# MrTrades strategies — for assistants

Read this file. Then call strategy_features. Do not invent predicate names.

Hosted MCP: https://app.mrtrades.com/mcp
Auth: X-Api-Key in client config, never in chat.
Catalog: call strategy_features
Human page: https://mrtrades.com/products/strategies
Connect recipe: https://app.mrtrades.com/documentation/grok

## Legal names (P0 + P1)

Print-seq (current same-size / same-side run on raw_trades_v2, 8s window, 8% size band):
- size_run_count
- size_run_notional (USD)
- size_run_side (+1 buy, -1 sell)
- size_run (>= 1 when count >= 5)

Cloud flags, closed bars only. Bare name = 1m.
- press_lower / press_upper / in_cloud / above_cloud / below_cloud / cloud_mid
- suffixes: _15s _1m _15m _1h
- 1m/15m/1h from agg_candles_1m_v2
- 15s from the paper/live tape
- press_lower_15m can be true while press_lower is false

Book (paper replays 1s ClickHouse snapshots; live uses latest book):
- book_imb5 book_imb10 top5_depth_usd microprice spread_bps
- If the window has no L2: paper_skipped_book=true and the filter does not pass

Absorption (same math as GET /v1/viz/absorption):
- absorption / absorption_bias = 60s
- absorption_15s absorption_60s absorption_5m
- bid_hold (>=1 when 60s > 0.25) ask_hold (>=1 when 60s < -0.25)

Liquidity (same L2 + tape as iceberg blooms / book impulse):
- resting_bid_usd resting_ask_usd
- iceberg_bid_usd iceberg_ask_usd (tape that exceeded displayed size, 8s)
- bid_pull (>=1 when bid notional drops >20% in 2s)

Exit:
- exit.opposing defaults true ($15k opposing print). opposing: false keeps the runner.
- Implicit stop 8 bps / tp 12 bps still apply unless ret_bps is set.

Trail:
- arm_on: press_upper (or press_upper_15m, absorption, bid_hold, …)
- or arm_ret_bps / arm_usd
- pullback_bps required
- Unknown arm_on → unknown_feature

Paper fills (up to 500):
entry_ts exit_ts side entry_px exit_px pnl_bps pnl_usd exit_reason max_favorable_bps max_adverse_bps
strategy_paper days up to 30 (full tape; not a 500k-print clip).
strategy_report LIVE: closed_pnl_usd, open_upnl_usd, reject_reason.
One open position per symbol across all of the owner's YAMLs.
scanner_print_seq symbol= filters cards to that coin.

## Missing name

strategy_validate returns unknown_feature:NAME.
Call product_request once on the owner's behalf:
  title, why, area=strategies, proposed_names=[NAME]
Do not invent the predicate. Do not say it shipped. Five requests per UTC day.

## Collect-shaped YAML (example)

symbol: PUMP-USD
side: long
alert:
  all:
    - press_lower_15m
    - absorption_bias >= 0.25
    - size_run_notional >= 25000
entry:
  when_alert: true
  any:
    - in_cloud
    - above_cloud
    - book_imb5 >= 0.15
exit:
  opposing: false
  any:
    - below_cloud
    - held_s >= 14400
    - trail:
        arm_on: press_upper
        pullback_bps: 50
        floor_ret_bps: 80
risk:
  notional_usd: 2500
  max_positions: 1
  cooldown_s: 3600

Implicit stop/TP defaults still apply unless exit.any sets ret_bps. You do not place orders. The engine does.