Who Am I?

I’m a developer from South Korea who wanted to make money while sleeping.

I can code. But building a profitable trading bot is a completely different beast — it’s not about clean code, it’s about markets, statistics, and not fooling yourself with pretty backtests.

My weapon of choice: Claude Code. An AI that doesn’t complain when you ask it to rewrite the same function 47 times.

The goal of this blog: Document everything so honestly that even a complete beginner could follow along and build their own bot. Every strategy, every failure, every line of reasoning — explained.

The Idea Was Simple

Build a crypto trading bot. Let it trade on Binance Futures. Sit back. Profit.

Spoiler: the coding was the easy part. Everything else was hard.

6 Bots Built. 4 Killed.

Over the past few months, I built 6 different trading bots with Claude Code. Here’s the scoreboard:

1. Grid Bot - DEAD

The classic “buy low, sell high at preset levels” strategy. Sounds great in theory.

What killed it: Slippage ate the profits alive, and in a trending market? It just kept buying into the abyss. This wasn’t a bug — it was a structural flaw. Grid bots are a lie in trending markets.

2. RSI Scalping Bot - SHELVED

A quick-trade bot based on RSI signals. It worked… okay.

Why I shelved it: The trend-following bot just performed better. Why keep the bronze medalist?

3. Trend Following Bot v4.0 - ALIVE AND RUNNING

This is the survivor. The one that made it through backtesting, dry runs, and is now trading real money on Binance Futures.

  • 5-minute candle body + Volume Ratio signals
  • CHOP filter to avoid sideways markets
  • Trailing stop on 5m candle close (not tick-by-tick — learned that the hard way)
  • 3x leverage, compounding 80% of balance

More on this beast in future posts.

4. Market Maker Bot - DEAD (NOT ENOUGH CAPITAL)

You need $100k+ to market-make effectively. I do not have $100k+. Next.

5. Lead-Lag Bot - DEAD

Tried to exploit price differences between correlated pairs. By the time I built it, the opportunity had evaporated. Crypto moves fast.

6. Momentum Bot - DEAD

Looked amazing in backtests. Suspiciously amazing.

What killed it: Overfitting. The backtest was basically memorizing the past, not predicting the future. This taught me one of the most important lessons in quant trading.

What I Learned (The Hard Way)

A few principles that are now tattooed on my brain:

  1. Win rate doesn’t matter as much as risk-reward ratio. A 35% win rate with 1:1.5 risk-reward beats a 60% win rate with 1:0.5.

  2. If your backtest looks too good, it’s lying to you. Always check for overfitting. Out-of-sample testing is not optional.

  3. The gap between backtest and live trading is where dreams go to die. Slippage, latency, exchange quirks — they all add up.

  4. Claude Code is incredibly powerful, but it doesn’t know your strategy is stupid. It’ll build exactly what you ask for, beautifully. Even if what you asked for is garbage.

What’s Coming Next

This blog is the real, unfiltered journal of building trading bots with AI. I’ll cover:

  • Strategy breakdowns — how each bot works, with code
  • Backtest vs reality — the numbers, honestly
  • The debugging nightmares — PID lockfiles, timezone bugs, exchange API quirks
  • Live performance reports — wins, losses, everything

No “3-minute bot” clickbait. No fake screenshots. Just the messy, frustrating, occasionally profitable truth.

If you’ve ever wondered whether AI can actually build you a working trading bot — stick around. The answer is yes, but with a lot of asterisks.