openclaw-trading-suite

name	openclaw-trading-suite
description	Unified OpenClaw skill for autonomous algo and swing trading workflows: hypothesis generation, screening, technical/sentiment analysis, strategy-specific risk controls, execution gating, P&L and win-rate planning, and self-improvement loops backed by persistent trade data for ML/RL retraining.

OpenClaw Trading Suite

Use this skill when the user asks for end-to-end trading-agent behavior across analysis, hypothesis creation, risk management, execution, and continuous optimization.

Scope

• Strategy styles: swing-first, with optional intraday and event-driven variants.
• Assets: equities and crypto by default.
• Lifecycle: research -> hypothesis -> validate -> size risk -> execute -> review -> retrain.
• Data retention: all decisions, signals, fills, outcomes, and model versions are logged for later analysis.

Core workflow

1. Ingest market, technical, and optional lightweight sentiment/event data.
2. Run screeners to generate candidate tickers/coins for strategy hypotheses.
3. Build trade hypotheses with explicit entry, exit, invalidation, and confidence.
4. Apply strategy-specific risk profile (not global static policy).
5. Gate execution based on drawdown, exposure, and confidence thresholds.
6. Log every step to persistent storage (research, signals, orders, fills, P&L).
7. Run periodic review: win rate, expectancy, drawdown, and regime-fit diagnostics.
8. Feed outcomes into optimization/retraining loop with champion-vs-challenger testing.

Strategy catalog

Load references/strategy_profiles.md when a user asks for concrete strategies or wants to include the "4 bots competition" approaches.

Data model and retention

Load references/data_retention_schema.md when implementing storage, analytics, or RL/ML training.

Autonomy modes

Load references/autonomy_modes.md when implementing user-selected autonomy behavior and approvals.

Adapter extension contract

Load references/adapter_plugin_contract.md when adding venues, data feeds, or research tools.

Strategy builder and gates

Load references/strategy_builder_and_gates.md when user/agent-defined thresholds are needed for paper-to-live graduation.

Secrets handling

Load references/secrets_management.md when adding providers, credentials, or runtime configuration.

Orchestration

Load references/system_orchestration.md when wiring agents/tools, heartbeat cadence, and execution triggers.

Execution policy defaults

• Start in paper mode unless user explicitly requests live mode.
• Require per-hypothesis approval for first live deployment of any new strategy.
• Enforce strategy-local risk budgets and portfolio-level circuit breakers.
• Halt strategy if live or paper performance breaches configured drawdown limits.

Reuse notes for this repository

• Existing modules to reuse first: market-data-aggregator, technical-analysis-engine, risk-position-manager, strategy-optimizer, trade-signal-processor-executor, performance-reporter-learner, profit-forecaster, and temp-rl-proto.
• Treat older module SKILL.md files as component-level docs; this suite is the orchestrator skill.
• Nightly research entry point: scripts/nightly_research.py.