Vulcan Ta Strategy

vulcan-ta-strategy

A first-class strategy runner (sibling to TWAP and grid). Each tick the runner evaluates a list of declarative rules and the first one whose condition fires (and is not cooldown-locked) executes its action. Use this skill to express any strategy that fits the shape rules: [{ when: <condition>, do: <action> }, …].

When To Use TA Strategy Vs TWAP / Grid

If your strategy is fundamentally about timing or triggers (EMA cross, RSI mean-reversion, MACD trend follow, Bollinger breakout, multi-confirmation entries), this is the runner.

CLI

vulcan strategy ta start --config-file strategy.json --mode paper --max-ticks 60
vulcan strategy ta start --config-json '{...}' --mode auto-execute --yes
vulcan strategy ta start --config-file strategy.json --run-until-stopped --detached
vulcan strategy ta resume <RUN_ID>

Use vulcan strategy status <run_id> / monitor / wait-next-tick / pause / stop / finalize for control — these are strategy-kind-agnostic and work the same as for TWAP/grid.

Choosing a non-default wallet

Pass the wallet name with the global -w <name> flag on every command — do not flip the default wallet (vulcan wallet set-default <name> / vulcan wallet use <name>) just to launch a strategy on a different wallet. Default-flips persist across all future sessions and surprise the next operator.

vulcan -w prodguy strategy preflight
vulcan -w prodguy strategy ta start --config-file s.json --mode auto-execute --yes
vulcan -w prodguy strategy status <RUN_ID>

Preflight's Wallet: line shows the resolved source — CliFlag (from -w) or Default — so you can confirm the right wallet is active before launching.

MCP

vulcan_strategy_ta_start accepts the same config as a structured object. Live modes require acknowledged: true. Status/monitor/control tools are shared with TWAP and grid.

Config Shape

{
  "symbol": "SOL",
  "interval_seconds": 60,
  "margin_mode": "cross",
  "max_concurrent_position_tokens": 5.0,
  "max_firings": 50,
  "rules": [
    {
      "name": "entry-long",
      "when": { "all": [ <condition>, <condition>, ... ] },
      "do":   { "kind": "open", "side": "buy", "size": { "tokens": 1.0 } },
      "cooldown": "until_condition_resets",
      "only_if_position": "flat"
    }
  ]
}

cadence — When the runner ticks

Two modes. Set one or fall back to the legacy fixed-interval default.

"cadence": { "kind": "fixed", "interval_seconds": 60 }
"cadence": { "kind": "candle_close", "timeframe": "15m", "grace_seconds": 5 }

• fixed — sleep interval_seconds between ticks. Mid-bar sampling; backtests and live runs see different bar histories depending on how the schedule lands.
• candle_close — sleep until the next timeframe boundary plus grace_seconds (default 5). The runner wakes up just after a new bar closes, so every tick sees a freshly settled candle. Strongly preferred when your indicators use the same timeframe — strategy logic becomes deterministic and equivalent across paper / dry-run / live / backtest.

If cadence is omitted, the legacy interval_seconds top-level field is used as Fixed. Pick candle_close with the shortest indicator timeframe in your rule set so all rules see fresh data and you don't burn the rate budget polling stale bars.

when — Conditions

A boolean tree:

• { "all": [<c1>, <c2>, ...] } — AND. Empty all is true.
• { "any": [<c1>, <c2>, ...] } — OR. Empty any is false.
• { "not": <c> } — negate.
• { "compare": { "left": <v>, "op": "lt|lte|gt|gte|eq", "right": <v> } } — scalar comparison of two ValueSources.
• { "crosses": { "left": <v>, "right": <v>, "direction": "above|below" } } — left crosses above/below right on the latest bar. Both sides must produce at least two non-NaN values (so prefer indicator for crossing legs; price only has a single point).

ValueSource:

• { "constant": 30.0 }
• { "indicator": { "kind": "rsi", "timeframe": "1h", "period": 14, "params": {...}, "key": "..." } }
• { "price": "close" | "mark" | "mid" }

Indicator kind values: sma, ema, rsi, macd, bbands, atr, vwap, adx, stoch. Key defaults to the indicator's primary (rsi, ema, middle, atr, …). For MACD use key: "macd" (default), "signal", or "hist". For Stochastic use "k" (default) or "d".

do — Actions

Tagged enum with kind:

• { "kind": "open", "side": "buy"|"sell", "size": <SizeSpec> } — submit a fresh market order.
• { "kind": "close" } — emit opposite-side market order sized to the current position.
• { "kind": "reduce", "fraction": 0.5 } — close fraction of the current position. 0 < fraction <= 1.
• { "kind": "no_op" } — record-only firing (useful as a watch / debugging rule).

SizeSpec:

• { "tokens": 1.0 } — base-asset tokens.
• { "lots": 100 } — explicit base lots.
• { "notional": 250.0 } — USDC notional, converted to lots at the current mark.

cooldown

• "none" — fires whenever the condition is true. Use with care.
• "until_condition_resets" (default) — fires once, then locked until the condition flips false for one tick.
• "once_per_run" — fires at most once.
• { "min_ticks": { "ticks": 5 } } — wait at least N ticks after firing.

only_if_position

Pre-filter: "any" (default), "long", "short", "flat", "not_flat". The rule is skipped (without consuming a firing) when the current position state doesn't match.

Recipe 1 — EMA-cross trend follow

{
  "symbol": "SOL", "interval_seconds": 300,
  "max_concurrent_position_tokens": 5.0,
  "rules": [
    {
      "name": "entry-long",
      "when": {
        "all": [
          { "crosses": {
              "left":  { "indicator": { "kind": "ema", "timeframe": "1h", "period": 9 } },
              "right": { "indicator": { "kind": "ema", "timeframe": "1h", "period": 21 } },
              "direction": "above" } },
          { "compare": {
              "left":  { "indicator": { "kind": "adx", "timeframe": "1h", "period": 14 } },
              "op": "gt",
              "right": { "constant": 20.0 } } }
        ]
      },
      "do": { "kind": "open", "side": "buy", "size": { "tokens": 1.0 } },
      "only_if_position": "flat"
    },
    {
      "name": "exit-on-cross-down",
      "when": { "crosses": {
        "left":  { "indicator": { "kind": "ema", "timeframe": "1h", "period": 9 } },
        "right": { "indicator": { "kind": "ema", "timeframe": "1h", "period": 21 } },
        "direction": "below" } },
      "do": { "kind": "close" },
      "only_if_position": "long"
    }
  ]
}

Entries gated by ADX > 20 to avoid taking crosses in chop. Exits fire on the opposite cross.

Recipe 2 — RSI mean-reversion

{
  "symbol": "SOL", "interval_seconds": 60,
  "max_concurrent_position_tokens": 2.0,
  "rules": [
    {
      "name": "buy-oversold",
      "when": { "compare": {
        "left":  { "indicator": { "kind": "rsi", "timeframe": "15m", "period": 14 } },
        "op": "lt", "right": { "constant": 30.0 } } },
      "do": { "kind": "open", "side": "buy", "size": { "notional": 200.0 } },
      "cooldown": "until_condition_resets",
      "only_if_position": "flat"
    },
    {
      "name": "sell-when-neutral",
      "when": { "compare": {
        "left":  { "indicator": { "kind": "rsi", "timeframe": "15m", "period": 14 } },
        "op": "gt", "right": { "constant": 55.0 } } },
      "do": { "kind": "close" },
      "only_if_position": "long"
    }
  ]
}

Recipe 3 — MACD + ADX confirmation entry, half-out at MACD flip

{
  "symbol": "SOL", "interval_seconds": 300,
  "rules": [
    {
      "name": "entry",
      "when": { "all": [
        { "compare": {
          "left":  { "indicator": { "kind": "macd", "timeframe": "1h", "key": "hist" } },
          "op": "gt", "right": { "constant": 0.0 } } },
        { "compare": {
          "left":  { "indicator": { "kind": "adx", "timeframe": "1h", "period": 14 } },
          "op": "gt", "right": { "constant": 25.0 } } }
      ] },
      "do": { "kind": "open", "side": "buy", "size": { "tokens": 0.5 } },
      "only_if_position": "flat"
    },
    {
      "name": "trim-on-macd-flip",
      "when": { "crosses": {
        "left":  { "indicator": { "kind": "macd", "timeframe": "1h", "key": "hist" } },
        "right": { "constant": 0.0 },
        "direction": "below" } },
      "do": { "kind": "reduce", "fraction": 0.5 },
      "only_if_position": "long"
    }
  ]
}

Live Monitoring — uPnL / Leverage / Liquidation Risk

Every live tick records position risk in the standard tick log and surfaces it in vulcan strategy report <run_id>. The "Risk" row on each tick shows:

Risk    leverage 2.34x | liq $147.2150 | distance +382bps (+3.82%) [CLOSE] | margin healthy

• Leverage — notional / equity. Cross-margin uses account equity; isolated uses subaccount collateral.
• Liquidation price — pulled from the Phoenix positions endpoint. n/a in paper mode.
• Distance to liq — signed bps from current mark. Positive = mark is on the safe side of liq (above for longs, below for shorts). Annotated [CRITICAL] under 200bps, [CLOSE] under 500bps, [moderate] under 1500bps.
• Margin state — Phoenix risk_state string (healthy / warning / danger / etc.) or paper for paper mode.

The P/L row shows uPnL in USDC and as a percentage (when live), plus account equity. The Live Position Risk section of the final report consolidates all of this when the run ends with an open position.

Agents should treat distance < 500bps or risk_state != healthy as a strong signal to add an explicit Close rule or finalize the run.

Notes And Gotchas

• Indicator dedupe: rules sharing the same IndicatorRef only fetch + compute once per tick. Compose freely without worrying about API hits.
• First-firing-wins: rule order matters. Place the most specific / highest-priority rules first.
• Warmup: each indicator needs N candles before producing values; the runner will fail the tick with INDICATOR_WARMUP_INSUFFICIENT if the API returns too few. Bump timeframes from 1m to 15m/1h if you see this.
• Position cap: max_concurrent_position_tokens clamps Open actions to never push absolute position size past the cap. Opposite-side opens (flip semantics) are NOT clamped — they reduce the existing position.
• Live mode: requires --yes (or acknowledged: true via MCP) plus a wallet password. Use paper to validate the rule set first.
• No bracket TP/SL in v1: Open does not attach TP/SL. Express stops as separate rules with Close / Reduce gated on price or indicator conditions — that's more flexible than fixed-price stops anyway.
• Cooldown state persists across resume: the latest tick's metadata carries the full CooldownState, so a paused-then-resumed run continues exactly where it left off.