Install
$ agentstack add mcp-yizhisong-friestrader ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ● Filesystem access Used
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
Verified badge
Passed review? Show it. Paste this badge into your README, it links to the public security report.
Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.
How agent discovery & health will work →About
FriesTrader
An AI trading agent built to run cheap and fully on its own, trading real orders on Robinhood using its Agentic Trading MCP server. Once set up, it runs unattended on its own schedule every weekday, no manual triggering needed. Two short scheduled Claude Code sessions a day screen stocks, write out their reasoning, and (only under a narrow, explicit gate) place real trades, without a team of specialized sub-agents burning tokens on every decision. The actual safety mechanism is mechanical, auditable risk rules, not the model's judgment, and because it's just two lean sessions instead of a multi-agent pipeline, it runs comfortably on a Claude Pro subscription (as low as $200/year on the annual plan), no Claude Max or metered API spend required.
This is a template/framework extracted from a real, live deployment. Adapt it, don't just run it blind — read "What this does and doesn't solve" below before pointing it at real money.
Why this is safer than it sounds
"Fully autonomous" and "trading real money" together should make you nervous. Here's what actually stands between a thesis and an order:
- **Every trade passes through mechanical rules the LLM cannot
override** — position sizing, stop-loss, take-profit, daily/weekly loss limits, a wash-sale guard. A good story never cancels a stop-loss.
- New deployments start in
dry_runand stay there for a minimum
number of cycles (dry_run_min_cycles_before_live) before a live order is even possible, so you can watch it screen and reason before it touches real money.
- Only you can flip
execution.modeto"live"— the agent is
explicitly barred from ever changing this itself, and refuses to place live orders while dry_run.
- Every decision is logged, approved or rejected —
trade_log.jsonl
is append-only, so you can check whether the reasoning is actually sound, not just trust it.
Requirements
- A Robinhood account with
Agentic Trading enabled, connected via Robinhood's own MCP server.
- Claude Code, on a Pro subscription or
higher.
- A GitHub account, to host your own fork of this repo.
How it works
Trading runs as two separate phases, on two separate schedules — a full trading day's closing data feeds the thesis, and a fresh opening price is used for the actual order, rather than trading on a stale overnight price.
graph TD
RH[Robinhood MCP] -- watchlist + scan / quotes / historicals --> A[Phase A: Screen & Thesis]
A -- thesis per candidate --> P[pending_proposals.jsonl]
P --> B[Phase B: Re-verify & Risk Enforcement]
RR[risk_rules.json] -- mechanical limits --> B
RH -- fresh open price / positions --> B
B -- dry_run or gated live order --> RH
B -- every decision logged --> L[trade_log.jsonl]
L -- plain-English recap --> REC[trade_log_recent.md]
- Phase A (Steps 1–3, ~4:30pm Central weekdays) — screens candidates
from your watchlist plus a supplementary market scan, gathers signals, writes a logged thesis per candidate to pending_proposals.jsonl. Places no orders, not even dry-run ones. Full spec: PHASE_A_TASK.md.
- Phase B (Steps 4–7, ~8:35am Central weekdays) — re-verifies Phase A's
proposals against fresh opening data, enforces risk_rules.json mechanically, and dry-runs or (gated) places orders. Full spec: PHASE_B_TASK.md.
Both are designed to run as cloud-hosted scheduled agent sessions, independent of any local machine — each run clones this repo fresh and commits/pushes its results back to main, so the repo itself is the persistent state, not local disk.
risk_rules.json— the hard, mechanical limits (position sizing, stop-
loss, loss limits, universe filters, execution mode, wash-sale guard). Nothing in this system should be able to override these. Several fields need your own account details before this is usable — see First-time setup below.
PHASE_A_TASK.md/PHASE_B_TASK.md— the full, self-contained spec
each phase follows.
trade_log_template.jsonl— the log line shapes; real logs accumulate
in trade_log.jsonl in this same style.
See it in action
This is what a real Phase B cycle actually produces (trade_log_recent.md, regenerated every run, symbols genericized):
> 2026-07-09 > > Loss limit: OK — daily 0.0%, weekly -2.1%, within -5%/-10% limits. > > Held positions (stop-loss / take-profit): > - EXAMPLE — stop 7.00% (vol-scaled), drawdown -2.3% — holding > > New-entry candidates considered: OTHER, ANOTHER > - OTHER — approved: medium conviction, $60.00 (12% of account) > - ANOTHER — rejected: maxconcurrentpositions already filled this cycle > > Orders placed: OTHER — buy $60.00 (dry_run)
No JSON parsing required to see what it did and why. Full field-level examples (thesis records, raw trade_log.jsonl lines) are further down in Example output.
What this does and doesn't solve
- It gives you a structured, auditable version of "let an LLM screen and
reason about trades" instead of an opaque one.
- It does not make LLM-driven stock picking more likely to beat a
simple index fund — there's no established track record for that, and this can't backtest the reasoning step honestly (news-based reasoning can't be validated against historical data the model may already know the outcome of).
- The risk rules are the actual safety mechanism here, not the reasoning
quality. Treat loosening them as the highest-risk change you can make to this system.
- This is a template extracted from a real deployment trading a small
personal account, shared for others to learn from or adapt. It is genuinely not financial advice, and running it against real money is entirely your own decision and risk.
First-time setup
- Fork this repo (or otherwise create your own copy) to your own
GitHub account — make it private, since it'll accumulate real trading data (trade_log.jsonl, proposals) once running. Phase A/B commit and push results back to main, so you need a repo you actually control, not this one.
- Robinhood's Agentic Trading
requires a separate, dedicated account — distinct from your regular investing account, and restricted to only the funds you put in it. See that page to open one and connect its MCP server to Claude Code (or to your routine's MCP connections). Nothing below works without this: every tool call in PHASE_A_TASK.md/PHASE_B_TASK.md (quotes, positions, orders, etc.) goes through it.
- Fill in
account_numberinrisk_rules.jsonwith your own Robinhood
account number, set starting_capital_usd to your real starting balance, set universe.watchlist_name to a watchlist you've already created and populated in your Robinhood account, and review every other threshold — the defaults here are illustrative, not a recommendation.
- Create a scan via the Robinhood MCP's
create_scantool (relative
volume > 2.0x, market cap above your min_market_cap_usd), then paste its ID into universe.supplementary_scan_id. Phase A calls this scan every run to surface movers outside your watchlist — left as the placeholder, that call fails every cycle.
- Fill in
wash_sale_avoidance.linked_accountswith every Robinhood
account number you personally control, not just this one — if this is genuinely the only account you trade in, a single-entry list (just this account's number) is enough. Leave enabled: true unless you specifically want buys never blocked on wash-sale grounds.
- Keep
execution.modeset to"dry_run". Leave it there for at least
the number of cycles set in dry_run_min_cycles_before_live — don't shortcut this.
- After each cycle, read
trade_log.jsonlyourself. Look specifically
at rejected candidates and stop-loss triggers, not just the trades that "worked" — that's where you'll see if the reasoning step is actually sound or just getting lucky with an uptrend.
- Only flip
execution.modeto"live"yourself, by hand, after you've
reviewed enough dry-run cycles to trust the output. Do not let the agent flip it for you as a shortcut.
Keeping your fork updated
This template gets improvements over time.
- Easiest: GitHub's "Sync fork" button, on your fork's main page. No
local git needed. Works cleanly as long as nothing conflicts with your own changes.
- If that button refuses (conflicts, usually in
risk_rules.json),
resolve locally: `` git remote add upstream https://github.com/YizhiSong/FriesTrader.git git fetch upstream git merge upstream/main ` Resolve any conflicts in risk_rules.json` by hand — your own account details and thresholds should win, not upstream's placeholders.
Running it
Two schedules need to fire: Phase A around 4:30pm Central on weekdays (hand Claude Code PHASE_A_TASK.md to execute), and Phase B around 8:35am Central on weekdays, 5 minutes after market open (hand it PHASE_B_TASK.md). Each run is a fresh Claude Code session pointed at this repo — no state needs to persist locally between runs, since the repo itself (risk_rules.json, pending_proposals.jsonl, trade_log.jsonl) is what's read and written each time.
- Recommended: Claude Code's own scheduled cloud routines. Set one
routine to run PHASE_A_TASK.md on the Phase A schedule and a second for PHASE_B_TASK.md on the Phase B schedule, with the routine's source pointed at your fork from First-time setup, not this repo. This runs independent of any machine being on — the actual point of "fully automated."
- Alternative: a local scheduler (cron, Windows Task Scheduler, etc.)
invoking the Claude Code CLI against your fork on the same two schedules. Works, but only while that machine is running, and you're responsible for keeping the repo synced (git pull before, git push after each run) since the repo — not local disk — is the source of truth. If you go this route, make sure only one scheduler is ever active for a given phase — two schedulers firing the same phase in the same cycle risks duplicate risk_check/order log entries, or duplicate real orders once execution.mode is "live".
Routine prompt templates
The task specs don't cover scheduling, dates, or saving results — that's up to whatever runs them. These are the real prompts this project's live deployment uses; copy one in and swap in your own account number.
Phase A prompt
You are running the DAILY automated Phase A step (screening & thesis only) for a small real personal trading account on Robinhood (account_number: ). This repo has already been cloned into your working directory. PHASE_A_TASK.md in this checkout is the full source-of-truth spec for what to do (Steps 1-3) — read and follow it exactly.
First, determine today's REAL date, day-of-week, and time-of-day in America/Chicago (Central) via Bash — do not guess or infer these:
TZ='America/Chicago' date +'%Y-%m-%d'
TZ='America/Chicago' date +'%A'
TZ='America/Chicago' date +'%H:%M:%S'
Use the date as the 'date' field and the time as the 'timestamp' field (time-of-day only, e.g. "16:30:01" — never prepend the date to it) on every line you write, per PHASE_A_TASK.md's Output section.
Read risk_rules.json fresh from this checkout every run — never assume prior values or cache across runs.
Follow PHASE_A_TASK.md's Steps 1-3 exactly, including the screened/thesis/summary line shapes and the End-of-run summary section. Overwrite pending_proposals.jsonl in this checkout with this run's results (do not append to prior contents). Do NOT touch trade_log.jsonl.
Hard stop: place_equity_order, review_equity_order, place_option_order, review_option_order, cancel_equity_order, and cancel_option_order should not be available to you in this session (exclude them at the connector level if your MCP setup allows it) — do not attempt them regardless, and do not check or reference execution.mode.
When pending_proposals.jsonl is fully written, commit and push it back to this repo's main branch:
git add pending_proposals.jsonl
git commit -m "Phase A run "
git push origin main
If the push is rejected (e.g. a race with another run), run 'git pull --rebase origin main' once and retry the push once. If it still fails, report the exact conflict/error in your final summary rather than force-pushing or discarding either side's changes.
End with a concise summary of what you screened/filtered/proposed, and confirm the push succeeded (include the resulting commit hash).
Phase B prompt
You are running the DAILY automated Phase B step (re-verify, risk enforcement, order review/execution, logging) for a small real personal trading account on Robinhood (account_number: ). This repo has already been cloned into your working directory. PHASE_B_TASK.md in this checkout is the full source-of-truth spec for what to do (Steps 4-7) — read and follow it exactly.
First, determine today's REAL date, day-of-week, and time-of-day in America/Chicago (Central) via Bash — do not guess or infer these, and do not compute day-of-week yourself from the date string:
TZ='America/Chicago' date +'%Y-%m-%d'
TZ='America/Chicago' date +'%A'
TZ='America/Chicago' date +'%H:%M:%S'
Use the date as the 'date' field and the time as the 'timestamp' field (time-of-day only, e.g. "08:35:01" — never prepend the date to it) on every line you write to trade_log.jsonl, per PHASE_B_TASK.md. Determine is_monday from the day-of-week output (true only if it's literally 'Monday') for the Step 4 weekend-gap check.
Read risk_rules.json fresh from this checkout every run — never assume prior values or cache across runs. Read pending_proposals.jsonl and trade_log.jsonl fresh from this checkout too.
Follow PHASE_B_TASK.md's Steps 4-7 exactly, including the idempotency rule (key off each candidate's own proposal_date, not today's date), the dry-run cycle count rule, the priority/tiebreak rules, and the live-order gate in Step 6. This task is authorized to place real live orders only under that gate's narrow, explicit condition. Do not add, remove, or loosen any condition of that gate on your own judgment, and never change execution.mode or any other value in risk_rules.json yourself.
Append every decision to trade_log.jsonl (do not touch pending_proposals.jsonl except to read it). When done, commit and push trade_log.jsonl back to this repo's main branch:
git add trade_log.jsonl
git commit -m "Phase B run "
git push origin main
If the push is rejected (e.g. a race with another run), run 'git pull --rebase origin main' once and retry the push once. If it still fails, report the exact conflict/error in your final summary rather than force-pushing or discarding either side's changes — this file is an append-only audit trail, treat any conflict here as serious and report it clearly rather than guessing how to resolve it.
End with a concise summary of what you checked, approved, rejected, and (if applicable) placed, and confirm the push succeeded (include the resulting commit hash).
Example output
Phase A — thesis record (one JSON line per candidate in pending_proposals.jsonl):
{
"date": "YYYY-MM-DD",
"timestamp": "HH:mm:ss",
"symbol": "XXXX",
"stage": "thesis",
"thesis": "1-3 sentences on what changed and why it might matter",
"conviction": "low | medium | high",
"invalidation": "what would prove this thesis wrong",
"direction": "long | avoid | exit_existing",
"risk_flags": ["..."],
"pct_below_52wk_high": 0.15,
"sources": ["Outlet Name: https://...", "..."]
}
risk_flags and pct_below_52wk_high are only included when direction is "long" — omitted for avoid/`ex
…
Source & license
This open-source MCP server is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: YizhiSong
- Source: YizhiSong/FriesTrader
- License: MIT
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.