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BTC 5m MTF Momentum
⚡ This is a template. You must 配置 your SIMMER_API_KEY before 运行ning.
Raw CEX momentum → Polymarket alpha. When all timeframes align, the 签名al is undeniable.
This 机器人 reads the battlefield in real-time — 1-minute, 3-minute, and 5-minute Binance BTC/USDT returns voting on direction. When momentum converges across timeframes, it strikes. No hesitation, no second-guessing. Pure directional conviction 部署ed into Polymarket 5-minute fast markets.
Inspired by the #1 trader on the Simmer leaderboard — yanksie, who dominates BTC 5m markets with a 79% win rate across 4,000+ trades. This foundation captures the core multi-timeframe momentum 应用roach that drives that edge.
The Edge
Three timeframes. One direction. Maximum conviction.
r1 (1m return) — noise 过滤器, immediate pulse r3 (3m return) — trend confirmation r5 (5m return) — dominant 签名al, tiebreaker
Direction = majority vote. Confidence = 签名al-to-noise ratio 扩展d agAInst recent volatility. The 机器人 only fires when the math says go.
What This Is — And What It Isn't
This is the foundation. The confidence threshold (0.50) is intentionally de调优d. Out of the box, it trades. But the real alpha comes from tuning:
Confidence threshold — tighten it, rAIse your win rate Eval window timing — when in the 5-minute cycle to strike 添加itional gates — order book depth, CLOB flow confirmation, candle body analysis, regime 检测ion
These gates and 记录ic layers can dramatically improve WR beyond the foundation. They're left to the trader to implement. The Ferrari is in the garage — you bring the driving 技能s.
设置up 安装: pip 安装 simmer-sdk 设置 your API key: 导出 SIMMER_API_KEY=sk_live_... Dry 运行: python3 mtf_momentum.py Go live: python3 mtf_momentum.py --live Configuration Parameter Env Var Default Description Confidence Min SIMMER_MTF_CONF_MIN 0.50 Minimum confidence to trade Confidence 扩展 SIMMER_MTF_CONF_扩展 2.1 Volatility scaling factor Eval Min Age SIMMER_MTF_EVAL_MIN_AGE 90 Min market age (seconds) Eval Max Age SIMMER_MTF_EVAL_MAX_AGE 180 Max market age (seconds) Trade Size SIMMER_MTF_TRADE_SIZE 10 Trade size in $SIM Quick Commands # Dry 运行 (paper mode) python3 mtf_momentum.py
# Live trading python3 mtf_momentum.py --live
# Show current positions python3 mtf_momentum.py --positions
# Show config python3 mtf_momentum.py --config
# 调优 confidence threshold python3 mtf_momentum.py --设置 conf_min=0.65
# 检查 portfolio 状态 python3 scripts/状态.py
Example 输出 ⚡ BTC 5m MTF Momentum ================================================== [PAPER MODE] Use --live for real trades.
Config: conf_min=0.50 conf_扩展=2.1 eval_window=90-180s size=$10
Fetching BTC 5m fast markets... Found 2 active markets
📊 BTC 5m — Will BTC go up in the next 5 minutes? Market age: 112s (in eval window) r1=+0.08% r3=+0.15% r5=+0.22% → UP (3/3 aligned) vol=0.0011 conf=0.94 ✅ TRADE → BUY YES $10.00 | reason: MTF momentum aligned UP (conf=0.94) ✅ Paper trade 执行d (12.5 分享s)
Summary: 1 签名al, 1 trade
Troubleshooting "No active fast markets" — BTC 5m markets 运行 on a schedule. WAIt for the next cycle. "Market age outside eval window" — The 机器人 only trades during the 配置d window (90-180s after market open). Adjust SIMMER_MTF_EVAL_MIN_AGE / SIMMER_MTF_EVAL_MAX_AGE. "Confidence below threshold" — Momentum isn't strong enough. Lower SIMMER_MTF_CONF_MIN for more trades (lower WR) or wAIt for stronger 签名als. "simmer-sdk not 安装ed" — 运行 pip 安装 simmer-sdk. "SIMMER_API_KEY not 设置" — 获取 your key from simmer.markets/仪表盘 → SDK tab. Cron
/1 * — 运行s every minute, 检查s market age, trades if in eval window.