Mandatory Paper-to-Live Safety Gate
Live trading is locked until the bot proves itself in paper mode.
- Run paper mode for 24 hours (continuous runtime; brief restarts allowed).
- Require ≥ 1 closed paper trade with net positive PnL (fees + slippage estimated).
- If paper has 2 losses in a row, extend paper mode until it gets 1 win.
- After unlocking live, allow one live session. Re-qualify after drawdown stop, critical restart, or 24h elapsed.
When a Trade Window is OPEN
A window opens only when the market is boring and mean reversion is proven.
Regime Gate (must pass)
- Range-bound (no strong EMA slope).
- 24h volatility below threshold (default ~4%).
- No “volatility spike” candles recently.
- Compression (ATR/volume contracting).
Setup Proof (buy/sell)
- Buy window: touch VWAP − 1.5σ → close back inside → ATR decreasing.
- Sell window: touch VWAP + 1.5σ → rejection → volume spike → ATR decreasing.
When a Window CLOSES
If conditions change, the bot stops trying to be a hero and backs off.
- Market stops being range-bound (trend starts).
- ATR rises (volatility expanding).
- Big “expansion candle” appears (breakout risk).
- Signal goes stale (expires).
3-Slot Queue (Always Ready, Never Forced)
The bot maintains up to 3 slots that can be:
- WATCHING – waiting for a valid window
- ARMED – window open; ready to execute if trigger hits
- OPEN – position live
- COOLDOWN – brief pause after closing
Slots are refilled immediately when one closes, but only if a real window exists.
3-Slot System (v3 Personalities)
Same safety gates. Different roles: Scout (fast), Farmer (profit), Anchor (defensive).
Slot 1 — Scout
- Enters quickly when a window opens (lighter confirmation).
- Exits on any profit and re-arms fast.
- Small size (10–20% of active).
Slot 2 — Farmer
- Waits for clean VWAP confirmation.
- Aims for meaningful profit per trade.
- Medium size (30–40% of active).
Slot 3 — Anchor
- Your original strict setup; trades only when conditions are ideal.
- Protects the high profitable-session goal.
- Largest size allowed (still capped by phase rules).
Coordination: no same-direction stacking, total exposure cap, pause all slots if regime fails.