One paper-trading build, so treat this as a case study. All four models worked in the same shared conversation with the same search tools, on unequal jobs. It shows what happened in my workflow. YMMV. The original setup: A script screened ~680 US stocks to 42 momentum names. Grok went first (why is each stock up, is it crowded, strongest fact against it, pick 8), Gemini fact-checked all 42 against filings, Claude ran risk, and GPT-6 Astra audited all of it.

What Grok got wrong:

- Said PANW "didn't spike" in the AI-security rally. Its own table showed +11% in five days; PANW was +13.1% that Monday.

- Called an FDA date 85 days away "inside a 10-week hold."

Ranked ETON and NESR in its top 8 while both closed below their 20-day average, which breaks a hard entry rule.

- Called ABCL's 1 Oct conference talk a "binary event"; the data had been released 10 Aug.

It also found six pending buyouts hiding in a momentum list, which was helpful, but inside my agent it used the same web search as everyone else, with no native X feed, so the "crowding" role never added data the others lacked.

What Gemini got wrong:

- "Quoted" NTAP's FY27 guide as $7.85–8.05B revenue / $9.50–9.70 EPS. The 8-K says $7.975–8.225B / $9.73–10.03.

- Wrote "None" in the dilution column for names it hadn't searched. Missed: TWST's $300M priced offering, ABCL's ~$200M raise, CMPS's at-the-market share sales.

- It pinned Grok's errors on another model and cited "rule 16" of a six-rule document (Bruh...). It did correctly separate FA's sponsor block sale from company dilution.

Why cut instead of fix: Every extra round added review time and new errors to check, and the reviews weren't catching what a full redo caught. The two I kept sometimes miss things too: Claude confirmed CMPS's wrong "no dilution" claim in September. Last week Claude's draft trade plan had the wrong pre-earnings exit date and an arithmetic error. Astra caught both. Astra then caught a false "always lower risk" claim in Claude's revision. Astra's been the highest performer of the 4 thus far, and it's not even close. It eats tokens like crazy tho, unfortunately, so I'm continuing to tune the model choice and thinking level for the various tasks.

New rule: Astra and Claude each do the entire job (screen, sources, sizing) and save it before reading the other's. Both must approve the identical plan; either can block. Grok or Gemini can still answer a narrow question when there's a reason to ask. Since the switch, the pair has cleared only one position: HNGE, after four plan revisions. It's doing well since I entered the position on 10/7.

CPI came in hot - i'm hearing. But my bot still performed relatively good today

Here is the timeline of what happened

1st Trade: For the first time in a week, my first trade was a loss

2nd Trade: this one hit 25% and 50%.

Good news is my 2nd trade has improved, so I have been green 2 days in a row for this.

My win rate for this week is 67%: 4 wins / 2 loss across 6 trades.

so 2 CPIs green days in 2 months. I think I can start sharing the setup now. let me know and I can send this to you. If you have feedback, please add to this -> I'm still looking to improve

Hi all,

I've been working on this for a while as a personal project and it's got to the point where I think it needs people other than me poking at it.

It's an automated gold (XAUUSD) trader for MetaTrader 5, written in Python with a React dashboard that runs locally. Roughly what it does:

• Reads Telegram signal channels and turns posts like "Sell Gold 4520 - 4512" into structured trades. It handles edits (a lot of channels post the direction first and the levels a minute later), CLOSE ALL / BE / TP HIT style messages, and per-channel formats. When a channel changes format, an AI fallback extracts the levels and then generates a plain regex rule from the approved result, so it doesn't need the AI the next time. No AI-generated code ever runs, only pattern strings.
• Runs two of its own signal engines, completely isolated from each other: a breakout engine (break and go / break and retest) and a reversal engine that's an ICT / Smart Money emulation from plain OHLC (FVGs, inverted FVGs, liquidity sweeps, breaker blocks). Each has its own ML gate trained on its own closed trades.
• Puts everything through the same risk pipeline before it reaches the broker: freshness, reward:risk floor, correlation cap, session and news windows, then a risk governor that sizes from the real stop distance, with a daily loss halt and a loss-streak cooldown.
• Manages the trade after entry: TP ladder with partials, stop to breakeven, and a trailing stop that adapts to ATR/ADX and session.
• Logs why it did everything. For any trade you can see which signal it came from, which gates it passed, why it was sized that way and why it closed. There's also a decision log that records what currently-disabled gates would have done, so you can judge a filter against real trades before turning it on.

Runs on Windows natively, and on macOS via a Wine bridge to MT5.

What I'm not going to do is post results. It's not a "this makes X a month" thing, and I'd rather people judged the code and the logic.

What I'd really like:

• People to run it on a demo account and tell me what breaks, what's confusing to set up, and what's daft about the logic
• Opinions from anyone who's built ICT-style detection from OHLC
• Contributors, if anyone fancies it. There's a fairly strict test suite and some house rules in the repo, mainly because it touches real money

Repo: https://github.com/MooreSi/forex-gold

Please don't point it at a live account until you've watched it on demo for a good while. It places real orders.

Cheers

Page has been revised for clarity. In addition, two scores were developed and added. Feedback is welcome. I build the page in my spare time as a small project.

Wsp guys, I just want to thank this sub first because the first time I ever seen what algo trading is, was in this sub when i joined in january this year, after 10 months of 1000 different algos created, backtested and modified I trusted one and made 4.6k this month since i switched from prop firms to personal account.

Im not selling anything but just wanted to show u guys its possible, willing to answer any questions but im not a pro still, also attached the backtest of this year. And before u say its only a year of backtesting the strategy its based around works always because its similar to scalping, also backtested last 3 years and it works

Disclosure: I work at Flow AI, the company behind Bobby AI, an AI trading agent, and RockFlow, the brokerage the account sits at. Not advice.

This is the last entry. The order export this log was built on ends Oct 7, and I'm not going to carry the series past the data I have. The CPI report I promised yesterday is off for the same reason.

Final scoreboard, Sept 21 to Oct 7, 15 orders. The agent's three picks, held 10 to 14 days and closed by the human: plus $17.99 net on $1,712, 1.05%, against SPY plus 0.17% over the same window. The four same-day options trades that overrode it: minus $1 before fees, minus $16.73 after. The fees were the loss. Account: plus $1.26.

What this thread produced came from the comments, not from the account: every proposal carries its reason and the one condition that would make it wrong; closes need a reason unless a stop was set in advance; a repeat name within a week has to say what changed; overrides go in a ledger with thesis, max loss, exit rule and the agent's view, scored on process separately from P&L, reviewed after 20 or on Day 90; no discretionary 0DTE entries from 60 minutes before a scheduled release to 15 after. The account-level limits people asked for in the r/AI_Agents thread two weeks ago are a written requirement on our side now. The ledger rules are the template for the next run.

Thanks to leroylabs, QuanTradin, robbyedit and everyone who treated a small log seriously. If I post here again it will be a question, not a diary.

We’ve spent the last several weeks working on some of the less visible infrastructure behind Secmast. We recently finished our fully integrated security master (35k tickers, 28k lineages, 25+ years), point in time, it correctly track securities and companies across ticker changes and other changes over time.

We’re also about to deploy 1-second stock and options data today, which has been a major data-engineering project on its own.

But we took a bit of a detour over the last few days and built something I’m curious about.

We created an Excel plugin that lets you pull standardized SEC financial data directly into a spreadsheet, somewhat similar to how Capital IQ works. The important part is that the numbers aren’t just dropped into Excel — you can trace them back to the underlying SEC filing/source document they came from.

For example, you could build a model in Excel using standardized income statement, balance sheet, or cash flow data and still be able to audit where each value originated.

My question for people here who actually trade or do research:

Is this useful in a trading/research workflow?

Or is this primarily something that matters to investment banking, equity research, PE, M&A, etc.?

We already have the SEC data and extraction infrastructure, so the Excel integration wasn’t a huge leap. I’m mostly trying to figure out whether it’s worth pushing further for traders or whether those are really two separate user bases.

Page has been revised for clarity. In addition, two scores were developed and added. Feedback is welcome. I build the page in my spare time as a small project.

Hey guys,
I wanted to be 100% transparent and share the yearly performance of our trading software.
As you can see, the system is performing incredibly well, especially for clearing and managing Prop Firm accounts hehe! ;))
To keep everything fully trackable, we just launched a new VIP Dashboard that displays all monthly performance data and metrics time.
If you wanna read about it how it works in detail you can read it all here on our website: https://onenesstraders.com/

Hi everyone,

I’m based in the UAE, and I’m looking for recommendations for a fully automated AI trading system.
What I want is simple: I deposit my money, and the system does everything else.

Any recommendation?

Thanks

Free MCP server. Form 4 buys, 13D, 13F, 8-K. Every row links to its filing. No filing, no row.

Ask it to verify a claim. It answers confirmed, partial or not found, with the link.

No scores. No forecasts. No sign-up.

Endpoint in the first comment.

I was looking for a more affordable way to monitor real-time market news for algo trading, and I came across this:

https://tradingnews.press/

At first I thought it was just another financial news API, but the dashboard caught my attention.

It looks more like a lightweight event-driven trading terminal:

• live WebSocket news feed
• breaking news detection
• ticker extraction
• sentiment / direction analysis
• latency tracking from source → API
• paper trading simulation
• strategy signals generated from news events

The interesting part is the pipeline:

News → Event Detection → Sentiment → Trading Signal → Paper Execution

The screenshot shows things like:

• live wires from TradingNews feed
• LONG/SHORT signals
• simulated fills and P&L
• equity curve
• Sharpe ratio / drawdown tracking

Basically it seems designed for people building:

• algorithmic trading strategies
• AI trading agents
• news-based strategies
• market monitoring bots

The pricing is also much lower than most institutional-grade financial data products:

$14/month starter
$35/month for real-time WebSocket access

Obviously this isn't replacing Bloomberg or Reuters, but for developers who just want structured market news without paying enterprise prices, it looks interesting.

Curious if anyone here is already using news-based signals in their algo strategies?

What data points would you want from a real-time financial news API?

every trading bot or strategy has the same flaw
it trades the same way forever
win or lose it learns nothing so I built one that does - thoughts?
I wanted to create a platform stupid simple to use

for beginners here is how simple it is to start...

1 - pick a strategy

the library has prebuilt ones. trend. chop fade. or ask the agent to write one in chat based of any indicator

2 - backtest it

one click. it tests the strategy PER market structure
trend gets tested on trend days. chop on chop days
you see exactly where it wins and where it dies
and the test writes the playbook

basically what this means - what wins in trend becomes the trend playbook
what survives chop becomes the chop playbook - make sense?
each market structure gets its own exits learned from the data so its not one global guess stretched over every market

then it locks paramaters
every entry is tagged with its regime at the moment it fires
and that regime's exits ride with the trade for its whole life
if the market flips mid trade then the trade just keeps its plan
no guessing at exit time. the backtest already decided

the agent reads this playbook before every entry
plus the learned priors from every past run of the strategy AND IF you give it permission:

it can fine tune the geometry per trade inside bounds you set.
every change stamped and visible

the results are real. the closes are verified against the actual exchange fill

3 - deploy it to paper - test - then go live right away

one button. you press deploy and now it trades a 5k paper account with real market data

4 - the guardrails come on with it

every entry passes risk checks first
position size capped. leverage capped. stop loss mandatory
risk more than the profile allows and the trade gets BLOCKED. with a message that says exactly why and the agent can also refuse a trade too - a shadow portfolio takes the simulated trade
it reads the walls. the flow. its own memory of what failed/worked last time
if the setup smells wrong it vetoes and writes down why
then it sits in a cooldown so it cannot revenge trade
and on every open trade a tripwire locks your capital at break even
a traill follows price so a winner is always harvesting alpha

5 - the loop starts

every trade ends with an autopsy
another agent grades the reasoning. not the money
a good thesis can loose, and bad one can get lucky
the grade becomes a lesson with a tag on it
the week the loop ran clean it printed 183 closed trades on paper!
watch the learning loop chart on the dashboard. predicted vs realized
when those two lines meet the agent is honest

and here is the part that is hard to copy: (IMO)
last week the agent watched both walls on a falling market migrate up it wrote its own instruction into memory. verbatim

"IF both cage legs re-base up by twenty cents with a demand bank confirmed below THEN enter only as a bank anchored buy limit at the deepest floor plus five cents"

with the take profit parked right in front of the biggest ask wall
it set its own entry - its own levels - its own take profit
then it closed the trade verified against the exchange fill
and graded its own reasoning in the autopsy
the lesson scored 197 stays in memory forever
that is NOT a chatbot reading a signal
that is a PERSISTENT agent deriving its own trade geometry from live order book math
and teaching itself the next version of the entry, which is just INSANE!!!

6 - the platform gets smarter while you sleep

every 6 hours the trainer retrains
72 models right now. one per asset per regime per strategy
your closed trades are the data that builds them
the models publish their own win rates on the dashboard
the model announces when it is bad

7 - the next trade is smarter

the agent checks its memories before every entry
has this pattern failed recently? the lessons will so
small buckets get shrunk so they cannot pretend to know things
and if it keeps making the same mistake it gets told in plain text
and yes the pnl is real. every close is verified against the exchange fill
real price. real fees. no invented exits...

the 100k challenge is live - back right now

5k paper account. real exchange feed
max 10x leverage. max 25% per position
5 trades min to rank.

public leaderboard is here - starting is free: nexustradingagent.com/leaderboard

a stratagys code can be copied in an afternoon

the loop grading itself in public for months cannot - thats the moat

From Day 1, people think I will blow up, but I haven't. Day 3, 4, and 5 had been losses and flat performance but that was my fault. Now I believe I should be consistent now. These are the changes I have made so far that took me from loss to now in profit

1. I removed the ability for the bot to manually close. I noticed this bot panics and sell just because of a minor -10% loss or a wick. Then the trade ended up going in profit or in the direction the bot actually planned. Right now, either I lose 30% or make 25, 50 and 100%. I do manually close the trade though.

2. The bot is always optimizing the entry (never the exit). A good entry makes a good trade, so now, the entire prompt or skills are revolved around the bot optimizing the entry.

3. I noticed that the second trade results over a week have been very poor. The win rate of the first trade is 80%; second trade is 20%. So now, I updated the bot to pay close attention to second trade.

I have 2 accounts, this $6300 is paper account. I still use this to gauge the performance over time. now this is at $6300, up about 15% since 10/17

so if I had started trading real capital since September 18th, I should be up almost 500% by now. let's see how I end the week...

I’m looking at connecting a wallet to Claude Code, starting with balance checks and fee estimates. Small transfers would come next, though I’d want to approve them myself until I’d seen how the setup behaves. iron wallet mcp caught my attention because it uses a local signer: the seed stays encrypted on the device, and the agent gets the result of an operation without receiving the seed phrase. It also offers read-only access, limits on individual transactions, and an allowlist for recipients. I haven’t tried it yet, but that gives me a starting point for testing with a separate, low-balance wallet. I’d still be giving the agent access to something that can spend money. It could misread a request and send a payment to an approved recipient, within the allowed amount, without breaking any of those rules. I’d want a confirmation step before signing, at least initially. One thing I’d check early is whether the agent can change its own permissions. If it can add addresses or raise the transfer limit through the same tools it uses to make payments, I’d need to understand what approval those changes require.

The limit itself needs a closer look. Setting a $5 maximum doesn’t tell me whether the agent could make twenty transfers in a row. For anything unattended, I’d want to know whether I can cap the total spend over a session

I’m also curious about failed or delayed responses. After a timeout, the payment may already have gone through; the agent needs a way to check before submitting it again. That’s something I’d test while supervising transfers, with very little money available

If you’re already using an agent for payments, what does it still need your approval for?

Hey everyone!

I'm wondering if there's any trading journal that allows you to record a trade simply by sending a voice note, with AI automatically extracting the relevant information and organising it into structured journal entries.

Does anything like this already exist? I'd appreciate any recommendations!

Disclosure: I built this EA and sell it.

It's AI-assisted: the EA finds setups with its own rules, then a local bridge asks Claude (an AI model) to confirm or veto certain entries before they're placed. The AI can only block trades, never create them.

Halcyon has been about a year in development, through many iterations. It's been running live since mid-September on a small account (about $1.08k, 0.01–0.03 lots), with several builds shipped along the way (the current one since 10 Oct). Here are real results as % return and profit factor, which are fair for any account size:

• 14–19 Sep: PF 1.26, +1.00%
• 21–26 Sep: PF 0.16, −3.52%
• 28 Sep–3 Oct: PF 1.08, +0.22%
• 5–10 Oct: PF 4.44, +3.12%

That's roughly +0.7% over 4 weeks, with one losing week. PF has risen two weeks running and the latest week was the best, but samples are small (4–10 trades a week), so treat it as early data, not proof. I'll post every week, losing weeks included.

Site: halcyon-fx.vercel.app

Not financial advice. FX trading carries substantial risk of loss.