How it works
From a signal to a filled order, without anyone clicking a button. Every step is checked, and every step is written down.
- SignalTradingView alertATR Mean Reversion: buy
- ChecksAll checks passThe bridge
- OKX EuropeOrder filledFutures, isolated margin
- RecordsLoggedSignal, decision, order, fill
1. Signals
Where trades start
Each strategy is a fixed set of rules. Before it trades real money, it is backtested over several years of data and then forward-tested on live prices. New strategies first run in a test mode, in which the system records what it would do without placing any orders.
Alerts from TradingView
Every strategy runs as a script on TradingView. When their rules are met, they send an alert with the strategy, the coin and the action. Some react at the close of a daily or 4-hour candle; others have orders waiting at a price level, which can fill at any time of day.
2. The bridge
Every signal is checked
Alerts go to a small server, the bridge, which sits between TradingView and the exchange. Before it acts on a buy signal, all of these checks have to pass:
Authentic
Only signals from the system’s own alerts are accepted. Anything else is rejected at the door.
Known and switched on
The signal belongs to a registered strategy, and that strategy is currently enabled. Each strategy can be paused on its own.
In the universe
The coin is on the list of approved markets, and on the strategy’s own list where it has one.
Not a duplicate
A signal that was already handled for the same candle is dropped, so a repeated alert never trades twice.
Room for it
The strategy has a free position slot, or room for another tranche in the position it already holds.
Tradable
The coin has a futures contract on OKX Europe. If it does not, the signal is skipped; there is no fallback to another market.
Enough margin
There is enough free margin for the order, with a reserve kept aside. When the account is fully in use, late legs are refused.
Big enough
The order meets the exchange’s minimum size, so it does not fail halfway.
All clear: the order goes out.
If a check fails, the signal is logged and skipped. Nothing is forced through, and a refused signal can be retried safely.
After a market-wide sell-off, many alerts can arrive within seconds. Each strategy’s signals are handled one at a time, and a slot is reserved before any order is placed, so the limits hold even then.
3. Execution
Orders on OKX Europe
All trades run on OKX Europe, the exchange’s EU platform. Every strategy trades futures with moderate leverage, on isolated margin, with USDC as collateral. Each strategy has its own budget and its own book of positions.
| Strategy | Market | Leverage |
|---|---|---|
| Ichimoku Trend Following | Futures | 2x |
| ATR Mean Reversion | Futures | 2x |
| RSI Mean Reversion | Futures | 2x |
| RSI Red Legs, coins | Futures | 2x |
| RSI Red Legs, QQQ | Futures | 3x |
- Orders are placed at market, on the coin’s futures contract.
- Every fill is confirmed with the exchange before the position is recorded, using the amount actually filled.
- When two strategies hold the same coin, each one tracks only its own share, and a sell signal only ever sells what that strategy bought.
- Every position uses isolated margin, so a loss in one position can never draw on the rest of the account.
4. Records and control
Every step is written down
Logs
Every signal, every decision, every order and every fill is logged with its time, including the signals that were refused.
Saved state
Each strategy’s open positions are saved after every change, so a restart picks up exactly where it stopped.
Reconciliation
The recorded positions are regularly checked against the exchange by hand. Differences are investigated, not ignored.
Trade tracker
Closed trades are collected per strategy, with entry, exit, size and result, so every strategy can be judged on its own.
5. Backtests
How the backtests were made
Each strategy page shows a backtest from 2018 to today, and the start page shows all of them combined. It simulates the strategy as a whole portfolio, with the same limits as live trading, not just one coin at a time.
- Signals: the same TradingView scripts that trade live, run on the historical data of every coin.
- Which coins: a new trade may only open in one of the 30 largest coins by market value at the start of that year. Coins are chosen by what was large then, not by what did well later.
- Limits: the same maximum number of positions, legs and leverage as live. When more signals arrive than there are free slots, the larger coin gets the slot, and legs are skipped when there is not enough free margin.
- Costs: trading fees of 0.1% on every buy and sell. Funding payments on futures and taxes are not included.
- Liquidation: every position has its own isolated margin. If price reaches its liquidation price, the position is closed there and its margin is lost.
- Sizing: the simulation starts with $10,000 and reinvests profits, so position sizes grow and shrink with the balance. That is why the growth charts use a log scale.
- All together: the portfolio backtest on the start page combines the strategies’ own backtests. Each gets an equal share of the starting balance, and once a month the total is split back into equal shares.
- Drawdown: shown twice. Once on closed trades, and once with open trades valued at their lowest point, which is the more cautious view.
A backtest shows how rules would have performed in the past. It cannot include every real-world effect, such as slippage in fast markets or exchange outages, and the strategies were designed with this history in view. Live results will differ.