Market signal,
computed.
Not asserted.

Real bars in. One published rule set. A sized position out, and a governed agent to run it. Every figure here was computed when the page loaded — including the unflattering ones.

LIVE NOW

zeyko — signal

computing from live bars…

01

Most trading sites are
a screenshot of a good day.

Three habits that look credible and tell you nothing. Each one is avoidable, and the avoidance is checkable in the code.

01 / HARDCODED

Numbers that never move

  • Tickers and P&L pasted in as static text at build time.
  • Here: no hardcoded prices. If the feed dies, the panel says so and shows nothing.

02 / UNGOVERNED

Automation with limits in the copy

  • "Hard risk limits" written on the marketing page and enforced nowhere.
  • Here: checked in code before an order can exist, and every tick is journalled.
02

One rule set.
Four consumers.

The signal card and every agent call the same evaluate(). It sees bars up to i, never i+1 — the whole reason the record means anything.

INDICATORSWilder's RSI and ATR
LEVELSStop and target priced in ATRs
SIZINGrisk budget ÷ (entry − stop)
WEIGHTSequal — nothing fitted
See it score a symbol
Live barsOHLCV from the exchange feed, cached seconds
evaluate()Conviction, stop, target — from bars 0…i only
Risk sizingShares = budget ÷ risk-per-share, capped by equity
Book & agentsFilled at the venue, limits checked first
03

From signal
to governed action.

What you research is what gets scored, what gets sized, and what an agent may trade.

01

Observe

Search any listed symbol, pull real bars across eight ranges, read realised volatility and ATR as a percentage of price.

02

Decide

The rule set scores the latest bar and shows its four components and four cited reasons, not a bare number.

03

Execute

Size against your buying power and risk percent, then send the order to the connected venue with its stop and target attached.

04

Automate

Hand the same rules to an agent with a capital cap, a notional cap and a daily loss limit it cannot exceed.

BARS ANALYSED THIS PAGELOAD
SYMBOLS PRICED LIVE
6 bp
CHARGED PER SIDE

Equity curve — strategy vs buy & hold

loading

running the history…

What an agent would log right now

scoring…

running the rules against live bars…

These lines are produced by the same code path a deployed agent runs, against live bars, at page load. Not a sample — reload and they change with the market.

04

Limits in code,
not in copy.

A symbol, a parameter set, three hard numbers. Every sixty seconds it acts, or writes down why it didn't. No path through the code produces an order exceeding its limits.

CAPITAL CAPsizes against its own allocation
NOTIONAL CAPquantity trimmed until it fits
DAILY LOSSbreach disables the agent
JOURNALevery tick, including the quiet ones
Deploy one
zeyko@api — live
Zeyko API — every command below hits this server for real.
Type help and press enter.
$
05

Open
by default.

Not a recording. The same calls the app makes, against the same endpoints, printing what comes back — errors included. Try quote BTCUSDT, signal ETHUSDT or health.

GET /api/quote?symbols= live prices
GET /api/bars?symbol=&range= real OHLCV
GET /api/signal?symbol= score, levels, sizing
POST /api/order routed to the configured broker
POST /api/agents a governed agent