| 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
- Ingest market, technical, and optional lightweight sentiment/event data.
- Run screeners to generate candidate tickers/coins for strategy hypotheses.
- Build trade hypotheses with explicit entry, exit, invalidation, and confidence.
- Apply strategy-specific risk profile (not global static policy).
- Gate execution based on drawdown, exposure, and confidence thresholds.
- Log every step to persistent storage (research, signals, orders, fills, P&L).
- Run periodic review: win rate, expectancy, drawdown, and regime-fit diagnostics.
- 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.
