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docs: Add live trading system documentation to QWEN.md
Complete live trading guide for cTrader + RiskMgmt integration: - Architecture diagram and how it works (5 steps) - Setup instructions and API configuration - Usage examples (paper/live trading) - Risk management and monitoring - Troubleshooting guide - Future enhancements roadmap Documentation kept in QWEN.md only (internal, not public README).
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TPTBusiness
@@ -103,15 +103,242 @@ python predix.py portfolio-simple # Portfolio optimization
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python debug_backtest.py # Debug alignment & IC
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```
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### Environment Variables
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---
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## 🚀 Live Trading System (cTrader + FTMO)
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### Overview
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Predix includes a **complete live trading system** that executes strategies on cTrader via Open API with FTMO broker.
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**All live trading code is CLOSED SOURCE** and stored in `git_ignore_folder/` (never committed to Git).
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### Architecture
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```
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┌──────────────────────────────────────────────────────────────┐
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│ PREDIX LIVE TRADING │
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├──────────────────────────────────────────────────────────────┤
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│ │
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│ Strategy JSON → Factor Calculator → Signal Generator │
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│ ↓ ↓ ↓ │
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│ results/strategies Live OHLCV Data LONG/SHORT │
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│ _new/*.json (cTrader API) /NEUTRAL │
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│ ↓ │
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│ Risk Manager │
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│ ↓ │
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│ cTrader Orders API │
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│ ↓ │
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│ FTMO Account (Live) │
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│ │
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│ Logging: results/live_trading/ │
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│ - trades_*.json (trade log) │
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│ - trading_*.log (detailed log) │
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└──────────────────────────────────────────────────────────────┘
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```
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### Files (Closed Source)
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```
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git_ignore_folder/
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├── predix_live_trader.py ← Main live trading script
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└── LIVE_TRADING_SETUP.md ← Setup guide
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results/live_trading/
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├── trades_*.json ← Trade log
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└── trading_*.log ← Detailed log
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```
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### Prerequisites
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1. **cTrader Account** with FTMO broker
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2. **cTrader Open API** credentials: https://developers.ctrader.com/
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- Client ID
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- Client Secret
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- Broker ID
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- Access Token
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3. **Python 3.10+** with `requests`, `pandas`, `numpy`, `python-dotenv`
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### Setup cTrader API
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1. **Register Application:**
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- Go to https://developers.ctrader.com/
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- Login with your cTrader credentials
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- Create new application
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- Note down: Client ID, Client Secret, Broker ID
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2. **Generate Access Token:**
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- OAuth2 flow or generate in dashboard
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- Token expires - refresh as needed
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3. **Configure .env:**
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```bash
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# Add to .env file:
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CTRADE_API_BASE=https://api.ctrader.com
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CTRADE_CLIENT_ID=your_client_id
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CTRADE_CLIENT_SECRET=your_client_secret
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CTRADE_ACCESS_TOKEN=your_access_token
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CTRADE_BROKER_ID=your_broker_id
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# Trading parameters
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TRADING_SYMBOL=EURUSD
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TRADING_TIMEFRAME=M1
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DEFAULT_LOT_SIZE=0.01
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MAX_DAILY_LOSS_PCT=2.0
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MAX_POSITIONS=1
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```
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### How It Works
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#### 1. **Strategy Loading**
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```python
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# Loads strategy from JSON
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strategy = json.load(open('results/strategies_new/123_MomentumDivergenceZScore.json'))
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code = strategy['code'] # Strategy Python code
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factors = strategy['factor_names'] # Factor names list
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```
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#### 2. **Factor Calculation**
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```python
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# Computes factors from live OHLCV
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ohlcv = client.get_ohlcv('EURUSD', 'M1', count=1000)
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factors_df = compute_factors(ohlcv)
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# Calculates: daily_close_return_96, daily_session_momentum_divergence_1d, etc.
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```
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#### 3. **Signal Generation**
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```python
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# Executes strategy code
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exec(strategy_code, {'factors': factors_df}, local_vars)
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signal = local_vars['signal'] # 1=LONG, -1=SHORT, 0=NEUTRAL
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```
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#### 4. **Order Execution**
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```python
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if signal != last_signal and signal != 0:
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# Close opposite positions
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if signal == 1: close_all_shorts()
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if signal == -1: close_all_longs()
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# Place new order
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client.place_order(
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symbol='EURUSD',
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side='LONG' if signal == 1 else 'SHORT',
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lot_size=calculate_position_size(),
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stop_loss=0.0050, # 50 pips
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take_profit=0.0100, # 100 pips
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comment='Predix-{strategy_name}'
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)
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```
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#### 5. **Risk Management**
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- **Daily Loss Limit:** Stops trading if daily loss > 2%
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- **Max Positions:** Only 1 position at a time
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- **Position Sizing:** Dynamic based on balance and ATR
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- **Stop Loss:** 50 pips automatic
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- **Take Profit:** 100 pips automatic
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### Usage
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#### Paper Trading (TEST FIRST!)
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```bash
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python git_ignore_folder/predix_live_trader.py \
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--strategy results/strategies_new/1775543215_MomentumDivergenceZScore.json \
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--paper
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```
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#### Live Trading (REAL MONEY)
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```bash
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python git_ignore_folder/predix_live_trader.py \
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--strategy results/strategies_new/1775543215_MomentumDivergenceZScore.json \
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--lot-size 0.01
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```
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#### Custom Parameters
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```bash
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python git_ignore_folder/predix_live_trader.py \
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--strategy results/strategies_new/123_MyStrategy.json \
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--lot-size 0.02 \
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--symbol EURUSD \
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--timeframe M5
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```
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### CLI Options
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| Option | Short | Description | Default |
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|--------|-------|-------------|---------|
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| `--strategy` | `-s` | Path to strategy JSON | Required |
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| `--paper` | `-p` | Paper trading mode | False |
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| `--lot-size` | `-l` | Fixed lot size | 0.01 |
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| `--symbol` | | Trading symbol | EURUSD |
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| `--timeframe` | | Timeframe | M1 |
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### Monitoring
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#### Log Files
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```bash
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# View trade log
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cat results/live_trading/trades_*.json | jq .
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# View detailed log
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tail -f results/live_trading/trading_*.log
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```
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#### Trade Log Format
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```json
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[
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{
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"timestamp": "2026-04-07T12:05:30",
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"signal": 1,
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"side": "LONG",
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"lot_size": 0.01,
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"result": { "orderId": "12345", "price": 1.08500 }
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}
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]
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```
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### ⚠️ Critical Warnings
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1. **ALWAYS test in paper mode first** - Never go live without testing
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2. **Start small** - Use 0.01 lots initially
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3. **Monitor daily** - Check logs every day
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4. **FTMO rules** - Respect max drawdown limits (usually 10%)
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5. **Token expiry** - Refresh API tokens before they expire
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6. **Internet required** - System stops if connection drops
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7. **No guarantees** - Past performance ≠ future results
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### Troubleshooting
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| Error | Cause | Solution |
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|-------|-------|----------|
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| "Connection failed" | Wrong API credentials | Check .env values |
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| "No OHLCV data" | cTrader not running | Start cTrader platform |
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| "Signal error" | Missing factors | Strategy needs factors not in live data |
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| "Order failed" | Insufficient margin | Check FTMO account balance |
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| "Daily loss limit" | Hit 2% daily loss | System stopped - wait for next day |
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### cTrader API Endpoints
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The system uses these cTrader Open API endpoints:
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```
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GET /api/accounts # Get account info
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GET /api/positions # Get open positions
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GET /api/cbars # Get OHLCV data
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POST /api/orders # Place order
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DELETE /api/positions/{id} # Close position
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```
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### Future Enhancements
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- [ ] Multi-strategy portfolio trading
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- [ ] Dynamic stop loss/take profit
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- [ ] Trailing stop loss
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- [ ] Webhook alerts for trades
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- [ ] Telegram notifications
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- [ ] Auto-restart on disconnect
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- [ ] Backtest with live data sync
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| Variable | Description | Example |
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|----------|-------------|---------|
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| `OPENROUTER_API_KEY` | OpenRouter API key | `sk-or-v1-b4b...` |
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| `OPENAI_API_KEY` | Alternative: OpenAI/llama key | `local` or `sk-...` |
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| `CHAT_MODEL` | LLM model | `openrouter/qwen/qwen3.6-plus:free` |
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| `OPENROUTER_MODEL` | Specific model | Same as CHAT_MODEL |
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| `NO_COLOR` | Disable ANSI colors | `1` |
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│ └── local/ # Your improved models (NOT in Git!)
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│ ├── transformer_factor.py
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│ ├── tcn_factor.py
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