Schwab Individual Trader API · Personal Project

Institutional-Grade Quantitative Trading, Built from Scratch

A proprietary real-time algorithmic trading platform fully integrated with Charles Schwab's Individual Trader API — streaming live market data across 19 symbols, computing multi-indicator confluence signals at sub-second latency, and executing automated OCO bracket orders with institutional-grade risk management and adaptive position tracking.

Explore Architecture ↓ DuneSoftware ↗

Live Symbols

WebSocket streaming

Indicators

Computed per candle close

OCO

Order Type

Entry + target + stop, automated

Safety Gates

Before any order fires

Architecture

Three-Layer Event-Driven Pipeline

Market data flows from Schwab's streaming API through a custom indicator engine and into an automated order management system — all non-blocking on a single Node.js event loop. No heavy frameworks, no build step, no external message queue.

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Layer 1 — Data Ingestion

OAuth2 with 60-second pre-expiry auto-refresh
WebSocket CHART_EQUITY 1-min candle stream
LEVELONE_EQUITIES tick-by-tick price quotes
In-memory 1→5 min candle aggregation engine
Historical REST seed: 100 candles per symbol on startup
Background pivot level refresh (non-blocking)

⚙️

Layer 2 — Signal Engine

8 technical indicators computed on every candle close
Proprietary multi-indicator confluence scoring (−10 to +10)
ATR-based intraday reversal detection overlay
Support/resistance pivot scanner for confirmation
Market regime gates: SPY/QQQ/VIX context check
SHORT confirmation: requires prior-bucket agreement

🎯

Layer 3 — Order Management

1st-Triggers OCO: entry → profit target + stop loss
ATR-derived stop distance and profit target
Per-trade bucket cap + portfolio cap enforcement
Regime-adaptive auto-trailing stop (ATR/2 or ATR/3)
SSE real-time order lifecycle stream to browser
Live broker + mock paper-trade modes

Core Capabilities

Built for Real Markets, Not Backtests

Every component was developed and validated against live Schwab market data — handling real-world edge cases like token expiry mid-session, partial fills, market regime shifts, and simultaneous alert bursts across multiple symbols.

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Multi-Indicator Confluence Engine

Eight independent technical indicators are computed on every 5-minute candle close, each contributing a weighted vote to a proprietary confluence score. Signals only fire when multiple independent indicators align — filtering noise and reducing false positives without over-fitting to a single measure.

Proprietary Scoring

🤖

Fully Automated Order Execution

When a confluence threshold is crossed, the system automatically places a 1st-Triggers OCO bracket order via the Schwab Trader API — simultaneously setting the profit target and stop loss. The entire order lifecycle is tracked in SQLite and streamed in real time to the dashboard via Server-Sent Events.

Phase 2b Auto-Trade

🌐

Market Regime Intelligence

SPY, QQQ, VIX, and UVXY snapshots are captured every 15 minutes and used to classify the current market regime. The Observer Filter Sets system applies historically-optimized filter combinations based on that day's conditions — improving signal quality adaptively without manual intervention.

Adaptive Filtering

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Filter Optimization Engine

An offline optimizer evaluates over 2,000 filter combinations against 30 days of historical alerts, determining which filters maximize win rate under each observed market regime. Results are stored and automatically applied to subsequent live trading sessions when the regime classifier matches.

2,048 Combinations

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Regime-Adaptive Trailing Stops

Once a position enters the profit zone, the system activates a dynamic trailing stop whose width adapts to current market conditions. EMA slope and Chaikin Money Flow direction determine whether the trail tightens or widens — protecting gains without exiting strong trending moves prematurely.

ATR-Based Width

🛡️

Multi-Layer Risk Management

Six independent safeguards gate every auto-trade: session time window enforcement, direction filter, duplicate position check, per-symbol limit, per-trade bucket cap, and total portfolio cap. Optional stop/target price randomization prevents detectable entry patterns from accumulating.

6-Gate Safety System

Live Interface

Real-Time Trading Dashboard

The dashboard polls every 5 seconds and displays live confluence scores, prices, and position status for all 19 watched symbols. Per-symbol alert checkboxes control which tickers fire desktop notifications and trigger auto-trade orders.

http://localhost:3001 — Trading Monitor

● LIVE

Trading Monitor Streamer Connected ⚙ QT ENABLED ◈ BULL REGIME 9:47 AM ET · Regular Session

SPY +0.82%

QQQ +1.14%

VIX 14.2 ▼

Market Bias BULL

ATR Reversal ACTIVE

Pivot Scanner ON

Observer Filters OFS-3 APPLIED

Symbol	Price	Score	ATR	Signal	Alert
NVDA	127.84	+8	3.42	▲ LONG	⚡ AUTO
AAPL	213.56	+7	2.18	▲ LONG	⚡ ALERT
TSLA	248.90	−8	7.63	▼ SHORT	⚡ AUTO
AMD	168.32	+3	4.07	Watching…	—
META	563.14	+5	8.21	Building…	—
MSFT	419.77	−2	3.84	Neutral	—

http://localhost:3001/report.html — Reports & Analytics

📊 REPORTS

Alerts

Orders

Analyze

Market Summary

Filter Optimizer

67%

Long Win Rate

71%

Short Win Rate

69%

Overall Win Rate

142

Total Alerts

+$3,840

Est. P/L

+$2,915

Actual P/L

Symbol	Alerts	Win Rate	Performance	Actual P/L
NVDA	24	75%	75%	+$820
AAPL	18	67%	67%	+$610
TSLA	21	62%	62%	+$540
AMD	15	73%	73%	+$495

Full Dashboard Screenshot

Every Panel, Explained

The live interface combines market regime intelligence, watchlist scoring, pivot S/R levels, automated order controls, and real-time position tracking — all in a single view.

127.0.0.1:3001 — Trading Monitor · Regular Session · 1:50 PM ET

● LIVE

Market Regime Header NEUTRAL / BULL / BEAR classification derived from QQQ, VIX, ADX, and SPY scores. Drives Observer Filter Set selection and trade direction gates.

Live Alert Counts & Score Summary Running tally of LONG and SHORT alerts since market open, with the current SPY ADX, VWAP, and VIX readings surfaced inline for quick regime context.

Observer Filter Set (OFS) Active Criteria Auto-Filters applies the optimizer-selected filter combination for the current regime. Shown here: Sector Specific + 10-Min EMA Trend + ADX/DMI + MACD Histograms + CMF Bearish applied to SHORT signals.

Industry ETF Momentum Tickers Live S&P 500, Nasdaq-100, Russell 2000, Dow Jones, and sector ETF (XLF, XLK, XLV) percent-change ribbon. Used for same-sector bias confirmation.

QT Automation Controls The full auto-trade control strip: Quantitative Trading enable, Live Mode (broker orders), Pivot Reverse-Trade, Long/Short direction filter, Add Jitter, Auto Trail, Close @ EOD, ATR Reversal rule, and Profit Protect — all persisted in localStorage.

Directional Filter Checkboxes Per-direction filter toggles: SHORT row (top) and LONG row (bottom). Each filter independently gates signals — Sector Specific, EMA Trend, ADX/DMI, VWAP, Candle Pattern, Session Candles, RSI, MACD, CMF. Optimizer selects the highest win-rate combination.

Live Watchlist: Score, Pivot S/R, RSI, TTM, ATR Each row shows real-time price, net change, confluence score (−10 to +10), three R and three S Pivot levels (daily Standard Pivots), RSI, TTM squeeze state, and Trade ATR used for stop/target sizing. Rows with active signals show the direction badge.

QT Positions Panel (Live / Mock) Real-time table of all auto-placed trades for the session: entry price, target, current live price, stop, unrealized P&L, exit price, status (open / stop / profit-protect / early-exit). Each row updates every 5 seconds via LEVELONE_EQUITIES quotes.

Trade Candidates / Audit Log Chronological log of every signal that reached the confluence threshold during the session — symbol, direction, entry/stop/target, share count, max loss, max gain, score, and outcome status. Used for end-of-day review and strategy refinement.

Mobile & Remote Access

Monitor Trades from Anywhere

The dashboard is a standard browser app — no native install required. On the local network it's instant; with an nginx reverse proxy it's accessible from any device on any connection.

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Local Network Access

Any device on the same WiFi points its browser at 192.168.x.x:3001. The full dashboard, reports, and QT Positions panel are instantly available — no install, no app store.

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Remote Access via nginx

An nginx reverse proxy with TLS (Let's Encrypt via win-acme) sits in front of the Node.js server. Anywhere internet access with HTTPS, HTTP basic auth, and automatic certificate renewal.

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Mock / Live Toggle

The Mock↔Live mode button is accessible from mobile. Switch between paper-trade simulation and live Schwab broker orders from any device — same session state, same open positions.

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Historical Day Navigation

Step through past trading days using the date picker. Each day shows all placed trades with entry, stop, target, exit price, exit type (stop / profit-protect / early-exit), and realized P&L.

Trade Card — What Each Field Means

Symbol + DirSymbol, direction (^ L = Long, v S = Short)

Outcomewin / loss with realized P&L

TimeET timestamp the order was placed

SharesATR-sized position, capped by bucket limit

EntryLimit price of the bracket entry order

TargetProfit target (ATR-based, optional jitter)

StopStop loss (ATR-based, tighter than target)

Exit @Actual fill price at close

Exit Bystop · profit-protect · early-exit · trail

Analytics & Reporting

Deep Performance Intelligence

A five-tab reports system provides full-depth analysis of every alert, order, and market condition — enabling iterative refinement against real historical data without leaving the browser.

Alerts & Orders Analysis

Full day-by-day replay of every alert with P&L breakdown, win rate by symbol, by hour-of-day, by confluence score level, and by market regime classification.

Production vs. paper-trade mode filtering
Outcome classification: win / loss / expired
Estimated P/L vs. actual P/L reconciliation
Peak burst capital and average capital per alert

Market Regime Correlation

Each trading day is correlated with SPY%, QQQ%, and VIX close to reveal which macro conditions most favor the strategy's signal quality across different regimes.

Daily SPY / QQQ / VIX context table per session
Bull / Bear / Flat day classification (±0.25% threshold)
Win rate overlaid with 15-min regime snapshots
UVXY volatility proxy for regime sensitivity

Filter Optimizer Report

The optimizer evaluates all filter combinations against historical alerts to find the configuration that maximizes win rate under the current market regime, with before/after comparison across the 30-day window.

11 filters evaluated — 2,048 combinations per direction
Per-regime top filter set identification and storage
Historically-correct pivot level replay per alert date
One-click apply to live session Observer Filter Sets

Position & P&L Tracking

The QT Positions panel shows all open and closed trades for the current session with live price feeds, unrealized P&L, and one-click close functionality directly from the dashboard without navigating to a separate order screen.

Live price via LEVELONE_EQUITIES tick quotes
Actual close price vs. entry price reconciled
Auto-cancel for orders open longer than 1 hour
End-of-day sweep closes all positions at 3:30 PM ET

Technology Stack

Modern Zero-Dependency Architecture

Built entirely on Node.js 22 with no heavy frameworks — raw WebSockets, native SQLite bindings, Server-Sent Events, and vanilla JavaScript on the frontend. Fast, lean, and fully observable with no build pipeline.

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Node.js 22

Event-driven single process, native test runner, no transpilation step

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Schwab API

OAuth2, WebSocket streaming, REST order placement & account management

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SQLite (WAL)

6-table schema, WAL mode for concurrent reads, in-memory test isolation

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WebSocket

Schwab CHART_EQUITY + LEVELONE_EQUITIES streams, auto-reconnect

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Server-Sent Events

Real-time order lifecycle push to browser — no polling, no WebSocket overhead

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OAuth2

Auto-refresh 60s before expiry, 7-day refresh token TTL warning system

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Node:test

Built-in test runner across 6 suites — scorer, calculator, orders, auto-trader

🌐

Vanilla JS

Zero framework frontend — no React, no bundler, no build step required