Automated cryptocurrency trading bot with ML-powered moving average optimization, dynamic risk management, and fee-aware position sizing.

✅ Latest Update (v3.1.1): All const reassignment errors fixed! Bot is fully operational and tested.

• 7 MA Types Tested: SMA, EMA, WMA, DEMA, TEMA, HMA, VWAP
• 182 Combinations: Tests all MA types with lengths 5-30
• 60% Win Rate Threshold: Only trades with high-confidence strategies
• Smart Retry Logic: Fetches fresh data if win rate < 60%
• Crossover Confirmation: Only buys when price crosses from below to above MA

• ML-Based TP/SL: Adaptive ATR + volatility analysis
• Fee-Aware Calculations: Accounts for Alpaca's tiered crypto fees (0.10% - 0.25%)
• Manual TP/SL Monitoring: Crypto doesn't support bracket orders, bot monitors positions
• 1% Max TP/SL: Capped for faster trades
• Dynamic Position Sizing: Adjusts for volatility and account risk
• Timeframe-Adjusted: Position sizing adapts to 1m, 5m, or 15m timeframes

• CLI Progress Bars: Clean [██████████] 100% progress indicators
• Single-Line Updates: No terminal spam
• Real-Time Monitoring: Live P&L and trend direction
• Fresh Data Only: No caching, 100% fresh calculations every run

• Paper Trading Enforced: Cannot trade real money
• ONE Position at a Time: Conservative risk management
• Manual TP/SL Monitoring: Bot monitors positions every second for TP/SL hits
• Position Cleanup: Closes existing positions on startup
• Crossover Confirmation: 5-minute initialization period before first trade

git clone https://github.com/MeridianAlgo/Bitflow.git cd Bitflow npm install

# Copy the template cp .env.template .env # Edit .env and add your Alpaca API keys # Get free paper trading keys at: https://alpaca.markets/

Important: Rename .env.template to .env and add your API keys:

ALPACA_API_KEY_ID=your_key_here ALPACA_SECRET_KEY=your_secret_here ALPACA_PAPER=true 

node src/BitFlow.js

📖 Detailed Setup Guide: See docs/SETUP_GUIDE.md for complete instructions.

Fetching 2000 bars [██████████] 100% ✓ Loaded 1000 bars (Attempt 1/5) Optimizing MA [██████████████████████████████] 100% ✓ Best: TEMA(6) | Score: 60.3% | Win Rate: 35.3% 

1. Fetches 2000 recent bars from Alpaca
2. Tests 182 MA combinations (7 types × 26 lengths)
3. Checks win rate: Must be ≥ 60%
4. If < 60%: Fetches 2000 more bars OR waits 5s and retries with fresh data
5. Selects best MA based on composite score

🟢 BUY SIGNAL - Price crossed from BELOW to ABOVE MA at 100000.00 ✓ ML-Based TP/SL: SL 99500.00, TP 100500.00 ✓ Position Size: 0.001000 BTC (1.00% risk) ✓ Buy executed Entry: 100000.00 | SL: 99500.00 | TP: 100500.00 ML TP/SL monitoring active ↗ Entry 100000.00 | Now 100300.00 | P&L +0.30% | TP 100500.00 (+0.20%) | SL 99500.00 (-0.50%) TAKE PROFIT HIT at 100500.00 P&L: +0.50% (+5.00) ✓ Sell executed: Exit 100500.00 | Final P&L +0.50% (+5.00) 

1. Monitors price every 30 seconds (no position) or 1 second (in position)
2. 5-minute initialization period to establish baseline
3. BUY when price crosses from BELOW to ABOVE MA
4. Calculates ML-based TP/SL with ATR and volatility
5. Monitors position every second for TP/SL hits
6. Executes sell when TP or SL is reached

On startup, you'll be prompted to configure:

1. Timeframe: 1m, 5m, or 15m
2. Symbol: BTC/USD, ETH/USD, XRP/USD, ADA/USD, or SOL/USD
3. TP/SL Mode:
   • ML-Based (Recommended): Adaptive ATR + volatility analysis
   • Manual: Fixed percentages

• Real-time account data: Fetches balance and buying power
• ATR-based TP/SL: Adaptive to market volatility
• Fee-aware calculations: Accounts for Alpaca's 0.25% taker fees
• Dynamic position sizing: 1% account risk per trade
• Safety caps: Max 5% SL, Max 10% TP
• Manual TP/SL monitoring: Bot checks every second for TP/SL hits
• Volatility adjustment: Reduces size in high volatility
• Timeframe adjustment: Larger positions for 1m, smaller for 15m
• Volatility filter: Skips trades in extreme volatility (1m/5m only)

• Fixed stop loss % (user configurable)
• Fixed position size (0.001 BTC)
• Manual TP/SL monitoring every second
• Simpler calculations for beginners

• SMA - Simple Moving Average (equal weight)
• EMA - Exponential (recent prices weighted more)
• WMA - Weighted (linear weight decay)
• DEMA - Double Exponential (reduced lag)
• TEMA - Triple Exponential (even less lag)
• HMA - Hull (reduced lag, smoother)
• VWAP - Volume-Weighted Average Price (considers volume)

Each MA combination is scored on:

• Crossover Score: Win rate and profit factor from backtested signals
• R² Score: How well the MA fits the price trend
• Composite Score: Weighted combination of both

Run the comprehensive test suite to verify everything works:

# Quick buy order test node tests/test-buy-order.js # Full trading cycle test (recommended) node tests/test-bitflow-full.js

Test Results:

=== BitFlow Full Trading Cycle Test === ✅ All modules initialized ✅ Fetched 99 bars ✅ Strategy optimized (HMA(6) - 75.5% score, 55.6% win rate) ✅ Current price: $107,119.27 ✅ TP/SL calculated (SL: 0.20%, TP: 0.50%) ✅ Account info retrieved ✅ Position size calculated (0.134666 BTC, 0.10% risk) ✅ Signal: BUY ✅ Buy order executed successfully! ✅ Position confirmed ✅ Position closed successfully ✅ ALL TESTS PASSED! ✅ No const reassignment errors ✅ ML calculations working correctly ✅ Order execution working correctly ✅ BitFlow is ready to trade! 

What the tests verify:

• ✅ No const reassignment errors
• ✅ ML risk calculations work correctly
• ✅ Order execution works on Alpaca
• ✅ Position monitoring works
• ✅ All modules integrate properly

• 📖 Setup Guide - Complete setup instructions
• 🧪 Test Documentation - Test suite guide

• 🤖 ML Risk Management - ML-based TP/SL calculator
• 💰 Fee Integration - Alpaca crypto fee calculations
• 📦 Bracket Orders - Automatic TP/SL execution
• 🗑️ Cache Removal - Fresh data implementation
• ✅ Final Fixes - All improvements summary

• 📋 Implementation Summary - Technical implementation
• 🎯 Final Implementation - Complete feature list
• 🤝 Contributing - Contribution guidelines
• 🔒 Security - Security policy

• Paper Trading - Cannot trade real money
• ONE Position at a Time - No over-leveraging
• Manual TP/SL Monitoring - Bot checks every second for TP/SL hits
• Fresh Data Every Run - No stale cached data
• Real-Time Pricing - Uses latest trade data from Alpaca
• Auto Position Cleanup - Closes existing positions on startup
• Error Handling - Improved error messages and recovery
• Fee-Aware - All calculations include trading fees
• Initialization Period - 5-minute wait before first trade to establish baseline
• Crossover Confirmation - Only buys on confirmed below→above MA crossover
• Volatility Filter - Skips trades in extreme volatility (1m/5m timeframes)

• Node.js 14+
• Alpaca paper trading account (free at https://alpaca.markets/)

Quick Fixes:

• "Assignment to constant variable" - ✅ Fixed in v3.1.1! Update: git pull origin main && npm install
• Bot not trading - Wait 5 minutes for initialization period
• Connection errors - Check .env file has valid Alpaca API keys
• Tests failing - Run node test-bitflow-full.js to diagnose
• Position stuck - Press Ctrl+C, bot will close position on restart

📖 Full Troubleshooting Guide: See TROUBLESHOOTING.md for detailed solutions to all common issues.

We welcome contributions! Please see CONTRIBUTING.md for guidelines.

Issues and pull requests welcome at: https://github.com/MeridianAlgo/Bitflow

Security is important to us. Please see SECURITY.md for our security policy and how to report vulnerabilities.

This bot is for educational purposes only. Cryptocurrency trading carries significant risk. Past performance does not guarantee future results. Always test thoroughly in paper trading before considering live trading.

This software is provided "as is" without warranty of any kind. The developers are not responsible for any financial losses. Trade at your own risk.

MIT License - See LICENSE.txt for complete terms and conditions.

• 🐛 Bug Reports: GitHub Issues
• 💬 Discussions: GitHub Discussions
• 📖 Documentation: docs/
• 🔒 Security Policy: docs/SECURITY.md
• 🤝 Contributing: docs/CONTRIBUTING.md
• 📋 License: LICENSE.txt