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♜ Rook Trading System

Paper trading · BTC/USDT Perpetual · Go-live: TBD (when live data validates paper results)

"We stopped being an alert-reactive engine. We read the data stream and postulate the best strategy to take — or not take. The bot doesn't watch indicators. It IS the indicator."
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Total Trades
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Win Rate
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Gross P&L
TBD
Go-Live Target

Rook Engine

MMT WebSocket (candles, CVD, OI, VWAP, funding, liquidations)
AltFINS REST API (HTF trend, RSI14, ADX, OBV)
↓ every 15m candle close + S7 tick every 30s
Strategy Array — S4 S5 S7 S10 S13 S14 S15  (S1 S2 S6 S9 disabled)
↓ each module evaluates independently → {fires, direction, score}
Decision Engine — merge signals · resolve conflicts · apply EQ thresholds
↓ EXECUTE / NOTIFY / SKIP
Chassis Exit Handler → MySQL trade_logs (ALL trades, ALL strategies)
↓
BYDFi API (paper now → live TBD)

Data Sources

MMT WebSocket
  • 15m OHLCV candles
  • Cumulative Volume Delta (CVD)
  • Open Interest
  • VWAP
  • Funding rate
  • Liquidation data
AltFINS REST API
  • HTF trend (15m / 1H / 4H)
  • RSI14, StochRSI, ADX
  • OBV trend
  • Pattern signals
  • EMA cross alerts

Candle Close + Tick Evaluation

Most strategies evaluate on 15m candle close — confirmed structure. S7 also runs a realtime tick evaluator every 30s to catch MA crosses intra-candle without waiting 15 minutes for confirmation.

Roadmap: extend tick evaluation to S5 FVG and S1 CVD so all strategies can detect patterns forming mid-candle. TradingView becomes optional.

Per-Strategy EQ Thresholds

Active strategies and their score thresholds. Disabled: S1 (PF 0.84), S2 (PF 0.87 bear), S6 (PF 0.94), S9 (PF 1.00). Files preserved — one-line re-enable.

StrategyNotifyExecuteNotes
S1 CVD Divergence6575High conviction — set higher bar
S2 VWAP Reversion5570Default
S3 OI Flush6075Conservative until data builds
S4 Trend Pullback5570Default
S5 FVG5070Lowered — proven at 50+ score
S6 MA9/13 Cross5570Fixed 2026-03-26
S7 MA200 Bounce5570MODE B only — 6mo backtest validated (+$114k)
S8 Funding Rate6075DISABLED
S9 BB Squeeze6075Conservative until data builds

Strategy Library (S1–S15)

#NameStatusTriggerData SourceExitPerformance
S4 Trend Pullback Watching HTF trend intact, pulls back to structure, CVD confirms AltFINS + MMT + CVD TP + SL 0 trades
S5 FVG Retracement Active Price retraces into open FVG, CVD confirms, MA9/13 trend aligned MMT candles + CVD Golden Pocket 0.618 Fib TP + 30-candle SL Loading...
S7 MA200 Bounce Active ★ MODE B: price touches MA200, MA9>MA13 + above MA50. Backtested: 762T · 74% WR · +$114k · PF 12.48 MMT candles + MA200/MA50/MA9/MA13 MA cross exit + FVG anchor + swing-low trail Loading...
S10 PseT SFP Webhook TradingView PseT SFP indicator — 30m/1H/4H timeframes. Fixed 2026-04-01 (was 404 for 1 week). TradingView webhook → /webhook/sfp Golden Pocket 0.618 Fib TP · structural SL Live as of 2026-04-01
S13 Blood Diamond Webhook 4H blood diamond + 1H red diamond within 4H = SHORT TradingView NAMI webhook POC → VWAP → VAL · 24H decay Loading...
S14 Turtle Soup (CRT) Active ★ Weekly Power of 3 — Monday sweeps, CSD on 15m confirms. Original SL restored 2026-04-01 (97% WR concept validated). MMT 1H + 15m candles SL: sweep level ±0.2% (TP1 proxy) · TP: Monday mid · Thu 18:00 time stop Loading...
S15 BBands Compound Webhook BB breakout + LTF BOS + MSF aligned (COMPOUND signal). Fixed 2026-04-01 (was 404 for 1 week). TradingView BBands Master Pro → /webhook/bbands MSF flip exit · 4H time stop Live as of 2026-04-01

ScalpBot v2 — S10

Signal source: TradingView PseT indicator on 15m Binance Perp BTCUSDT — and ONLY that. Any other signal is rejected.

Signal Filter (enforced in code)

1
Secret validation Webhook must include correct HMAC secret. Wrong secret → 403.
2
Nami rejection filter If payload.nami_sfp === true → reject. Posted to Discord. Nami 30m alerts share the endpoint but are NOT PseT.
3
Timeframe check filter If timeframe !== "15" → reject. 30m, 1H, 4H signals are for MainBot, not ScalpBot.
4
Key level check Price within 0.15% of a key level (Week Open, Week High/Low, Day High/Low, etc.) → 0.5 BTC size. No level → 0.25 BTC.
5
Execute SL beyond wick + buffer. TP at nearest key level. No scoring model — pure pattern execution.

Risk Parameters

0.5 BTC
Size at key level
0.25 BTC
Size no level
0.1%
SL buffer beyond wick
15m
Timeframe (hard)

Performance — Rook Engine

Source: MySQL trade_logs · Live · Loading...

Mode:
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Total Trades
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Win Rate
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Gross P&L
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Avg Trade P&L

By Strategy

Trade Log — This Week

ALL
S4
S5
S7
S10
S13
S14
S15
Date (AZ)StratDirEntryExitP&LDurationResult

Weekly Metrics — P&L

Loading live data...

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Total Trades
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Wins
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Losses
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Breakeven
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Win Rate
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Gross Wins
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Gross Losses
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Est. Fees
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Net P&L
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Profit Factor
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Avg Win
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Avg Loss
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Largest Win
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Largest Loss
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Expectancy
Best Strategy
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Worst Strategy
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Infrastructure

Rook EngineRunning
Port 3007 · S4 S5 S7 S14 (candle) · S10 S15 (webhook) · 15m
ScalpBot v2Running
Port 3003 · S10 PseT 15m only
Swing EngineRunning
Port 3008 · HTF 1H–1D
MySQL (Cmelle)Live
trade_logs · all bots · strategy + session tagged
ModePaper
BYDFi API ready · live TBD

Go-Live Checklist

  • ✅ MySQL unified logging — all bots write to trade_logs
  • ✅ S7 MODE B validated — 74% WR · +$114k · PF 12.48 (6mo bear backtest)
  • ✅ S14 Turtle Soup — 97% WR concept validated · original SL restored
  • ✅ S10 SFP webhook wired — was 404 for 1 week · now live
  • ✅ S15 BBands webhook wired — was 404 for 1 week · now live
  • ✅ S1 S2 S6 S9 disabled — backtested, PF < 1.1 in key regimes
  • ✅ S7 cooldown + BE SL gate fixed (2026-04-01)
  • ✅ Full strategy audit complete (2026-04-01)
  • ○ 30+ trades from S10/S14/S15 in paper mode
  • ○ Volume spike filter + event calendar gate (pre go-live)
  • ○ Bull regime counterpart strategy (S6 replacement, PF 1.5+ target)
  • ○ BYDFi live test order (place + cancel)

Last updated: 2026-04-01 · Rook Engine v2 · Paper mode · Active: S4 S5 S7 S10 S13 S14 S15