← Back to start · History

Step 18 — Live operational rules + paper-trading workflow

What: turn the validated baseline into concrete operating rules. Why: move from research result to forward paper execution.

Locked baseline

Bull buy dip, 24-bar lookback, 4% threshold, hold 16 bars, no extra filter

Bear fade rally, 24-bar lookback, 4% threshold, hold 16 bars, dist-from-MA filter

Sideways no trade

Paper-trading workflow

1. Read latest 1h bar for ETH/BTC/SOL.
2. Compute ret24, ma50, ma200, dist200, current regime state / routing condition.
3. If bull condition and ret24 <= -4%, allow long entry.
4. If bear condition and ret24 >= +4% and dist200 < -3%, allow short entry.
5. Hold any position for 16 bars unless a hard risk rule exits earlier.
6. Apply modeled fees/slippage to all fills.
7. Log every signal, entry, exit, and skipped trade reason.
8. Update equity curve and daily summary.

Risk rules

• Start with one position at a time per asset.
• Use small fixed notional sizing in paper mode.
• Pause new entries after large daily loss or large rolling drawdown.
• No trade in sideways state for now.
• Skip entries when data is missing or stale.

Current recommendation

Next implementation step is to wire a forward paper trader around these rules and publish daily/weekly summaries, not to invent new strategies.