HFT Paper Trader Pro

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.

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.