A rules-based algorithmic trading system combining quantitative backtesting, real-time execution, and disciplined risk management — built from first principles.
Most retail traders fail not from lack of skill but from lack of infrastructure — emotional decisions, inconsistent execution, and no systematic framework to build on.
Manual traders exit early, move stop-losses, and revenge-trade after losses. Each decision degrades an otherwise valid strategy.
Most traders run strategies that have never been properly backtested. Anecdotal wins mask negative expectancy over any meaningful sample.
Position sizing varies with confidence rather than math. A single oversize trade can erase weeks of disciplined gains.
Without structured journaling and attribution, the same mistakes repeat across sessions with no mechanism to learn or improve.
Every parameter in the system was validated through backtesting before being deployed live. The bot executes the rules; it cannot override them.
Astrophage holds the exact Pine Script strategies running on the live US30USD chart — Keltner Channel breach-and-reversal, RSI cross-50, and Opening Range Breakout. When a setup forms at bar close, Astrophage's alert fires a structured JSON webhook to the execution server within milliseconds.
Blip_A receives the webhook and validates it through five gates — pre-market block, session filter, daily halt, concurrent trade cap, and minimum stop distance. If all gates pass, a GTD stop-entry order is placed on OANDA with a pre-computed 1.5× R:R take-profit and guaranteed stop-loss.
Xenonite runs in parallel, polling OANDA every 60 seconds. If the daily drawdown limit, loss count, or open position loss threshold is breached, Xenonite closes all positions and halts the bot immediately — no human reaction time required.
After the session closes, Beetle pulls the ArcLight trade report, compiles a structured daily digest with per-strategy P&L attribution, and emails it to the operator. No manual steps — the report arrives before the operator reviews the session.
Adrian receives the Beetle digest and audits the session against the Eridani rule set. It distinguishes infrastructure failures from genuine strategy or behavioural violations — keeping the benchmark clean and the learning loop accurate.
Independent backtest results for KC and RSI strategies. 2-minute bars, Dow Jones Futures (YM=F), 2% risk per trade. Both running concurrently on demo.
Note: Backtest on YM=F 2-minute bars, 2% risk per trade. Both strategies validated independently through 25 Eridani experiments. Out-of-sample validation (Exp 7) planned for July 2026 before live capital deployment.