading_train_v3_holdout_trace.json and logs/discovery_trading_train_v1_summary_v3_maker_taker.json -- never hand-entered.