BUILD / 02 — PRODUCT OVERVIEW
MULTI-TIMEFRAME TRADING & EXECUTION ARCHITECTURE
AUTOMATED TRADING OS
Multi-timeframe quantitative trading and execution architecture.
An operating-system-style architecture for systematic trading: higher-timeframe context flows down through mid- and lower-timeframe analysis into risk, trade management and execution — every stage bounded by structural controls: 1% per-trade risk cap, minimum 1:4 reward-to-risk, fee and slippage modelling, cost-budget filtering, profit lock and giveback limit.
1%
MAX RISK PER TRADE
STRUCTURAL CAP
1:4
MINIMUM R:R
ADMISSION THRESHOLD
6
PIPELINE STAGES
HTF → EXECUTION
100%
FILLS COST-MODELED
FEES + SLIPPAGE
SYSTEM INSTRUMENT / TRADING OS
VISUAL METAPHOR — LAYERED EXECUTION PIPELINE
INSTRUMENT / EXECUTION PIPELINE
ARCHITECTURE DIAGRAM — NOT A PERFORMANCE MEASUREMENT
One-way information flow: no lower timeframe can override a higher timeframe constraint. The risk firewall sits before order construction, so a setup that fails the 1% cap, the 1:4 R:R floor or the cost budget never becomes an order.
THE BUILD AT A GLANCE
WHAT IT IS, WHAT IT SOLVES, HOW IT IS BUILT — THE FULL EVIDENCE CHAIN LIVES IN THE CASE STUDY
THE PROBLEM
Most trading systems are built as a single indicator that prints buy/sell signals. That model collapses context, risk and execution into one fragile decision.
Real systematic trading is layered: what the higher timeframe permits, the mid timeframe structures, the lower timeframe triggers — and none of it matters if position size, costs and exit management are not governed explicitly.
WHAT IT DOES
- Separate HTF / MTF / LTF analysis into distinct pipeline stages with defined contracts
- Enforce risk controls as structural invariants: 1% per-trade risk cap, minimum 1:4 R:R
- Model fees and slippage at execution, and filter trades whose cost budget cannot support the setup
- Manage open trades with profit lock and giveback limits instead of static stops only
RESEARCH QUESTION
Does explicit multi-timeframe separation, with hard risk controls at every layer boundary, improve trade quality enough to survive modeled costs?
ARCHITECTURE
ARCHITECTURE — DATA PATH
ARCHITECTURE DIAGRAM — THE DOCUMENTED LAYERS, NOT A MEASUREMENT
- 01
HTF — HIGHER TIMEFRAME
Directional context and regime
- 02
MTF — MID TIMEFRAME
Structure and setup identification
- 03
LTF — LOWER TIMEFRAME
Entry trigger
- 04
RISK
Position sizing and trade admission
- 05
TRADE MANAGEMENT
Open-position governance
- 06
EXECUTION
Order construction and fills
TECHNOLOGY
KEY EVIDENCE
CONTROLS IN CODE
Risk cap, R:R floor, cost filter, profit lock, giveback limit - enforced structurally and exercised by local tests; no CI runs yet
PIPELINE MODEL
HTF → MTF → LTF → RISK → TRADE MANAGEMENT → EXECUTION
CURRENT STATE
DEVELOPMENT
Execution architecture under active development.
GO DEEPER
THE FULL EVIDENCE CHAIN
Problem, hypothesis, architecture, methodology, experiments, results — and the failures and limitations beside them. The case study is the full write-up for this build.