Two strategies — a buy-low-sell-high grid and a breakout trend follower — running as always-on daemons against live market data, with every fill, refit and kill written to a journal you can read. Paper mode by default: real prices, simulated fills, no exchange keys. Risk caps are enforced on the server, not in the strategy, and an AI agent can tune the grid every hour — but never touch the caps.
Markets range and markets trend; a bot that only knows one of them is wrong half the time. Both engines sit behind the same seam, so a run can change its mind without changing its wallet.
A ladder of buy and sell levels across a price range: geometric or arithmetic spacing, configurable levels and per-level allocation. Buys the dips, sells the bounces, re-anchors itself when the geometry changes and never abandons inventory on a refit.
Long-only entries when price closes above the recent high with the fast average over the slow one; exits on a ratcheting trailing stop sized by volatility; a cooldown before re-entry. Each entry tranche is sized and risk-reviewed on its own.
Flip a live run between grid and trend from the dashboard. The daemon restarts and hands over cleanly: open entries cancelled with partial fills booked, working exits carried as legacy orders, unguarded positions taken over at cost.
Live market data, fills simulated locally, balances in a simulated wallet. No exchange account, no keys. Every strategy, chart, alert and risk rail behaves exactly as it would with money on the line.
Orders go to the exchange's sandbox with testnet keys. Same code path as live, so what you see here is what you will get there.
Mainnet orders with your own keys. Gated on purpose: the run's own switch and the server's environment flags must all agree; a mismatch is refused at boot, and the daemon fast-fails without credentials.
A bot is only as safe as the thing that can say no to it. Every rail below applies identically in paper, testnet and live mode.
Grid geometry is tedious to tune by hand and markets move. So an assistant like Claude does it on a schedule — inside limits it cannot change, with a scoreboard it cannot hide from.
The whole system is drivable by an AI agent over the Model Context Protocol, as a logged-in user: status, market signal, grid preview and set, start, stop, kill, P/L report, backtest, decision journal.
Once an hour an agent takes one compact brief of every run — signal digest, regime and gates, a candidate grid, track record, a "material change" bit — and re-fits the flagged runs' range, levels and deployment, reallocating budget slices where it helps.
Every agent decision is journaled with its reasoning, then scored by the server against what the market actually did. The agent reads its own track record in the next brief and learns from it.
The agent may re-fit geometry and move slices. It cannot raise a risk cap, clear a kill switch or liquidate inventory — those stay human. A dead-man's-switch cron takes over with quantile refits if the routine goes quiet for two hours.
Per-run charts — trades, price history, trend line, grid band, lifecycle markers — holdings, the shared-wallet tile, start / pause / reload per run.
One process per active run, kept alive by a watchdog; market data collected every ten minutes; a nightly backup. No root, no service manager required.
Every fill, refit, switch, halt and kill is an event with an id. Alerts carry the id, so a genuine repeat is distinguishable from a double-send.
Backtest a candidate grid or trend setting from the dashboard or the agent; walk-forward sweep scripts for the parameters that matter.
Runs, orders, events, market data and wallet as documented endpoints with role checks and an audit log — the same surface the dashboard and the MCP server use.
Going live, incident recovery, alerts, the agent routine's prompt and design, the evidence behind the guardrails — written down, in the repo.
Built on GoatCheese: the admin, API and MCP server are generated from the data model; the strategy engines and daemons are the custom part.
Clone it, run the installer, create a paper run and watch it work. Want a strategy of your own, another exchange, or an agent routine tuned to your rules? Send a brief.
Experimental software for research and paper trading. Nothing here is financial advice; if you connect real funds, you do so at your own risk.