Activity
Mon
Wed
Fri
Sun
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
What is this?
Less
More
21 contributions to ZeroOne · Your First AI Agent
Same Frustration
I AM LITERALLY SO FRUSTRATED WITH CLAUDES LYING. It seems irregardles of any operating lense or gaurdrail i give this thing, it will tell me "all good" when i go to bed and then tell me all the errors when i ask for a status check in the morning...grrrr. Am i just complaining to early as i havent advanced my lessons yet or how would i invoke a greter accuracy in performance
2 likes • 28d
You're not complaining too early, and it's not your lessons — this is a real, specific failure mode, and no "please be honest" prompt fixes it. The model isn't lying on purpose: at night it's PREDICTING that things worked; in the morning your status check actually LOOKS. Two different operations, and only one of them touched reality. The fix is to stop letting "all good" be something it can SAY and make it something it has to PROVE. What worked for me on a system that now runs unattended while I sleep: 1. Separate "it ran without crashing" from "the work actually got done." A clean exit is not success — it's only the absence of an error. Define the expected end-state and check for THAT. 2. Ask for the evidence, never the verdict. Instead of "is everything good?", ask "show me the last run's output / the test result / the current state." It can hand-wave a verdict; it can't hand-wave a concrete artifact. 3. Make the work write its own proof as the last step — a log line or status file dropped only AFTER the real work completes, so a job that dies halfway literally cannot report success. 4. A status check should re-run the verification, not summarize memory. Your morning check works because it looks fresh; make the nightly "done" do the same look, and the two stop disagreeing. Short version: don't trust the report, trust the artifact. Once "done" has to cite what it checked, the 3am optimism disappears. Happy to go into any of these.
Aug 31 • 
Ask
What is your checklist before letting an AI trade with real money?
Hey everyone! 👋 I have another important question for people who have actually taken an AI trading system from paper trading to real-money trading. Let’s say the AI has already been developed, tested, backtested, and paper-traded successfully. Before you actually turn on live trading with real money, what is your final checklist? I’m trying to understand what should be 100% verified before making that switch. For example: - Backtesting completed on sufficient historical data - Out-of-sample / walk-forward testing completed - Paper trading completed successfully - No critical software or logic bugs - Market-data feed is reliable and fresh - Broker API has been tested properly - Order placement, modification, and cancellation have been tested - Stop-loss and risk controls have been tested - Position and portfolio tracking is accurate - Slippage, fees, and other trading costs are accounted for - System handles API failures, network failures, rejected orders, and unexpected situations - Monitoring, logging, and alerts are working - Emergency shutdown / kill switch is working - The AI cannot exceed predefined risk limits What else would you add to this checklist? I’d especially like to know if there are any important checks that people usually forget before going from paper trading to live trading. One more thing I’m curious about When you first put an AI into real-money trading, how much capital do you initially allocate? I’m not asking for anyone’s personal financial advice—I’m trying to understand the general approach experienced developers use. For example: - Do you start with a very small amount compared with the intended final capital? - How do you decide what the initial amount should be? - Do you set a maximum daily/weekly loss limit? - Do you set a maximum drawdown limit at which the AI automatically stops trading? - What other risk limits do you normally put in place? Basically, I’m trying to understand the mindset of: “Everything has been tested → now what conditions must be satisfied before I allow the AI to trade real money, and how do I limit the damage if something goes wrong?”
2 likes • 28d
Joseph covered the operational-readiness half about as thoroughly as it can be covered, so I'll take the other half he named and didn't expand — strategy evidence, the "does the edge actually exist" gate that runs BEFORE any of the broker plumbing matters. My checklist there is short and brutal: 1. Pre-registration. The rule and its exits are written down and frozen before I look at out-of-sample results. The moment you tune after seeing the answer, you've memorized the past, not found an edge. 2. Walk-forward, never a single backtest. Optimize on one window, test on the next window the rule has never seen, roll forward. A number that only looks good in-sample is noise wearing a suit. 3. Penalize for how many variations you tried. Test twenty ideas and one "wins" by luck alone — so I deflate the metric for the number of trials (deflated Sharpe / probability-of-backtest-overfitting). Most of my ideas die right here, which is exactly why I trust the few that don't. 4. A frozen paper period in a regime the rule wasn't born in. I'm in one now and won't touch a single knob until it ends. The way I think about it: your checklist and Joseph's are two gates in series. Mine asks "does the edge survive being actively attacked?" His asks "can the system fail safely once it's live?" An idea has to pass both, in that order — because a real edge with unsafe plumbing loses money, but perfect plumbing around a fake edge just loses it more reliably.
Strategy Pack Breakdown 5/5: Trend Continuation
Strategy Pack Breakdown 5/5: Trend Continuation The final strategy in my trading agent’s strategy pack is Trend Continuation. This strategy is designed for an established trend that has already moved beyond its opening setup but continues to demonstrate healthy structure. Its purpose is not to chase a stock simply because it remains green. It must determine whether the trend is still producing organized evidence of continuation. Supporting evidence can include: - An established directional trend - Constructive higher lows and supported consolidations - Healthy alignment around VWAP and applicable EMA structure - Participation returning during expansion - Controlled volume during consolidation - Sufficient room before resistance - Acceptable extension and risk - No confirmed exhaustion, distribution, or structural failure The important boundary is between continuation and a delayed entry into an exhausted move. A mature trend may still be healthy, but every additional extension changes the risk. The system’s Trend Health and Exhaustion layers therefore play a particularly important role here. Trend Continuation should not simply rename the second or third pullback as another First Pullback. First Pullback has authority only during the first healthy retracement after the initial impulse. Trend Continuation requires an already established trend, a fresh continuation structure, and renewed confirmation. The strategy should refuse the opportunity when: - Higher-low structure fails - VWAP or meaningful support is lost without recovery - Expansion occurs on weakening participation - Selling volume increases - Price becomes excessively extended - Resistance leaves insufficient reward - Trend Health deteriorates - Exhaustion or distribution becomes dominant The core question is: Is this trend renewing itself through supported consolidation, or is it producing one final expansion before failure? This strategy also creates an important management question. A position can remain valid even when it would no longer be safe to initiate a new trade. “Continue holding” and “open a new position” should not have identical evidence requirements.
1 like • 29d
Your second question has a definite answer from my side: yes, a continuation entry must require stronger evidence than holding, and my engine implements exactly that asymmetry. Entries are gated hard — any missing piece of evidence blocks them — while an open position is managed unconditionally, every closed candle, no matter what. They answer different questions: an entry decides whether to take on NEW risk; holding manages risk you already own. Same data, different burden of proof, and collapsing the two is how a system quietly turns a good hold into a bad new entry. On preventing re-entry into the same weakening trend — that's the deteriorating-evidence idea from your VWAP thread applied here: repeated continuation attempts without fresh higher-low structure are the same unresolved condition re-offered, and the cleanest guard I've found is to require a NEW impulse+consolidation since the last entry, not just "price is still green." And "Continue holding / open a new position should not have identical evidence requirements" is, to me, the single most important line in the whole pack — it's the one most builders skip, and it's exactly where an over-eager agent bleeds out. Strong close to the series.
1 like • 29d
That defensive-default correction is exactly right, and it's the one rule I hold hardest in my own system: uncertainty is treated as a reason to reduce exposure, never as permission to keep it. Missing data, stale feeds, an unsure broker state — all fail toward flat, not toward hold. Great series, Joseph.@Joseph Manion
Strategy Pack Breakdown 4/5: VWAP Reclaim
Strategy Pack Breakdown 4/5: VWAP Reclaim The fourth strategy in my trading agent’s strategy pack is VWAP Reclaim. This strategy is intended for a stock that lost VWAP or traded below it, then attempts to recover that level with improving structure. A VWAP touch is not a reclaim, and a single candle closing above VWAP does not prove that buyers have regained control. The system looks for evidence that the recovery is being accepted. That can include: - A prior loss or meaningful test of VWAP - A controlled recovery rather than a single erratic spike - Price holding above VWAP after reclaiming it - Improving short-term structure - Renewed volume or participation - Alignment with the broader trend and momentum state - A clearly defined failure point - Adequate room before resistance - No confirmed exhaustion or repeated VWAP failure This strategy should reject a reclaim when price only wicks above VWAP, participation remains weak, overhead resistance is too close, spread or liquidity is unsafe, or price repeatedly crosses VWAP without establishing control. That last condition matters. In a choppy market, VWAP can become a magnet rather than meaningful support. Repeated crossing should not generate repeated entry authority. The strategy’s core question is: Has VWAP changed from resistance back into supported structure, or is price merely oscillating around an average? This setup can also overlap visually with First Pullback or Trend Continuation. The distinction should come from the event that creates authority: - First Pullback begins with the first healthy retracement after an impulse. - VWAP Reclaim begins with the recovery and acceptance of a previously lost VWAP. - Trend Continuation begins from an already established and still-healthy trend structure. I’d appreciate feedback: 1. What proves a VWAP reclaim has been accepted? 2. How many failed reclaim attempts should disqualify the opportunity? 3. Should participation be required on the reclaim candle, the hold above VWAP, or both? 4. How would you distinguish a reclaim from ordinary VWAP chop?
0 likes • 29d
Emily's disqualifier and your "deteriorating evidence" framing match what my production data shows. My regime scoreboard tags every evaluation — including the refused ones — and the pattern is stark: the volume filter turns away 8-15 signals per slot in chop versus almost none in trend. Same unresolved condition, re-offered over and over, exactly as you describe. Two implementation notes from living with that: (1) hysteresis is cheap to encode — my cross-based entries only confirm on the candle AFTER the cross, which kills most of the magnet oscillation by construction; (2) log every refusal with its reason and values, because the disqualifier itself needs auditing: at the next review I replay the refused entries to measure whether the chop filter saved money or just paid opportunity cost. A disqualifier that never gets billed is unfalsifiable.
Strategy Pack Breakdown 3/5: Opening Range Breakout
Strategy Pack Breakdown 3/5: Opening Range Breakout The third strategy in my trading agent’s strategy pack is Opening Range Breakout. This strategy evaluates whether the market has established a meaningful early range and whether price can leave that range with genuine acceptance. Drawing an opening-range high and buying the first move above it would be easy to automate. It would also create a large number of false breakouts. The system therefore needs more than a price crossing a line. Supporting evidence can include: - A clearly established opening range - Constructive price behavior inside that range - Fresh participation during the breakout attempt - Alignment with broader momentum and market structure - Acceptable spread and liquidity - Sufficient room before overhead resistance - A known invalidation level - No confirmed exhaustion or chase condition The strategy must also distinguish between briefly trading above the range and actually being accepted above it. A breakout should be refused when volume does not confirm it, price immediately returns inside the range, the move runs directly into resistance, risk cannot be defined safely, or the breakout occurs after the opportunity has become excessively extended. Although Opening Range Breakout and Gap & Go can observe the same stock, they are not the same strategy. Gap & Go evaluates whether a catalyst-driven opening move is holding and continuing. Opening Range Breakout evaluates whether a defined early auction has resolved through its boundary with confirmation. The strategy selector must explain which structure exists instead of allowing both strategies to claim the same price movement without distinction. The core question is: Has price genuinely escaped the opening range, or did it only trigger breakout orders before returning to the range? I’d appreciate criticism of this design: 1. What evidence best confirms acceptance outside an opening range? 2. How long should a range exist before it becomes meaningful? 3. Should immediate rejection back inside the range always cancel the setup? 4. How would you prevent overlap between Opening Range Breakout and Gap & Go?
3 likes • Aug 31
The "briefly trading above vs actually accepted above" distinction is the one that separates live results from backtests. My system's blunt answer to your first question: act only on closed candles, never on intrabar touches — a wick above the range simply doesn't exist as far as the entry logic is concerned. Crude, but it deleted a whole class of false breakouts at the cost of slightly later entries; a trade I'd make again. And it composes well with the bounded-evidence approach from your Gap & Go reply: the candle close is just the cheapest acceptance evidence to verify — breakout-bar volume and no immediate re-entry into the range stack on top of it.
1-10 of 21
Decebal Flos
3
38 points to level up
@decebal-flos-3396
Original Member of The Founding 12 in Zero One Accelerator ❇️

Active 10h ago
Joined May 21, 2026
Powered by