5-minute quick start

No coding required. The AI builds strategies; you look at results and decide. Five steps — the guide card on Home tracks your progress.

1. Connect an agent (once)

Strategies always run on the agent on your own server — paper, live, and even the AI's backtests. That's the non-custodial design: soritrading servers never touch your exchange keys or orders. In agent management, copy the one-line install command onto your server (VPS) and you're done. Details in the agent docs.

2. Create your first strategy with AI

Open Create an AI Strategy and press start instantly (zero questions). The AI picks symbols and approach, builds the strategy, and verifies it — you steer afterwards. Progress arrives live as notifications at the top of the screen.

3. Verify with a backtest

The finished strategy appears in the strategy studio. Select it and press Backtest to test it on past data. Just two numbers to read:

• Return — the result of a past-period test. Never a promise of future profit.
• MDD — the deepest drop from a peak. Be prepared to sit through a drop of that size.

Change the end date and check that other periods look similar — a strategy that only shines in one window is probably luck.

4. Run it on paper

If the results look good, press Paper trade on the strategy card. It runs on the agent from step 1, following live prices with pretend money — none of your funds are used. Watch it on Home (overview).

5. Go live when ready

Move on only after days of satisfying paper results. Default is dry-run; real orders require cap consent + the live switch + a registered exchange API key (without withdrawal permission).

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Everything below is for when you want to dig deeper.

Paper trading (manual)

Want to practice buying and selling yourself? Use paper trading: virtual funds, real prices and orderbooks, per-exchange wallets (same shape as live), realistic fees and slippage.

Writing code yourself

A strategy is a single JavaScript function onUpdate(ctx). The editor has autocompletion, and the full API is in the strategy API docs. Backtest orderbooks are synthesized from candle volatility, so treat slippage as an estimate.

Dev notes — version control for your strategy

Select a strategy in the studio and open the Dev notes tab. Entries from the AI (automated development) and from you stack up in order, and every entry stores the code as of that moment — the timeline IS the version history. Backtest history keeps a per-job code snapshot too.

The three buttons on each entry:

• Code — read-only view of that version. Nothing changes.
• Load into editor — puts that version into the editor temporarily. Your saved strategy is untouched; run a backtest on it right away. It disappears when you switch strategies or reload (temporary until saved).
• Restore this code — overwrites the saved strategy with that version. Use it when the AI broke the code; the restore itself is recorded in the notes, so history never breaks.

In short: just looking = Code, try it = Load into editor, real recovery = Restore.

Live details — caps vs. returns

During live runs a fee-aware loss kill-switch stops the strategy automatically.

Caps vs. returns — a common misreading: live default caps are deliberately conservative (e.g. KRW total exposure 300k). Even with 10M in the account, the strategy only works up to the cap — so low account-wide returns may be the cap, not the strategy. Read performance against exposure. Raise the caps at deploy time once you trust the strategy; the low default is intentional damage-limiting for your first live runs. Paper defaults to your full paper cash, so validation isn't distorted.