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Polymarket Btc 5m Mtf Momentum Dyll

这是一款基于Simmer榜首交易者79%胜率策略的量化交易模板Bot,核心整合Binance BTC/USDT的1m、3m、5m收益率,当多时间框架动量方向一致时,在Polymarket 5分钟快市执行高置信度交易。需配置SIMMER_API_KEY启用,支持纸盘/实盘,可自定义参数适配需求。

djdyll
djdyll
热度 44.09
最近更新 2026-05-11 17:38:47
分类:开发依赖:代码执行 / 第三方 API应用场景:自动化脚本 / API 集成 / 财务 / 数据处理

安装技能

复制下面的话术发给你的 Agent,它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill: npx secure-skills-cli add polymarket-btc-5m-mtf-momentum-dyll
Metadata
name
polymarket-btc-5m-mtf-momentum-dyll
description
Multi-timeframe CEX momentum trading for Polymarket BTC 5-minute fast markets. Aligns 1m/3m/5m Binance returns for directional conviction. Inspired by the
metadata
{"author":"dyll","version":"1.1.0","displayName":"BTC 5m MTF Momentum","difficulty":"intermediate"}

BTC 5m MTF Momentum

⚡ This is a template. You must configure your SIMMER_API_KEY before running.

Raw CEX momentum → Polymarket alpha. When all timeframes align, the signal is undeniable.

This bot 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 deployed 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 approach that drives that edge.

The Edge

Three timeframes. One direction. Maximum conviction.

  • r1 (1m return) — noise filter, immediate pulse
  • r3 (3m return) — trend confirmation
  • r5 (5m return) — dominant signal, tiebreaker

Direction = majority vote. Confidence = signal-to-noise ratio scaled against recent volatility. The bot 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 detuned. 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
  • Additional gates — order book depth, CLOB flow confirmation, candle body analysis, regime detection

These gates and logic 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 skills.

Setup

  1. Install: pip install simmer-sdk
  2. Set your API key: export SIMMER_API_KEY=sk_live_...
  3. Dry run: python3 mtf_momentum.py
  4. 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 Scale SIMMER_MTF_CONF_SCALE 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 run (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

# Tune confidence threshold
python3 mtf_momentum.py --set conf_min=0.65

# Check portfolio status
python3 scripts/status.py

Example Output

⚡ BTC 5m MTF Momentum
==================================================
  [PAPER MODE] Use --live for real trades.

  Config: conf_min=0.50 conf_scale=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 executed (12.5 shares)

  Summary: 1 signal, 1 trade

Troubleshooting

  • "No active fast markets" — BTC 5m markets run on a schedule. Wait for the next cycle.
  • "Market age outside eval window" — The bot only trades during the configured 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 signals.
  • "simmer-sdk not installed" — Run pip install simmer-sdk.
  • "SIMMER_API_KEY not set" — Get your key from simmer.markets/dashboard → SDK tab.

Cron

*/1 * * * * — runs every minute, checks market age, trades if in eval window.