I gave Binance AI Pro a proper try today, and honestly, I was pretty blown away.
(Strategy prompt at the end)
A few days ago, I still thought it could only answer questions. Today, I went through the whole process and realized it can actually build a strategy—and it’s already deployed and running live 😂
I used the Hynix example:
When the ADR trades at a 45% premium to the Korean shares, short the ADR and go long the Korean shares. When the premium falls back to 35%, close both positions. First, make sure the conversion ratio and pricing basis are standardized.
I told it my idea and talked through the conditions with it. Then it generated the code and strategy canvas, and I tested and deployed it. Finally, the strategy was running in my account. The whole process was much simpler than I expected.
Anyone who has built software before knows that a strategy like this may sound like just a couple of sentences, but setting it up yourself is no small task. Market data, trading APIs, servers, all kinds of errors—every step takes time.
This time, I completed all those steps on a single page. When I saw the status finally show “Running,” I genuinely thought this was pretty interesting.
Based on my experience, this is the best crypto trading AI I’ve used so far. From developing a strategy to deploying it for live trading, the whole process feels clearly ahead of the competition.
This is exactly what I’ve wanted most: when I have a trading idea, can you spare me the hassle of setting up the infrastructure again, build it for me, and let me see whether it actually works?
Now that’s actually possible.
Of course, deployment has succeeded, but the screenshot was taken before any trades were triggered. We’ll have to wait and see whether execution remains stable and whether the strategy makes money. A useful tool and a profitable strategy are two different things.
But at least now, when I think of a strategy, I’m willing to open it up and try it right away. In the past, plenty of ideas went nowhere because implementing them seemed like too much hassle.
If you’re serious about trading and have strategy ideas of your own, I recommend giving this Binance product a try. Just reading about it feels very different from running through the whole process yourself.
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Click to copy the [prompt] for testing this strategy:
Please help me create a “Hynix ADR–Korean Hynix perpetual contract premium reversion” strategy. First, generate the strategy canvas and run a simulated trade. Do not start live trading.
I. Verify Availability and Quote Conventions First
Trading instruments:
SKHYUSDT: Hynix ADR perpetual contract.
SKHYNIXUSDT: Perpetual contract for Hynix, listed in South Korea.
Please confirm first:
Whether the current platform can trade both contracts within a single strategy and trigger trades on both legs based on their price ratio.
The quote currency, contract multiplier, and number of shares represented by each unit for both contracts, and whether the Korean stock price has already been converted using the exchange rate.
The current conversion ratio between the ADR and Korean ordinary shares. Publicly available information indicates that 10 ADRs correspond to 1 Korean ordinary share; please verify whether this is still valid.
If any required data is unavailable or any key feature is unsupported, state this clearly. Do not make assumptions or substitute other instruments.
II. Premium Calculation
Convert both legs to the same currency and the same number of underlying shares, then calculate the ADR premium relative to the Korean stock.
If it is confirmed that the contract quotes have no additional scaling and the Korean stock contract is quoted in USDT per share, then:
Premium rate = 10 × SKHYUSDT price ÷ SKHYNIXUSDT price − 1.
Show the formula actually used and the basis for the conversion in the canvas so I can review them.
III. Entry Rules
When there is no position held by this strategy, if the ADR premium rate reaches or exceeds 45%:
Short SKHYUSDT.
At the same time, go long SKHYNIXUSDT.
Manage both legs together as one paired position.
Do not reopen or add to the position while it is open.
Open a position only when both legs have valid, synchronized, executable quotes.
When determining whether the trigger is met, account for order-book depth and slippage at the actual order size; do not rely solely on the latest traded price.
IV. Exit Rules
While holding a paired position, if the premium contracts to 35% or below:
Buy to close the SKHYUSDT short position.
Sell to close the SKHYNIXUSDT long position.
Close only positions held by this strategy; do not affect other strategies.
Exit decisions should use executable quotes for the actual closing side of each position.
V. Position Sizing and Execution
Please explain the differences between the following two hedging methods:
A. Equal USDT notional amounts for both legs.
B. Match the underlying share quantities based on the ADR conversion ratio.
Show position examples, residual risks, and differences in returns for both methods when entering at a 45% premium. Let me confirm which method to use; do not assume they are equivalent.
Explain the specific mechanics for placing orders on both legs. If one leg fills and the other fails or is partially filled, cancel any remaining orders and eliminate the unhedged exposure according to rules confirmed in advance. Do not retry indefinitely or leave a single-leg position open for an extended period.
VI. Simulation and Parameters to Be Confirmed
First, use virtual funds to demonstrate the complete trading process and record the following separately:
The premium at entry and exit;
The fill prices and quantities for both legs;
The profit or loss for each leg and in total;
Fees, slippage, funding fees, and final net profit or loss.
The strategy budget, leverage, maximum allowable slippage, quote-expiry criteria, maximum holding time, and stop-loss conditions if the premium continues to widen must all be listed as parameters for me to confirm.
First, provide the capability check results and the strategy canvas. Do not proceed to live trading until I have confirmed the parameters above.
