54 lines
1.6 KiB
Markdown
54 lines
1.6 KiB
Markdown
# Trading Bot Strategy V2 — 2026-07-06
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## Signal Generation
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- **Threshold:** 7.5% (instead of 5%)
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- **Frequency:** Every 5 seconds
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- **Confidence Range:** 30-95% (modeled)
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## Position Sizing
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- **Standard:** 25% of free USDT
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- **High Confidence (>85%):** 35% of free USDT
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- **NOTIONAL Min:** $5.00 (Binance requirement)
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## Exit Rules
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- **Take Profit:** +2.8% (was +3%)
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- **Stop Loss:** -1.8% (was -2.5%)
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- **Trailing Stop:** Active at +1.5% profit, distance 0.6%
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## Risk Management
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- **Max Concurrent Positions:** 3 (was 5)
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- **Max Consecutive Losses:** 3 → triggers 30min cooldown
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- **Daily Loss Limit:** -5% (unchanged)
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- **Max Trades/Day:** 15
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- **Min Win Probability Check:** 75%
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- **Volatility Filter:** Rejects trades if 1h volatility > 5%
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## Expected Behavior
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- Fewer but more selective trades (7.5% signal threshold)
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- Tighter SL/TP (1.8% / 2.8%)
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- Better capital efficiency (25% standard)
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- Cooldown protection after 3 losses
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- Max 15 trades/day prevents over-trading
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---
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Deployed: 2026-07-06 21:48 UTC
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Git: a815dfe (reference point)
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---
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## UPDATED (2026-07-06 21:54)
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### Liquidity Optimization
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- **Max Concurrent Positions:** Reduced to **1** (was 3)
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- **Investment %:** **50%** (single position auto-closes before next entry)
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- **Rationale:** With 1 position max, 50% × remaining USDT ensures next cycle has ~$9+ USDT
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- **Trade Cadence:** Wait for SL/TP hit before next entry (no queue)
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**Result:**
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- Start: $17.35 USDT → Trade 1: 50% = $8.68 → Close → $17 back + gains
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- Maintains minimum $5 NOTIONAL per trade
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- Max 15 trades/day still enforced
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- Single position reduces capital lock
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---
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