HFT Paper Trader — Autonomous Crypto Trading Framework#

A complete high-frequency paper trading system for building and testing autonomous crypto trading agents.

Architecture#

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Market Data (Binance public API)
    ↓
TA Engine (RSI + MACD + EMA + BB + OBV + StochRSI)
    ↓
Signal Score (-10 to +10)
    ↓
Dual Regime Filter (15m EMA8/21 fast + 4h EMA20/50 macro)
    ↓
Kelly Position Sizer (3% max risk per trade)
    ↓
Paper Portfolio Manager (portfolio.json)
    ↓
Trade Ledger (journal.json) + Auto-Observation Logger (observations.md)

Features#

• Multi-indicator confluence: 7 indicators combined into one score
• Dual regime filter: 15m EMA8/21 (fast) gates entries alongside 4h EMA20/50 (macro) — prevents trading against short-term trend
• OBV divergence detection: 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-pause at 2% daily NAV
• Full audit trail: every trade logged with entry/stop/target/outcome
• Auto-observation logging: losses and SL hits automatically appended to observations.md for strategy learning
• Self-improvement loop: lessons captured after each loss

Usage#

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Use hft-paper-trader to run TA on BTC and place a paper trade

Use hft-paper-trader to check portfolio performance

Use hft-paper-trader to scan the watchlist and trade all signals

Use hft-paper-trader to check today's observations and lessons

Regime Filter Logic#

Entries are only allowed when BOTH regimes are bullish:

• Fast (15m): EMA8 > EMA21
• Macro (4h): EMA20 > EMA50

This gates out counter-trend entries that otherwise pass signal scoring. When either regime is bearish, new positions are blocked regardless of score.

Stop-Loss Placement (Fixed v1.1.0)#

js

// CORRECT — caps SL at 3% below entry
stopLoss = entry * (1 - MAX_RISK);   // Math.max not used here — direct cap

// Bug in v1.0.0 — Math.min let SL run to 5-11%
// Fix: use direct percentage cap on entry price, not min of wick distance

Watchlist#

BTC ETH SOL XRP TRX DOGE ADA AVAX BNB LINK LTC SUI ARB OP NEAR DOT ATOM UNI MATIC

File Layout#

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trading/
  paper-dashboard/portfolio.json   ← live portfolio state
  journal.json                     ← full trade ledger
  observations.md                  ← auto-logged trade lessons

Performance#

Starting capital: $1,000. Runs hourly (XX:01 UTC). Max 5 concurrent positions at 10% each.