HFT Paper Trader Pro

面向加密资产的高频模拟交易框架：用 RSI、MACD、EMA、布林带、OBV、StochRSI 合成信号评分，结合 15 分钟与 4 小时双周期趋势过滤、凯利仓位与 3% 止损上限执行模拟交易，并把交易与亏损教训写入 portfolio.json、journal.json 和 observations.md。

zero2ai-hub

热度 81.31

最近更新 2026-05-11 17:33:34

分类：自动化依赖：代码执行 / 读写文件 / 第三方 API应用场景：市场分析 / 财务 / 报告撰写 / 自动化脚本

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add hft-paper-trader-pro

Metadata

name: hft-paper-trader
version: 1.1.0
description: High-frequency paper trading framework for crypto. Multi-indicator TA scoring (RSI/MACD/EMA/BB/OBV/StochRSI), dual-regime filter (15m fast + 4h macro), position sizing (Kelly criterion), correct stop-loss management (3% max risk cap), auto-observation logging, and trade ledger. Use for paper trading, backtesting trading logic, HFT simulation, or building an autonomous trading agent.
author: JamieRossouw
tags: ["trading","paper-trading","hft","crypto","kelly","backtesting","autonomous-agent","regime-filter"]

HFT Paper Trader — Autonomous Crypto Trading Framework

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

Architecture

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

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)

// 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

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.