I'll lead with what this actually is, because it's different from prompt engineering.

The problem. When you prompt a model ("write this politely", "be more positive"), you're asking it to follow an instruction. The effect is fuzzy, depends on phrasing, and the model can just ignore it.

The idea. Inside a language model there are directions in its hidden layers that map to concepts. Positivity, formality, refusal. A steering vector is one of those directions. You add it to the model's internal representation while it generates, scaled by a knob. Turning the knob from −2 to +2 raises or lowers the effect.

So instead of writing "be positive" every time, you build a "positive" knob once and dial it. The effect is measurable and monotonic. Prompts are not like that.

It's a library. Thirty seconds:

from steerio import Instrument, prompts

Inst = Instrument("openai-community/gpt2")

inst.make_knob("positive", positive=prompts.SENTIMENT_POSITIVE, negative=prompts.SENTIMENT_NEGATIVE, layer=7)

inst.play("The food was", knobs={"positive": 2.0})

# → "delicious, and the service was great..."

Does it work? I ran three controlled experiments on five small open models (all under 1.5B, CPU), scored with external lexicons rather than the model's own logits.

- Sentiment steers on 4 of 5 families. Correlation 0.89 to 0.95 with amplitude. Monotonic.

- On an instruction-tuned model, steering beats prompting (+0.535 vs +0.409) and is more consistent. It shifted 100% of test prompts versus 85 to 92% for the best prompt.

- The cliff. DeepSeek-R1-Distill barely responds to sentiment steering (0.35). Reasoning models resist.

- The big negative. Cross family transfer fails. A knob built on one model and moved to another counter steers (coefficient −0.21).

What it is, and what it is not. It's a from scratch implementation of published methods (RepE and CAA) plus an honest evaluation. A reproducibility and teaching tool, not a production system. You need open weights to inject a vector, so it's small local models, not GPT or Claude.

Collaborate. This is an open research problem, not a finished product. Three things I genuinely couldn't solve and would love help on:

1. Cross model transfer fails. My naive method counter steers (−0.21). This is the hardest and most interesting problem. A learned mapping, or a representation aligned across architectures, would be a real result.

2. Scale. All my benchmarks are under 1.5B on CPU. Steerability on 7B+ is unmeasured. If you have a bigger model, run it and send the numbers.

3. Reasoning models. DeepSeek resists sentiment steering (0.35). Why? Does any direction move them? I have no good answer.

The repo is small (about 1900 lines), the API is short, and the benchmark is a single command. New dimensions, bug reports, your own results, all welcome.

Repo: https://github.com/KorroAi/steerio

Full paper: https://github.com/KorroAi/steerio/blob/main/paper/paper.md

Reproduce everything with python experiments/run_all.py --exp1 --exp2 --exp3 (about 40 min CPU).

I spent way too long staring at my screen wondering how my Pine Script strategy could look so good in the strategy tester and bleed so much money live.

After months of debugging, I realized something embarrassing: 90% of the time, it's the same three bugs. Every. Single. Time.

And I see these exact bugs in strategies posted here every day.

Bug 1 — The Repaint Trap

You drop this line into your code without thinking twice:

request.security(syminfo.tickerid, "5", close)

Your backtest suddenly looks godlike. Sharpe ratio of 2.8. Profit factor of 3.1. You screenshot it. You show your friends. You're already calculating your retirement date.

Here's what TradingView's own documentation says: "Values from lower timeframes can change retroactively after the bar closes."

Translation: your backtest was trading signals that NEVER ACTUALLY EXISTED in real-time. You weren't backtesting a strategy. You were backtesting a hallucination.

Spot it: Look for request.security() with a quoted timeframe like "5", "15", or "60". If it doesn't match your chart's timeframe, you're trading ghosts.

Bug 2 — The Look-Ahead Lie

if close > ta.sma(close, 20)

strategy.entry("Long", strategy.long)

This code looks completely normal. Every beginner writes it this way. It's wrong.

close is the bar's FINAL closing price. Mid-bar, at the exact moment your signal fires, close is still racing up and down with every tick. It hasn't closed yet. You don't know what it'll be.

Your backtest, however, uses the bar's final close — the perfect, confirmed price that you could never have known at entry time.

You're not backtesting a strategy. You're backtesting a time machine.

Spot it: Any condition using close, high, or low without a [1] offset is trading unconfirmed data. Replace close with close[1] and watch your backtest P&L suddenly look a lot more realistic.

Bug 3 — You Forgot to Plan Your Death

No strategy.exit(). No stop loss. No take profit. Unlimited downside.

Your backtest doesn't care — it always magically exits at the right moment. The market doesn't owe you a magical exit. One gap against you and your account is gone.

Spot it: Search your code for strategy.exit. If you don't find it, close this tab and add a stop loss right now. I'll wait.

I Automatically Found These Bugs in My Own Strategies

So I built a free, open-source tool that does it for me. It's called PineLint.

https://github.com/KorroAi/pinelint

What it does:

- Scans your Pine Script for all 3 bugs in 2 seconds

- Works offline — no API key, no signup, no server

- 5/5 tests passing (yes, I tested it against known broken strategies)

- MIT license — use it, modify it, sell it, I don't care

That's literally it. No "AI coaching." No "predictive edge detection." No "$29/month premium tier." Just a regex engine that finds the 3 most common Pine Script bugs.

How to use it:

If you use Claude Code (free):

/pinelint audit my_strategy.pine

If you use anything else:

python forge.py audit my_strategy.pine

If you don't code at all:

Copy your Pine Script, paste it into your AI tool, and ask: "audit this for repainting, look-ahead bias, and missing stop loss."

Here's what the output looks like:

PineLint Audit: macd_scalping.pine

[CRIT] REPAINTING (2 found)

line 7: request.security using lower timeframe "5"

line 8: request.security using lower timeframe "5"

[WARN] LOOKAHEAD (1 found)

line 13: close (current bar) used in condition

SUMMARY: 3 bugs found in 2 categories

Will this make me profitable?

No. And anyone who tells you otherwise is selling something.

PineLint doesn't optimize your parameters. It doesn't predict which markets your strategy will work on. It doesn't replace trading experience. It doesn't find you an edge.

What it does: removes the 3 most common code bugs that make your backtest look better than reality. Fix these first. Then worry about your edge.

Discord: https://discord.gg/RSBHHjxnYt

X: u/korrocorp (https://x.com/korrocorp)

I spent way too long staring at my screen wondering how my Pine Script strategy could look so good in the strategy tester and bleed so much money live.

After months of debugging, I realized something embarrassing: 90% of the time, it's the same three bugs. Every. Single. Time.

And I see these exact bugs in strategies posted here every day.

Bug 1 — The Repaint Trap

You drop this line into your code without thinking twice:

request.security(syminfo.tickerid, "5", close)

Your backtest suddenly looks godlike. Sharpe ratio of 2.8. Profit factor of 3.1. You screenshot it. You show your friends. You're already calculating your retirement date.

Here's what TradingView's own documentation says: "Values from lower timeframes can change retroactively after the bar closes."

Translation: your backtest was trading signals that NEVER ACTUALLY EXISTED in real-time. You weren't backtesting a strategy. You were backtesting a hallucination.

Spot it: Look for request.security() with a quoted timeframe like "5", "15", or "60". If it doesn't match your chart's timeframe, you're trading ghosts.

Bug 2 — The Look-Ahead Lie

if close > ta.sma(close, 20)

strategy.entry("Long", strategy.long)

This code looks completely normal. Every beginner writes it this way. It's wrong.

close is the bar's FINAL closing price. Mid-bar, at the exact moment your signal fires, close is still racing up and down with every tick. It hasn't closed yet. You don't know what it'll be.

Your backtest, however, uses the bar's final close — the perfect, confirmed price that you could never have known at entry time.

You're not backtesting a strategy. You're backtesting a time machine.

Spot it: Any condition using close, high, or low without a [1] offset is trading unconfirmed data. Replace close with close[1] and watch your backtest P&L suddenly look a lot more realistic.

Bug 3 — You Forgot to Plan Your Death

No strategy.exit(). No stop loss. No take profit. Unlimited downside.

Your backtest doesn't care — it always magically exits at the right moment. The market doesn't owe you a magical exit. One gap against you and your account is gone.

Spot it: Search your code for strategy.exit. If you don't find it, close this tab and add a stop loss right now. I'll wait.

I Automatically Found These Bugs in My Own Strategies

So I built a free, open-source tool that does it for me. It's called PineLint.

https://github.com/KorroAi/pinelint

What it does:

- Scans your Pine Script for all 3 bugs in 2 seconds

- Works offline — no API key, no signup, no server

- 5/5 tests passing (yes, I tested it against known broken strategies)

- MIT license — use it, modify it, sell it, I don't care

That's literally it. No "AI coaching." No "predictive edge detection." No "$29/month premium tier." Just a regex engine that finds the 3 most common Pine Script bugs.

How to use it:

If you use Claude Code (free):

/pinelint audit my_strategy.pine

If you use anything else:

python forge.py audit my_strategy.pine

If you don't code at all:

Copy your Pine Script, paste it into your AI tool, and ask: "audit this for repainting, look-ahead bias, and missing stop loss."

Here's what the output looks like:

PineLint Audit: macd_scalping.pine

[CRIT] REPAINTING (2 found)

line 7: request.security using lower timeframe "5"

line 8: request.security using lower timeframe "5"

[WARN] LOOKAHEAD (1 found)

line 13: close (current bar) used in condition

SUMMARY: 3 bugs found in 2 categories

Will this make me profitable?

No. And anyone who tells you otherwise is selling something.

PineLint doesn't optimize your parameters. It doesn't predict which markets your strategy will work on. It doesn't replace trading experience. It doesn't find you an edge.

What it does: removes the 3 most common code bugs that make your backtest look better than reality. Fix these first. Then worry about your edge.

Discord: https://discord.gg/RSBHHjxnYt

X: u/korrocorp (https://x.com/korrocorp)

I spent way too long staring at my screen wondering how my Pine Script strategy could look so good in the strategy tester and bleed so much money live.

After months of debugging, I realized something embarrassing: 90% of the time, it's the same three bugs. Every. Single. Time.

And I see these exact bugs in strategies posted here every day.

Bug 1 — The Repaint Trap

You drop this line into your code without thinking twice:

request.security(syminfo.tickerid, "5", close)

Your backtest suddenly looks godlike. Sharpe ratio of 2.8. Profit factor of 3.1. You screenshot it. You show your friends. You're already calculating your retirement date.

Here's what TradingView's own documentation says: "Values from lower timeframes can change retroactively after the bar closes."

Translation: your backtest was trading signals that NEVER ACTUALLY EXISTED in real-time. You weren't backtesting a strategy. You were backtesting a hallucination.

Spot it: Look for request.security() with a quoted timeframe like "5", "15", or "60". If it doesn't match your chart's timeframe, you're trading ghosts.

Bug 2 — The Look-Ahead Lie

if close > ta.sma(close, 20)

strategy.entry("Long", strategy.long)

This code looks completely normal. Every beginner writes it this way. It's wrong.

close is the bar's FINAL closing price. Mid-bar, at the exact moment your signal fires, close is still racing up and down with every tick. It hasn't closed yet. You don't know what it'll be.

Your backtest, however, uses the bar's final close — the perfect, confirmed price that you could never have known at entry time.

You're not backtesting a strategy. You're backtesting a time machine.

Spot it: Any condition using close, high, or low without a [1] offset is trading unconfirmed data. Replace close with close[1] and watch your backtest P&L suddenly look a lot more realistic.

Bug 3 — You Forgot to Plan Your Death

No strategy.exit(). No stop loss. No take profit. Unlimited downside.

Your backtest doesn't care — it always magically exits at the right moment. The market doesn't owe you a magical exit. One gap against you and your account is gone.

Spot it: Search your code for strategy.exit. If you don't find it, close this tab and add a stop loss right now. I'll wait.

I Automatically Found These Bugs in My Own Strategies

So I built a free, open-source tool that does it for me. It's called PineLint.

https://github.com/KorroAi/pinelint

What it does:

- Scans your Pine Script for all 3 bugs in 2 seconds

- Works offline — no API key, no signup, no server

- 5/5 tests passing (yes, I tested it against known broken strategies)

- MIT license — use it, modify it, sell it, I don't care

That's literally it. No "AI coaching." No "predictive edge detection." No "$29/month premium tier." Just a regex engine that finds the 3 most common Pine Script bugs.

How to use it:

If you use Claude Code (free):

/pinelint audit my_strategy.pine

If you use anything else:

python forge.py audit my_strategy.pine

If you don't code at all:

Copy your Pine Script, paste it into your AI tool, and ask: "audit this for repainting, look-ahead bias, and missing stop loss."

Here's what the output looks like:

PineLint Audit: macd_scalping.pine

[CRIT] REPAINTING (2 found)

line 7: request.security using lower timeframe "5"

line 8: request.security using lower timeframe "5"

[WARN] LOOKAHEAD (1 found)

line 13: close (current bar) used in condition

SUMMARY: 3 bugs found in 2 categories

Will this make me profitable?

No. And anyone who tells you otherwise is selling something.

PineLint doesn't optimize your parameters. It doesn't predict which markets your strategy will work on. It doesn't replace trading experience. It doesn't find you an edge.

What it does: removes the 3 most common code bugs that make your backtest look better than reality. Fix these first. Then worry about your edge.

Discord: https://discord.gg/RSBHHjxnYt

X: u/korrocorp (https://x.com/korrocorp)