dash closed trades history
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Dobromir Popov
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MEXC_TRADING_INTEGRATION_SUMMARY.md
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MEXC_TRADING_INTEGRATION_SUMMARY.md
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# MEXC Trading Integration Summary
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## Overview
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Successfully integrated MEXC exchange API for real trading execution with the enhanced trading system. The integration includes comprehensive risk management, position sizing, and safety features.
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## Key Components Implemented
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### 1. Configuration Updates (`config.yaml`)
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Added comprehensive MEXC trading configuration:
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```yaml
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mexc_trading:
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enabled: false # Set to true to enable live trading
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test_mode: true # Use test mode for safety
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api_key: "" # Set in .env file as MEXC_API_KEY
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api_secret: "" # Set in .env file as MEXC_SECRET_KEY
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# Position sizing (conservative for live trading)
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max_position_value_usd: 1.0 # Maximum $1 per position for testing
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min_position_value_usd: 0.1 # Minimum $0.10 per position
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position_size_percent: 0.001 # 0.1% of balance per trade
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# Risk management
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max_daily_loss_usd: 5.0 # Stop trading if daily loss exceeds $5
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max_concurrent_positions: 1 # Only 1 position at a time for testing
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max_trades_per_hour: 2 # Maximum 2 trades per hour
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min_trade_interval_seconds: 300 # Minimum 5 minutes between trades
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# Safety features
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dry_run_mode: true # Log trades but don't execute
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require_confirmation: true # Require manual confirmation
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emergency_stop: false # Emergency stop all trading
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# Supported symbols
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allowed_symbols:
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- "ETH/USDT"
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- "BTC/USDT"
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```
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### 2. Trading Executor (`core/trading_executor.py`)
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Created a comprehensive trading executor with:
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#### Key Features:
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- **Position Management**: Track open positions with entry price, time, and P&L
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- **Risk Controls**: Daily loss limits, trade frequency limits, position size limits
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- **Safety Features**: Emergency stop, symbol allowlist, dry run mode
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- **Trade History**: Complete record of all trades with performance metrics
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#### Core Classes:
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- `Position`: Represents an open trading position
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- `TradeRecord`: Record of a completed trade
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- `TradingExecutor`: Main trading execution engine
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#### Key Methods:
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- `execute_signal()`: Execute trading signals from the orchestrator
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- `_calculate_position_size()`: Calculate position size based on confidence
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- `_check_safety_conditions()`: Verify trade safety before execution
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- `emergency_stop()`: Emergency stop all trading
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- `get_daily_stats()`: Get trading performance statistics
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### 3. Enhanced Orchestrator Integration
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Updated the enhanced orchestrator to work with the trading executor:
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- Added trading executor import
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- Integrated position tracking for threshold logic
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- Enhanced decision making with real trading considerations
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### 4. Test Suite (`test_mexc_trading_integration.py`)
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Comprehensive test suite covering:
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#### Test Categories:
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1. **Trading Executor Initialization**: Verify configuration and setup
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2. **Exchange Connection**: Test MEXC API connectivity
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3. **Position Size Calculation**: Verify position sizing logic
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4. **Dry Run Trading**: Test trade execution in safe mode
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5. **Safety Conditions**: Verify risk management controls
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6. **Daily Statistics**: Test performance tracking
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7. **Orchestrator Integration**: Test end-to-end integration
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8. **Emergency Stop**: Test emergency procedures
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## Configuration Details
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### Position Sizing Strategy
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The system uses confidence-based position sizing:
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```python
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def _calculate_position_size(self, confidence: float, current_price: float) -> float:
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max_value = 1.0 # $1 maximum
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min_value = 0.1 # $0.10 minimum
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# Scale position size by confidence
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base_value = max_value * confidence
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position_value = max(min_value, min(base_value, max_value))
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return position_value
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```
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**Examples:**
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- 50% confidence → $0.50 position
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- 75% confidence → $0.75 position
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- 90% confidence → $0.90 position
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- 30% confidence → $0.30 position (above minimum)
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### Risk Management Features
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1. **Daily Loss Limit**: Stop trading if daily loss exceeds $5
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2. **Trade Frequency**: Maximum 2 trades per hour
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3. **Position Limits**: Maximum 1 concurrent position
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4. **Trade Intervals**: Minimum 5 minutes between trades
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5. **Symbol Allowlist**: Only trade approved symbols
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6. **Emergency Stop**: Immediate halt of all trading
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### Safety Features
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1. **Dry Run Mode**: Log trades without execution (default: enabled)
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2. **Test Mode**: Use test environment when possible
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3. **Manual Confirmation**: Require confirmation for trades
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4. **Position Monitoring**: Real-time P&L tracking
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5. **Comprehensive Logging**: Detailed trade and error logging
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## Usage Instructions
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### 1. Setup API Keys
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Create or update `.env` file:
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```bash
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MEXC_API_KEY=your_mexc_api_key_here
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MEXC_SECRET_KEY=your_mexc_secret_key_here
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```
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### 2. Configure Trading
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Update `config.yaml`:
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```yaml
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mexc_trading:
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enabled: true # Enable trading
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dry_run_mode: false # Disable for live trading (start with true)
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max_position_value_usd: 1.0 # Adjust position size as needed
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```
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### 3. Run Tests
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```bash
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python test_mexc_trading_integration.py
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```
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### 4. Start Trading
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The trading executor integrates automatically with the enhanced orchestrator. When the orchestrator makes trading decisions, they will be executed through MEXC if enabled.
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## Security Considerations
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### API Key Security
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- Store API keys in `.env` file (not in code)
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- Use read-only keys when possible for testing
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- Restrict API key permissions to trading only (no withdrawals)
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### Position Sizing
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- Start with very small positions ($1 maximum)
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- Gradually increase as system proves reliable
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- Monitor performance closely
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### Risk Controls
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- Keep daily loss limits low initially
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- Use dry run mode for extended testing
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- Have emergency stop procedures ready
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## Performance Monitoring
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### Key Metrics Tracked
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- Daily trades executed
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- Total P&L
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- Win rate
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- Average trade duration
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- Position count
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- Daily loss tracking
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### Logging
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- All trades logged with full context
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- Error conditions logged with stack traces
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- Performance metrics logged regularly
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- Safety condition violations logged
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## Next Steps for Live Trading
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### Phase 1: Extended Testing
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1. Run system in dry run mode for 1-2 weeks
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2. Verify signal quality and frequency
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3. Test all safety features
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4. Monitor system stability
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### Phase 2: Micro Live Trading
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1. Enable live trading with $0.10 positions
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2. Monitor for 1 week with close supervision
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3. Verify actual execution matches expectations
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4. Test emergency procedures
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### Phase 3: Gradual Scale-Up
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1. Increase position sizes gradually ($0.25, $0.50, $1.00)
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2. Add more symbols if performance is good
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3. Increase trade frequency limits if appropriate
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4. Consider longer-term position holding
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### Phase 4: Full Production
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1. Scale to target position sizes
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2. Enable multiple concurrent positions
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3. Add more sophisticated strategies
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4. Implement automated performance optimization
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## Technical Architecture
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### Data Flow
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1. Market data → Enhanced Orchestrator
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2. Orchestrator → Trading decisions
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3. Trading Executor → Risk checks
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4. MEXC API → Order execution
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5. Position tracking → P&L calculation
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6. Performance monitoring → Statistics
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### Error Handling
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- Graceful degradation on API failures
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- Automatic retry with exponential backoff
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- Comprehensive error logging
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- Emergency stop on critical failures
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### Thread Safety
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- Thread-safe position tracking
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- Atomic trade execution
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- Protected shared state access
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## Conclusion
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The MEXC trading integration provides a robust, safe, and scalable foundation for automated trading. The system includes comprehensive risk management, detailed monitoring, and extensive safety features to protect against losses while enabling profitable trading opportunities.
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The conservative default configuration ($1 maximum positions, dry run mode enabled) ensures safe initial deployment while providing the flexibility to scale up as confidence in the system grows.
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