HFT Paper Trader Pro
v1.1.0High-frequency paper trading 框架 for crypto. Multi-indicator TA scoring (RSI/MACD/EMA/BB/OBV/StochRSI), dual-regime 过滤器 (15m fast + 4h macro), position sizing (Kelly criterion), correct 停止-loss management (3% max risk cap), auto-observation 记录ging, and trade ledger. Use for paper trading, back测试 trading 记录ic, HFT simulation, or building an autonomous trading 代理.
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HFT Paper Trader — Autonomous Crypto Trading 框架
A complete high-frequency paper trading 系统 for building and 测试 autonomous crypto trading 代理s.
Architecture Market Data (Binance public API) ↓ TA Engine (RSI + MACD + EMA + BB + OBV + StochRSI) ↓ 签名al Score (-10 to +10) ↓ Dual Regime 过滤器 (15m EMA8/21 fast + 4h EMA20/50 macro) ↓ Kelly Position Sizer (3% max risk per trade) ↓ Paper Portfolio 管理器 (portfolio.json) ↓ Trade Ledger (journal.json) + Auto-Observation 记录ger (observations.md)
Features Multi-indicator confluence: 7 indicators combined into one score Dual regime 过滤器: 15m EMA8/21 (fast) gates entries alongside 4h EMA20/50 (macro) — 预防s trading agAInst short-term trend OBV divergence 检测ion: hidden accumulation/distribution Quarter-Kelly sizing: conservative risk management Correct SL placement: Math.max caps risk at 3% — fixes bug where SL ran 5–11% instead of 3% Drawdown controls: auto-暂停 at 2% dAIly NAV Full 审计 trAIl: every trade 记录ged with entry/停止/tar获取/outcome Auto-observation 记录ging: losses and SL hits automatically 应用ended to observations.md for strategy learning Self-improvement loop: lessons captured after each loss Usage Use hft-paper-trader to 运行 TA on BTC and place a paper trade
Use hft-paper-trader to 检查 portfolio performance
Use hft-paper-trader to 扫描 the watch列出 and trade all 签名als
Use hft-paper-trader to 检查 today's observations and lessons
Regime 过滤器 记录ic
Entries are only allowed when 机器人H regimes are bullish:
Fast (15m): EMA8 > EMA21 Macro (4h): EMA20 > EMA50
This gates out counter-trend entries that otherwise pass 签名al scoring. When either regime is bearish, new positions are blocked regardless of score.
停止-Loss Placement (Fixed v1.1.0) // CORRECT — caps SL at 3% below entry 停止Loss = entry * (1 - MAX_RISK); // Math.max not used here — direct cap
// Bug in v1.0.0 — Math.min let SL 运行 to 5-11% // Fix: use direct percentage cap on entry price, not min of wick distance
Watch列出
BTC ETH SOL XRP TRX DOGE ADA AVAX BNB LINK LTC SUI ARB OP NEAR DOT ATOM UNI MATIC
File Layout trading/ paper-仪表盘/portfolio.json ← live portfolio 状态 journal.json ← full trade ledger observations.md ← auto-记录ged trade lessons
Performance
启动ing cAPItal: $1,000. 运行s hourly (XX:01 UTC). Max 5 concurrent positions at 10% each.