1. Data Collection every hour
13 Collectors
Automated cron jobs pull data from exchanges & APIs every hour
- OHLCV price candles (OKX)
- Open Interest, Funding, LSUR (CoinGlass)
- Whale flow & CVD (MMT)
- Social sentiment (Augmento)
- Options vol/skew (Deribit)
- On-chain, macro, stablecoin flows
Feature Engine
900+ features built from raw data
- Price: momentum, volatility, Bollinger
- Flow: whale ratio, taker imbalance
- Sentiment: bull/bear, social volume
- Structure: OI change, funding basis
Stored in trading.db
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2. Strategy Discovery continuous loop
GA Engines
4 strategy types evolve via genetic algorithm
- Type A - Workhorse (trend following)
- Type B - Event (spike/dump detection)
- Type C - Mean-Reversion
- Type D - Macro (regime shifts)
Each strategy = entry signals + exit rules + sizing
9-Stage Validation
Every candidate must survive all 9 gates:
- 1. Walk-Forward (out-of-sample)
- 2. Permutation test (p < 0.05)
- 3. FDR correction (Benjamini-Hochberg)
- 4. Rolling Holdout (unseen data)
- 5. Monte Carlo Bootstrap
- 6. Random Entry MC (vs luck)
- 7. Parameter Sensitivity
- 8. Trade Clustering check
- 9. Cross-Coin validation
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3. Paper Trading real-time
Signal Checker
Every hour, checks all PROVEN strategies against live data
- Entry: feature thresholds met?
- Exit: take-profit, stop-loss, max hold
- Regime gate: scale down in adverse HMM state
- Lifecycle: ADD / REDUCE phases
Execution Daemon
Places orders on OKX demo exchange
- Market orders with slippage tracking
- Position sizing per strategy config
- DCA (add to winners) support
- Partial reduces (regime flip, lifecycle)
BTC + ETH only • SWAP contracts
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4. Risk Management always on
Hard Risk Gates
- Max leverage cap per position
- Max total portfolio exposure
- Max drawdown kill switch (flattens all)
- Max correlated positions limit
Stress Testing
- Normal (15% move)
- Gap Shock (2x — flash crash)
- Correlation Cascade (80% correlated)
- Worst-Direction (all positions wrong)
Checked before every new position
Regime Soft Gate
- HMM detects market regime
- Adverse regime → scale to 40%
- Regime flip → one-shot 50% reduce
- Prevents full-size entries in bad conditions
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5. Monitoring every 3h
Health Monitor → Telegram
6-layer automated health check reports every 3 hours:
- Data freshness (collectors alive?)
- Execution (trades happening?)
- Discovery (finding strategies?)
- Cron integrity (auto-restore)
- Feature coverage (paid sources used?)
- Portfolio risk & stress scenarios
This Dashboard
Real-time web view of everything above, refreshed every 60 seconds
Rule #1: NEVER get liquidated