← 研踪 PaperTrailarXiv:2611.12269 · v1
Agent4Crypto: A Dual-Reflective and Market-Feedback-Aligned LLM-Based Multi-Agent System for Cryptocurrency Trading
首次提交 2026-11-09 19:57
版本更新 2026-11-09 19:57
雷达观测 2026-11-10 15:22
摘要
Cryptocurrency markets provide a natural testbed for autonomous AI agents because they are digital-native, high-frequency, and machine-speed environments, yet existing methods often struggle with non-stationary market regimes, opaque decisions, and fixed aggregation rules. In this paper, we propose Agent4Crypto, a dual-reflective and market-feedback-aligned multi-agent system. The framework coordinates specialized agents for data collection, analysis, risk assessment, reflection, and trading, synthesizing heterogeneous signals from prices, indicators, news, and charts in an interpretable decision pipeline. Our central design is a trader-centric decision mechanism: three style-specific trader agents, Aggressive, Neutral, and Conservative, generate candidate actions and natural-language rationales from the same market context, while their influence is learned rather than manually fixed. A PPO-based gating policy dynamically allocates trader weights through a dual-reflective feedback process. One reflection stream evaluates post-trade decision quality from realized portfolio outcomes and distills reusable lessons into a Financial ReasoningBank for retrieval in subsequent trader prompts, while the other estimates trader-level counterfactual contribution, indicating which style has recently aligned better with market movements. The PPO state combines Counterfactual Contribution Memory with market features, previous trader weights, and current trader actions, so trader influence adapts across bull, sideways, and bear regimes. Experiments on BTC, ETH, and XRP show that Agent4Crypto improves total return and Sharpe ratio over traditional strategies, machine learning and reinforcement learning baselines, and existing LLM-based trading systems, demonstrating the value of interpretable trader competition and market-feedback-driven adaptation in volatile cryptocurrency markets.
作者备注：Guangyan Gan and Jiahao Li contributed equally to this work
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v1 · 2026-11-09 19:57 · 最新观测版本
Agent4Crypto: A Dual-Reflective and Market-Feedback-Aligned LLM-Based Multi-Agent System for Cryptocurrency Trading
Cryptocurrency markets provide a natural testbed for autonomous AI agents because they are digital-native, high-frequency, and machine-speed environments, yet existing methods often struggle with non-stationary market regimes, opaque decisions, and fixed aggregation rules. In this paper, we propose Agent4Crypto, a dual-reflective and market-feedback-aligned multi-agent system. The framework coordinates specialized agents for data collection, analysis, risk assessment, reflection, and trading, synthesizing heterogeneous signals from prices, indicators, news, and charts in an interpretable decision pipeline. Our central design is a trader-centric decision mechanism: three style-specific trader agents, Aggressive, Neutral, and Conservative, generate candidate actions and natural-language rationales from the same market context, while their influence is learned rather than manually fixed. A PPO-based gating policy dynamically allocates trader weights through a dual-reflective feedback process. One reflection stream evaluates post-trade decision quality from realized portfolio outcomes and distills reusable lessons into a Financial ReasoningBank for retrieval in subsequent trader prompts, while the other estimates trader-level counterfactual contribution, indicating which style has recently aligned better with market movements. The PPO state combines Counterfactual Contribution Memory with market features, previous trader weights, and current trader actions, so trader influence adapts across bull, sideways, and bear regimes. Experiments on BTC, ETH, and XRP show that Agent4Crypto improves total return and Sharpe ratio over traditional strategies, machine learning and reinforcement learning baselines, and existing LLM-based trading systems, demonstrating the value of interpretable trader competition and market-feedback-driven adaptation in volatile cryptocurrency markets.
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