Do you track your own behavior separately from your algo's performance?

Summary

• The post is about the author's practice of logging their manual interventions (overrides) on their algorithmic trading system.
• The author's thesis is that tracking and quantifying one's own discretionary trading behavior is crucial, as such interventions often degrade overall performance.
• Quality assessment: This is experiential insight and process-oriented discussion. It is neither well-researched DD on a specific asset, market speculation, nor noise. It is a meta-commentary on trading discipline.