Buzz watches the markets around the clock, decides when to get in and out, and places every order on its own. Nobody sits at a screen.
Eight separate strategies run at the same time across two accounts, and everything they want to do has to pass a risk layer that can overrule them.
It took years of nights and weekends, and most of what I built got deleted along the way.
The two accounts do different jobs, and a strategy automatically picks up the rules of whichever one it runs on.
Each strategy is a self-contained method with its own entry, exit and risk settings. They deliberately cover different markets so they don't all win or lose together.
Before a session opens it marks the levels that matter. Then it watches — all session, without a break — and does nothing at all until price actually reaches one of them.
Every account keeps an explicit list of which strategies are allowed to open a position. Anything not on it gets refused by name — including a strategy added later, which is exactly when a permissive default would do damage.
As losses deepen, the system cuts its own position sizes in stages, and eventually stops opening anything at all until things recover.
Some of the worst outcomes come from trading at the wrong moment rather than picking the wrong direction. These rules cover the moments.
Sending the order is the easy half. Most of the work happens afterwards — getting protection attached, chasing what actually filled, and clearing away everything that didn't.
A program can be running and still be doing nothing useful. This layer checks each part is genuinely alive by looking at whether it's still producing fresh output.
That rule exists because a monitor once compared the wrong account's data and blocked a restart hundreds of times across fifteen hours without raising an alarm.
Nothing goes live on a backtest alone. A strategy has to survive several rounds of testing and a spell on simulated money first — and it keeps being re-tested afterwards.
Everything reports into one place, and any part of it can be stopped from a phone.
Funded trading accounts come with limits that end the account if you break one even once — a maximum you can lose in a day, a maximum overall, a minimum number of days traded, and restrictions around weekends and news.
Almost all of the risk design above exists to respect those limits automatically instead of depending on someone watching a screen. It behaves differently while an account is being evaluated than it does once it's funded.
Eight automated sleeves across two account brains, designed to run unattended. An engineering deep-dive, not a performance page.
One for intraday and event trades, one for multi-day positions, with different time, weekend and news rules.
Default deny. An allowlist per account decides which strategies may open a position; the gate never blocks exits.
Risk steps down automatically as drawdown deepens, then stops entirely. Anchored to the algorithm's own curve.
Rests limit and stop orders at the level instead of chasing price, attaches protection the moment one fills, cancels what never filled, and sweeps every three minutes to clear leftovers and close out trades that have outstayed their time.
Each part is judged on whether it is still producing fresh output, not on whether a process happens to exist.
Multi-tier validation, paper and shadow bridges, walk-forward revalidation and decay alerts. Nothing gets armed on a backtest alone; failures are documented and killed.
Funded accounts end the moment a single rule is broken — a cap on what you can lose in a day, a cap overall, a minimum number of days traded, and restrictions around weekends and news. Almost all of the risk design above exists to respect those limits automatically rather than depending on someone watching a screen.