Polymarket Candle Momentum

Polymarket Candle Momentum

Trade Polymarket 5-minute crypto fast markets using candle body analysis and volume surge 检测ion from Binance. A stronger, data-driven alternative to simple momentum 签名als.

This is a template. The default 签名al uses Binance 1-minute candle structure (body/range ratio + volume surge). Remix it with your own thresholds, 添加itional indicators, or alternative data sources. The 技能 handles all the plumbing (market discovery, 导入, trade execution). Your 代理 provides the alpha.

Fast markets carry Polymarket's 10% fee (is_pAId: true). The default thresholds are calibrated to mAIntAIn edge after fees.

The 签名al

Most fast-market 技能s use simple price momentum (did price go up or down?). This 技能 looks at how price moved:

Candle Body Ratio - Measures the last 1-minute candle's body size relative to its full range. A body ratio > 60% means a decisive move with minimal wicks (strong conviction, not noise).

Volume Surge - Confirms the move with volume. The last candle's volume must be > 1.5x the average of the previous 3 candles. High volume + strong body = real move, not a fake-out.

Direction Alignment - Body direction (bullish/bearish) must align with the 5-minute momentum direction.

Why This Works Better

Simple momentum catches every wiggle. Candle body analysis 过滤器s for 质量 moves:

A 0.5% move on a doji candle (long wicks, tiny body) = noise. Skip. A 0.3% move on a marubozu candle (90% body, no wicks) = conviction. Trade.

Backtested on BTC/ETH/SOL/XRP/BNB (3 months, 6131 five-minute slots):

body > 65% + volume > 1.5x: 86.3% win rate (N=292) body > 60% + volume > 1.5x: 84.7% win rate (N=333) 设置up

pip dependencies: simmer-sdk, 请求s

环境 variables:

SIMMER_API_KEY (required) - 获取 from simmer.markets/仪表盘

No other 凭证s needed. The script only reads SIMMER_API_KEY from the 环境. All trades go through Simmer命令行工具ent.trade() - no wallet private key, no direct CLOB 访问.

导出 SIMMER_API_KEY="your_key_here"

# Dry 运行 (default, no trades placed) python candle_momentum.py

# Live trading via Simmer命令行工具ent python candle_momentum.py --live

# Quiet mode for cron python candle_momentum.py --live --quiet

How to 运行 on a Loop

The script 运行s one cycle. 设置 up a cron (every 2 min recommended for 5min markets):

/2 * cd /path/to/技能 && SIMMER_API_KEY=your_key python candle_momentum.py --live --quiet

Security Notes Only SIMMER_API_KEY is read from 环境. Nothing else. No host files are read. No 记录s written outside the script's own stdout. automaton.managed is false - the 技能 does not auto-执行. Dry-运行 by default. --live must be passed explicitly. Trade Execution Path Fetches Binance public klines (no auth) for BTC, ETH, SOL, XRP, BNB 扫描s all 5 as设置s, picks strongest 签名al (body_ratio x vol_surge score) Finds matching Polymarket fast market via Simmer命令行工具ent If --live: calls Simmer命令行工具ent.trade() with side, amount, reasoning If dry-运行: 记录s the 签名al, no trade placed Configuration

Via 环境 variables only (no local file persistence):

python candle_momentum.py --设置 body_threshold=0.65 python candle_momentum.py --设置 as设置=ETH python candle_momentum.py --设置 vol_threshold=2.0

设置tings 设置ting Default Env Var Description body_threshold 0.60 CM_BODY_THRESHOLD Min candle body/range ratio (0-1) vol_threshold 1.5 CM_VOL_THRESHOLD Min volume surge vs 3-candle average max_position 5.0 CM_MAX_POSITION Max USD per trade as设置s BTC,ETH,SOL,XRP,BNB - As设置s to 扫描 (picks best 签名al) as设置 BTC CM_AS设置 Single as设置 override (ignores as设置s) window 5m CM_WINDOW Market window (5m or 15m) min_time_remAIning 60 CM_MIN_TIME Skip markets with less time (seconds) lookback_candles 3 CM_LOOKBACK Candles for volume average entry_threshold 0.05 CM_ENTRY_THRESHOLD Min price divergence from 50c 命令行工具 Options python candle_momentum.py # Dry 运行 python candle_momentum.py --live # Real trades python candle_momentum.py --live --quiet # Silent mode python candle_momentum.py --positions # Show open positions python candle_momentum.py --config # Show config python candle_momentum.py --设置 KEY=VALUE # 更新 config

Remix Ideas

The candle body + volume 签名al is just the 启动ing point. Ideas:

Multi-timeframe: Confirm 1m 签名al with 5m candle structure Wick analysis: 过滤器 out candles with long upper wicks (rejection) RSI 过滤器: Skip overbought/oversold conditions Multi-exchange: Compare candle patterns across Binance + Coinbase Order flow: 添加 Polymarket CLOB depth as confirmation

To customize, edit 获取_candle_签名al() in candle_momentum.py.

Example 输出 Polymarket Candle Momentum Trader ================================================== [DRY 运行] Use --live to enable trading.

Configuration: As设置: BTC Body threshold: 0.60 (min candle body ratio) Vol threshold: 1.5x (min volume surge) Max position: $5.00

Discovering BTC fast markets...