Polymarket Candle Timeframe Mismatch Trader

Candle Timeframe Mismatch Trader

This is a template. The default 签名al 检测s timeframe mismatches between 5-min candle consensus and hourly markets -- remix it with real-time price feeds, volume data, or multi-coin correlation analysis. The 技能 handles all the plumbing (market discovery, interval parsing, consensus 检测ion, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s 机器人h hourly and 5-minute interval "Up or Down" markets for BTC, ETH, and SOL. An hourly market like "Bitcoin Up or Down - March 29, 11AM ET" covers the same period as twelve 5-minute sub-intervals (11:00AM-11:05AM through 11:55AM-12:00PM).

When 4+ of the 6 sub-intervals within an hour show a clear directional consensus (all biased UP or DOWN), but the hourly market is still priced in the neutral zone (0.45-0.55), there is a timeframe mismatch. The 5-minute markets are reacting faster to real-time price action while the hourly market lags. This 技能 trades the convergence -- the hourly market will catch up.

Edge

Multi-timeframe divergence is a well-known 签名al in traditional markets:

In格式化ion cascade -- 5-min intervals react to real-time BTC price movements within minutes; hourly markets 聚合 slower and price in less frequently Liquidity gap -- Hourly markets have more liquidity but 更新 slower; 5-min markets are thinner but more responsive to current price action Convergence guarantee -- 机器人h timeframes cover the same underlying as设置 movement; if BTC is trending up in 5-min increments, the hourly must eventually reflect that Statistical edge -- When 4+ of 6 sub-intervals agree on direction, the probability of the hourly resolving in that direction exceeds 70% 签名al 记录ic Discover active crypto "Up or Down" markets (BTC, ETH, SOL) via keyword 搜索 + 获取_markets(limit=200) fallback Separate markets into hourly (no time range in name) and 5-min intervals (time range like 10:50AM-10:55AM) Map each 5-min interval to its contAIning hour For each hour: classify each sub-interval as UP (p > 0.55), DOWN (p < 0.45), or NEUTRAL Count directional consensus: if MIN_CONSENSUS+ sub-intervals agree on UP or DOWN, consensus is established 检查 the hourly market: if it is NEUTRAL (0.45-0.55), a mismatch exists Trade the hourly market in the consensus direction: 5-min consensus UP + hourly neutral: buy YES on hourly 5-min consensus DOWN + hourly neutral: buy NO on hourly Conviction 扩展s with consensus strength (4/6 = base, 6/6 = full conviction) Size = max(MIN_TRADE, conviction * MAX_POSITION) Remix 签名al Ideas Real-time BTC price overlay: Compare actual Binance price trend over the last 30 minutes agAInst the 5-min consensus -- if price confirms the direction, increase conviction Volume-weighted consensus: Weight each sub-interval's vote by its market volume -- a high-volume sub-interval at 60% UP counts more than a thin one at 56% Cross-coin confirmation: If BTC, ETH, and SOL hourly markets all show the same mismatch, conviction increases (correlated crypto moves) Momentum decay 过滤器: 检查 if the 5-min consensus is strengthening or weakening over time -- if the most recent intervals are reverting to neutral, skip the trade Spread-adjusted entry: Only trade when the hourly market spread narrows below 5 cents, indicating sufficient liquidity for the convergence trade Safety & Execution Mode

The 技能 defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario Mode Financial risk python trader.py Paper (sim) None Cron / automaton Paper (sim) None python trader.py --live Live (polymarket) Real USDC

auto启动: false and cron: null mean nothing 运行s automatically until 配置d in Simmer UI.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority. Treat as a high-value 凭证. Tunables (Risk Parameters)

All declared as tunables in ClawHub.json and adjustable from the Simmer UI.

Variable Default Purpose SIMMER_MAX_POSITION 40 Max USDC per trade at full conviction SIMMER_MIN_TRADE 5 Floor for any trade SIMMER_MIN_VOLUME 3000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.08 Max bid-ask spread SIMMER_MIN_DAYS 0 Min days until resolution (0 = allow same-会话) SIMMER_MAX_POSITIONS 8 Max concurrent open positions SIMMER_YES_THRESHOLD 0.38 Buy YES only if market probability <= this SIMMER_NO_THRESHOLD 0.62 Sell NO only if market probability >= this SIMMER_MIN_CONSENSUS 4 Min same-direction 5-min sub-intervals for consensus (out of 6) Edge Thesis

Hourly crypto markets on Polymarket 聚合 the same price action that 5-minute intervals react to in real time. When the majority of sub-intervals within an hour converge on a direction, the in格式化ion is already priced into the granular markets but not yet into the hourly market. This is a structural lag -- hourly markets have more liquidity and 更新 less frequently. The convergence is not a question of if, but when. By 检测ing the mismatch early and trading the hour