algorithmic trading capabilities of frontier LLMs
an evaluation of how well flagship models (both closed and open) can code algorithmic trading strategies based on a rather subjective description of one
Prompt
write a trading strategy for gold in python based on this description: mark out 1h and 4h AOIs an AOI is created when a candle closes and the next one opens at the same price (Β±3 ticks), flips, and closes in the opposite direction. (example) a bullish 4 hour candle opens at 4315 and closes at 4352. the next candle opens at 4352 but closes bearish at 4328.8. an AOI extends 4.5 points beyond the close/open price of the 2 candles which created it, and is valid for as long as no candle closes beyond it. once price enters the AOI, wait for a 1 minute or 5 minute break of structure and market structure shift to the opposite direction, and enter at retest to 50% of the BOS.
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