Skill: zero2ai-hub/skill-smc-multi-strategy-paper-trader (version 2.1.0)

--- name: skill-smc-multi-strategy-paper-trader description: Paper trading monitors for SMC (Smart Money Concepts) + Macro Rotation strategies. Includes swing (4H BoS+FVG), day (1H BoS+FVG+CVD), coordinated 8D/2S orchestration, STPI/MTPI-gated monitors, macro rotation (LTPI/MTPI + RS Tournament), and multi-factor regime scorer. ATR-based SL/TP, z-score filters, orchestrator-lock. Binance public API only — no credentials needed. author: Zero2Ai-hub version: 2.0.0 emoji: 📈 tags: [crypto, trading, paper-trading, smc, smart-money, orchestrator, backtested, macro, regime-filter] --- # SMC Multi-Strategy Paper Trader v2.0 Paper trading system implementing **Smart Money Concepts** across five strategy types plus a macro rotation overlay and regime filter. All data from Binance public API — no account or API key required. ## What's New in v2.0 - **Macro Rotation** (`macro-rotation.js`) — LTPI/MTPI + Relative Strength Tournament, daily rebalance, $10K capital - **Regime Scorer** (`regime-scorer.js`) — 15 TA indicators + 5 FRED liquidity factors → STPI/MTPI/LTPI scores - **v6 Day Monitor** (`paper-monitor-v6.js`) — SMC+TA≥5 gated by STPI ≥ 0.5 - **Swing v2** (`paper-monitor-swing-v2.js`) — Swing strategy gated by MTPI ≥ 0.5 ## Architecture ``` Binance Public API (Kline, Ticker, Funding, OI) ↓ regime-scorer.js → regime.json (STPI, MTPI, LTPI) ↓ paper-monitor-[strategy].js ├── Fetch candles (1H/4H/1D) ├── Detect Break of Structure (BoS) ├── Find Fair Value Gaps (FVG) ├── Z-score: Volume, TA, FVG quality ├── ATR-based SL / TP / Trailing stop ├── Regime gate: STPI/MTPI threshold check ├── Orchestrator lock read/write └── portfolio-[strategy].json (P&L tracking) macro-rotation.js ├── Daily candles + 7d close for all tokens ├── LTPI: M2/liquidity proxy via BTC dominance + funding ├── MTPI: momentum + derivatives composite ├── RS Tournament: z-scored returns → top 1-3 tokens └── portfolio-macro.json ($10K, daily rebalance) paper-dashboard/index.html (5-curve equity chart) ``` ## Strategies | Strategy | File | Timeframe | Gate | Max Hold | Slots | |----------|------|-----------|------|----------|-------| | Swing | `paper-monitor-swing.js` | Daily BoS + 4H FVG | EMA | 72h | 5 | | Swing v2 | `paper-monitor-swing-v2.js` | Daily BoS + 4H FVG | MTPI ≥ 0.5 | 72h | 5 | | Day v5 | `paper-monitor-v5.js` | 1H BoS + FVG + CVD | None | 12h | 10 | | Day v6 | `paper-monitor-v6.js` | 1H BoS + FVG | STPI ≥ 0.5 | 12h | 10 | | Coordinated | `paper-monitor-coordinated.js` | 1H + 4H mixed | Lock | varies | 10 | | Macro Rotation | `macro-rotation.js` | Daily candles | LTPI + MTPI | Daily | $10K | ## Regime Scorer `regime-scorer.js` produces `regime.json` with three probability indicators: - **STPI** (Short Term): 15m + 1h composite → fast regime - **MTPI** (Medium Term): 4h composite → swing regime - **LTPI** (Long Term): Daily composite → macro regime Indicators per timeframe: EMA cross, ADX, MA200, RSI, MACD, BBwidth, ATR pct, OBV, CVD z-score, funding rate, long/short ratio, OI delta, Fear & Greed (macro only). ## Macro Rotation LTPI/MTPI guide overall allocation: - Both bearish → 100% CASH - Mixed → reduced position count - Both bullish → full RS Tournament deployment RS Tournament: z-scored 7d returns across 30+ tokens → rotates into top 1-3 by strength. ## Orchestrator Lock All SMC monitors share `orchestrator-lock.json` — prevents same-symbol entries across strategies: ```json { "BTCUSDT": { "strategy": "swing", "entryTime": 1742400000000 }, "ETHUSDT": { "strategy": "day", "entryTime": 1742405000000 } } ``` ## Portfolio JSON Structure ```json { "balance": 1000, "positions": [], "history": [], "metrics": { "totalTrades": 0, "wins": 0, "losses": 0, "winRate": 0 } } ``` Macro: starts at $10,000. ## Running ```bash # Regime (every 15m) node scripts/regime-scorer.js # Day v5: every 1h (XX:02) node scripts/paper-monitor-v5.js # Day v6 (STPI-gated): every 1h (XX:03) node scripts/paper-monitor-v6.js # Swing (EMA-gated): every 4h (XX:30) node scripts/paper-monitor-swing.js # Swing v2 (MTPI-gated): every 4h (XX:35) node scripts/paper-monitor-swing-v2.js # Coordinated 8D/2S: every 1h (XX:05) node scripts/paper-monitor-coordinated.js # Macro Rotation: daily (00:15 UTC) node scripts/macro-rotation.js ``` ## Cron Setup (OpenClaw) ``` Regime: 50 * * * * (XX:50 UTC every 1h) Day v5: 2 * * * * (XX:02 UTC every 1h) Day v6: 3 * * * * (XX:03 UTC every 1h) Swing: 30 */4 * * * (XX:30 UTC every 4h) Swing v2: 35 */4 * * * (XX:35 UTC every 4h) Coordinated: 5 * * * * (XX:05 UTC every 1h) Macro Rotation: 15 0 * * * (00:15 UTC daily) ``` ## Files ``` scripts/ paper-monitor-swing.js — swing (EMA-gated) paper-monitor-swing-v2.js — swing (MTPI-gated, NEW v2.0) paper-monitor-v5.js — day + CVD paper-monitor-v6.js — day + STPI gate (NEW v2.0) paper-monitor-coordinated.js — 8D/2S coordinated macro-rotation.js — LTPI/MTPI + RS Tournament (NEW v2.0) regime-scorer.js — Multi-factor regime scoring (NEW v2.0) paper-dashboard/index.html — 5-curve equity chart ``` ## Notes - Uses Binance **public** API only — no credentials required - All start balances configurable (default: $1,000 day/swing, $10,000 macro) - Fear & Greed Index via alternative.me API (free, no key) - Orchestrator lock: internal coordination only, files stored locally


Security scan verdicts — ClawScan: suspicious | static analysis: suspicious | VirusTotal: clean | SkillSpector: suspicious (CRITICAL)