TIGER v2 — Multi-Scanner Goal-Based Trading

5 scanners. 1 goal. Configurable aggression. Mechanical exits.

Philosophy: WOLF hunts on instinct. TIGER calculates what it needs, then hunts exactly that much. Give it a budget, a target, and a deadline — it adjusts aggression automatically.

Architecture

┌──────────────────────────────────────────┐
│           10 OpenClaw Crons              │
│  Compress(5m) Corr(3m) Momentum(5m)     │
│  Reversion(5m) Funding(30m) OI(5m)      │
│  Goal(1h) Risk(5m) Exit(5m) DSL(30s)    │
├──────────────────────────────────────────┤
│           Python Scripts                  │
│  tiger_lib.py  tiger_config.py           │
│  5 scanners / goal-engine / risk /       │
│  exit / oi-tracker / dsl-v4              │
├──────────────────────────────────────────┤
│           Senpi MCP (via mcporter)        │
│  market_list_instruments                  │
│  market_get_asset_data / market_get_prices│
│  create_position / close_position         │
│  edit_position / cancel_order             │
│  strategy_get_clearinghouse_state         │
│  leaderboard_get_markets                  │
│  account_get_portfolio                    │
├──────────────────────────────────────────┤
│           State Files                     │
│  tiger-config.json → tiger_config.py      │
│  state/{instance}/*.json (atomic writes)  │
└──────────────────────────────────────────┘

State flow: OI Tracker samples all assets → Scanners score signals by confluence → Goal Engine sets aggression → Agent enters via create_position → DSL manages trailing stops → Risk Guardian enforces limits → Exit Checker handles pattern-specific exits.

Quick Start

1. Ensure Senpi MCP is connected (mcporter list shows senpi)
2. Create a custom strategy: strategy_create_custom_strategy
3. Fund the wallet: strategy_top_up
4. Run setup:

   python3 scripts/tiger-setup.py --wallet 0x... --strategy-id UUID \
     --budget 1000 --target 2000 --deadline-days 7 --chat-id 12345
   

5. Create 10 OpenClaw crons from references/cron-templates.md

First hour: OI Tracker needs ~1h of history before compression/reversion scanners can use OI data. Goal engine and risk guardian work immediately.

5 Signal Patterns

1. Compression Breakout (Primary)

BB squeeze with OI accumulation → price breaks bands.

2. BTC Correlation Lag

BTC moves significantly → high-corr alts haven’t caught up.

Window quality: STRONG (lag > 0.7), MODERATE (0.5-0.7), CLOSING (0.4-0.5).

3. Momentum Breakout

Strong price move with volume confirmation.

DSL note: Tighter Phase 1 retrace (0.012) — momentum reversals are fast.

4. Mean Reversion

Overextended asset with exhaustion signals → counter-trend.

5. Funding Rate Arb

Extreme funding → go opposite the crowd, collect income.

DSL note: Wider retrace tiers (0.02+) — edge is income, not price direction. Risk Guardian auto-exits if funding flips.

Goal Engine & Aggression

goal-engine.py runs hourly. Calculates required daily return and sets aggression:

DSL v4 — Trailing Stop System

Per-position DSL state file. Combined runner (dsl-v4.py) checks all active positions every 30s.

IMPORTANT: The DSL cron must first check activePositions in TIGER state. If no positions are open, output HEARTBEAT_OK immediately and do NOT invoke dsl-v4.py. This prevents unnecessary session spam when TIGER is idle.

Phase 1 (pre-Tier 1): Absolute floor. 3 consecutive breaches → close. Max duration: 90 minutes.

Phase 2 (Tier 1+): Trailing tiers.

Stagnation TP: ROE ≥ 8% + high-water stale 1h → auto-close.

DSL Tuning by Pattern

Risk Management

All percentage values are whole numbers (5 = 5%).

Anti-Patterns

1. NEVER enter in ABORT aggression. Goal engine set ABORT for a reason.
2. NEVER override DSL. DSL auto-closes. Don’t re-enter after DSL exit.
3. NEVER hold FUNDING_ARB after funding flips. The thesis is dead.
4. NEVER chase momentum after 2h. If you missed the 1h move, wait for the next one.
5. NEVER enter reversion without 4h RSI extreme. That’s the required filter, not optional.
6. NEVER run scanners without timeout wrapper. timeout 55 prevents overlap.

API Dependencies

State Schema

See references/state-schema.md for full schema with field descriptions.

Key state files:

state/{instanceKey}/
├── tiger-state.json              # Positions, aggression, safety, daily stats
├── dsl-{ASSET}.json              # Per-position DSL trailing stop state
├── oi-history.json               # 24h OI time-series
├── trade-log.json                # All trades with outcomes
└── scan-history/                 # Scanner output history

All state files include version, active, instanceKey, createdAt, updatedAt. All writes use atomic_write().

Cron Setup

See references/cron-templates.md for ready-to-use OpenClaw cron payloads.

Notification Policy — IMPORTANT: Only notify Telegram when something actionable happens (trade opened/closed, aggression changed, risk halt, errors). NEVER notify for HEARTBEAT_OK, NO_POSITIONS, routine scans with no signals, or data collection. Silent when idle.

Tier 1 (fast/cheap): threshold checks, data collection, DSL math. Tier 2 (capable): aggression decisions, risk judgment, exit evaluation.

Scanners are staggered by 1-2 minutes to avoid mcporter rate limits (see cron-templates.md).

Expected Performance

Known Limitations

• OI history bootstrap. Scanners need ~1h of OI data before OI-dependent signals are reliable.
• mcporter latency. ~6s per call. Scanners limited to 8 assets per cycle.
• DSL is per-position. Each position needs its own DSL state file.
• Correlation scanner assumes BTC leads. Doesn’t work when alts lead BTC.
• Funding arb needs patience. Edge is income over time; DSL must be wide enough.
• Goal engine recalculates hourly. Aggression can shift mid-trade.

Optimization Levers

Gotchas

• maxSingleLossPct is a whole number: 5 = 5%.
• minConfluenceScore values are decimals (0.40 = 40%), NOT whole numbers — this is a weighted score 0-1.
• trailingLockPct values are decimals (0.60 = lock 60%).
• triggerPct in DSL tiers is ROE % (5 = 5% ROE), not price %.
• lockPct in DSL is % of high-water move to lock, not a retrace threshold.
• DSL reads DSL_STATE_FILE env var ONLY — positional args are silently ignored.
• timeout 55 on all scanner scripts to prevent cron overlap.
• Cron stagger offsets: :00 compression, :01 momentum, :02 reversion, :03 OI, :04 risk+exit.

Lessons from Live Trading

Operational

• DSL state file active field: MUST include active: true or dsl-v4.py returns {"status": "inactive"} (line 22 check). This is the #1 gotcha when setting up new positions.
• DSL invocation syntax: DSL_STATE_FILE=/path/to/file.json python3 scripts/dsl-v4.py COIN
• API latency: market_get_asset_data ~4s/call, market_list_instruments ~6s. Max 8 assets per 55s scan window.
• Correlation scanner timeouts: Frequently times out — skip after consecutive timeouts rather than waste 55s per attempt.
• Compression scanner signals: Requires breakout: true AND a direction to be actionable — a high compression score alone is not enough.

Trading

• Don’t short compressed assets with building OI — compression often resolves upward.
• No duplicate positions: Skip signals for assets already in active_positions.
• Re-entry in opposite direction IS valid: When signals are strong, entering the same asset in the opposite direction works.
• DSL trailing stops >> fixed TP: Every winning trade ran past where a fixed TP would have closed. Let winners run.
• High-score signals (0.85+) justify overriding blacklists: If original loss was small and new direction differs, take the trade.
• create_position format: Requires orders array with coin, direction, leverage, marginAmount, orderType fields.
• close_position syntax: mcporter call 'senpi.close_position(...)'
• CLOSE_NO_POSITION pattern: Position may already be closed on-chain before DSL’s close call — handle gracefully (not an error).