{ "version": 1, "categories": { "custom_logic": [ { "id": "01-wait-after-cross", "file": "01-wait-after-cross.json", "title": "Wait after cross", "summary": "Arm on EMA cross-down, wait N bars, then buy (classic stateful customLogic).", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Setup when close crosses below EMA(20)\n- Wait 4 closed candles while still below the EMA\n- Buy on the next bar if still watching\n- Cancel if price reclaims the EMA before buy", "vars": { "ma": { "fn": "ema", "args": [ { "series": "close" }, { "const": 20 } ] } }, "state": { "armed": { "type": "bool", "default": false }, "barsWaited": { "type": "int", "default": 0 } }, "onBar": [ { "if": { "fn": "and", "args": [ { "state": "armed" }, { "fn": "gt", "args": [ { "series": "close" }, { "var": "ma" } ] } ] }, "then": [ { "set": "armed", "value": { "const": false } }, { "set": "barsWaited", "value": { "const": 0 } } ] }, { "if": { "fn": "and", "args": [ { "fn": "not", "args": [ { "state": "armed" } ] }, { "fn": "crossDown", "args": [ { "series": "close" }, { "var": "ma" } ] } ] }, "then": [ { "set": "armed", "value": { "const": true } }, { "set": "barsWaited", "value": { "const": 0 } } ] }, { "if": { "state": "armed" }, "then": [ { "if": { "fn": "gte", "args": [ { "state": "barsWaited" }, { "const": 4 } ] }, "then": [ { "emit": "buy" }, { "set": "armed", "value": { "const": false } }, { "set": "barsWaited", "value": { "const": 0 } } ], "else": [ { "set": "barsWaited", "value": { "fn": "add", "args": [ { "state": "barsWaited" }, { "const": 1 } ] } } ] } ] } ] } } }, { "id": "02-per-leg-series-filter", "file": "02-per-leg-series-filter.json", "title": "Per leg series filter", "summary": "Gate on another market’s series via `\"leg\"`; emit without leg → strategy stamp / `targetLeg`.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Watch ETH on Binance via markets label eth_binance\n- Buy when that leg's close is above EMA(8)\n- Place uses strategy stamp / targetLeg (emit has no leg)", "vars": { "ma": { "fn": "ema", "args": [ { "series": "close", "leg": "eth_binance" }, { "const": 8 } ] } }, "state": {}, "onBar": [ { "if": { "fn": "gt", "args": [ { "series": "close", "leg": "eth_binance" }, { "var": "ma" } ] }, "then": [ { "emit": "buy" } ] } ] } } }, { "id": "03-cheaper-venue-entry", "file": "03-cheaper-venue-entry.json", "title": "Cheaper venue entry", "summary": "Compare two venue closes; `{\"emit\":\"buy\",\"leg\":\"…\"}` places on the cheaper book.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Compare Binance vs OKX BTC closes\n- Buy on OKX when Binance close is higher\n- Otherwise buy on Binance", "vars": {}, "state": {}, "onBar": [ { "if": { "fn": "gt", "args": [ { "series": "close", "leg": "btc_binance" }, { "series": "close", "leg": "btc_okx" } ] }, "then": [ { "emit": "buy", "leg": "btc_okx" } ], "else": [ { "emit": "buy", "leg": "btc_binance" } ] } ] } } }, { "id": "04-funding-spread-legs", "file": "04-funding-spread-legs.json", "title": "Funding spread legs", "summary": "Compare `fundingRate` (8h-eq, candle-aligned) on two labels; buy the lower-funding book.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Compare eightHour-equivalent funding on two markets labels\n- Buy the leg with lower funding (receive bias)\n- Place on that book via emit.leg", "vars": {}, "state": {}, "onBar": [ { "if": { "fn": "gt", "args": [ { "series": "fundingRate", "leg": "skhy" }, { "series": "fundingRate", "leg": "skhynix" } ] }, "then": [ { "emit": "buy", "leg": "skhynix" } ], "else": [ { "emit": "buy", "leg": "skhy" } ] } ] } } }, { "id": "05-wait-after-cross-limit-on-trigger", "file": "05-wait-after-cross-limit-on-trigger.json", "title": "Wait after cross limit on trigger", "summary": "Same as 01, but buy with a deferred limit (`on_trigger`) after a % pullback from the signal.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Setup when close crosses below EMA(20)\n- Wait 4 closed candles while still below the EMA\n- Buy with a resting limit after a 1% pullback from the signal\n- Cancel if price reclaims the EMA before buy", "orderType": "limit", "limitArmFrom": "signal", "limitSendWhen": "on_trigger", "triggerType": "percentage", "triggerValue": 1, "targetType": "percentage", "targetValue": 0.5, "vars": { "ma": { "fn": "ema", "args": [ { "series": "close" }, { "const": 20 } ] } }, "state": { "armed": { "type": "bool", "default": false }, "barsWaited": { "type": "int", "default": 0 } }, "onBar": [ { "if": { "fn": "and", "args": [ { "state": "armed" }, { "fn": "gt", "args": [ { "series": "close" }, { "var": "ma" } ] } ] }, "then": [ { "set": "armed", "value": { "const": false } }, { "set": "barsWaited", "value": { "const": 0 } } ] }, { "if": { "fn": "and", "args": [ { "fn": "not", "args": [ { "state": "armed" } ] }, { "fn": "crossDown", "args": [ { "series": "close" }, { "var": "ma" } ] } ] }, "then": [ { "set": "armed", "value": { "const": true } }, { "set": "barsWaited", "value": { "const": 0 } } ] }, { "if": { "state": "armed" }, "then": [ { "if": { "fn": "gte", "args": [ { "state": "barsWaited" }, { "const": 4 } ] }, "then": [ { "emit": "buy" }, { "set": "armed", "value": { "const": false } }, { "set": "barsWaited", "value": { "const": 0 } } ], "else": [ { "set": "barsWaited", "value": { "fn": "add", "args": [ { "state": "barsWaited" }, { "const": 1 } ] } } ] } ] } ] } } }, { "id": "06-pairs-relative-legs", "file": "06-pairs-relative-legs.json", "title": "Pairs relative legs", "summary": "1-bar BTC vs SOL returns; `each_trade_leg` stamps both books (omit `emit.leg`; `eq` unlabeled close vs `leg:\"btc\"` detects the current book).", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Compare 1-bar returns on BTC vs SOL\n- Short the outperformer and long the laggard\n- each_trade_leg places on both books (omit emit.leg)\n- Identify current book with eq(ctx.label, const)", "vars": { "btcRet": { "fn": "div", "args": [ { "series": "close", "leg": "btc" }, { "fn": "ref", "args": [ { "series": "close", "leg": "btc" }, { "const": 1 } ] } ] }, "solRet": { "fn": "div", "args": [ { "series": "close", "leg": "sol" }, { "fn": "ref", "args": [ { "series": "close", "leg": "sol" }, { "const": 1 } ] } ] }, "onBtc": { "fn": "eq", "args": [ { "ctx": "label" }, { "const": "btc" } ] } }, "state": {}, "onBar": [ { "if": { "var": "onBtc" }, "then": [ { "if": { "fn": "gt", "args": [ { "var": "btcRet" }, { "var": "solRet" } ] }, "then": [ { "emit": "sell" } ], "else": [ { "emit": "buy" } ] } ], "else": [ { "if": { "fn": "gt", "args": [ { "var": "btcRet" }, { "var": "solRet" } ] }, "then": [ { "emit": "buy" } ], "else": [ { "emit": "sell" } ] } ] } ] } } }, { "id": "07-funding-limit-then-sibling-market", "file": "07-funding-limit-then-sibling-market.json", "title": "Funding limit then sibling market", "summary": "Array of two `customLogic` instances: (1) limit short funding winner while both flat; (2) market hedge opposite when sibling `ctx.position` is open. Use `placementMode: each_trade_leg` + `legSizing: equal_notional`. Optional `siblingHedgeOnEntryFill` for fill-instant OE hedge.", "payload": [ { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Both books flat: short the higher eightHour funding leg via limit + small offset\n- Place only on the funding winner book this tick", "orderType": "limit", "limitArmFrom": "signal", "limitSendWhen": "now", "limitOffsetType": "percentage", "limitOffsetValue": -0.05, "limitStackPolicy": "stack", "vars": { "onDoge": { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "doge" } ] }, "dogePaysMore": { "fn": "gt", "args": [ { "series": "fundingRate", "leg": "doge" }, { "series": "fundingRate", "leg": "xrp" } ] }, "bothFlat": { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position", "leg": "doge" }, { "const": 0 } ] }, { "fn": "eq", "args": [ { "ctx": "position", "leg": "xrp" }, { "const": 0 } ] } ] } }, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "var": "bothFlat" }, { "fn": "and", "args": [ { "var": "onDoge" }, { "var": "dogePaysMore" } ] } ] }, "then": [ { "emit": "sell" } ] }, { "if": { "fn": "and", "args": [ { "var": "bothFlat" }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "xrp" } ] }, { "fn": "not", "args": [ { "var": "dogePaysMore" } ] } ] } ] }, "then": [ { "emit": "sell" } ] } ] } }, { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- This book flat and sibling open: market hedge opposite the sibling position\n- Latency is next execution_interval unless siblingHedgeOnEntryFill is also enabled", "orderType": "market", "vars": { "onDoge": { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "doge" } ] } }, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "var": "onDoge" }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "lt", "args": [ { "ctx": "position", "leg": "xrp" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "buy" } ] }, { "if": { "fn": "and", "args": [ { "var": "onDoge" }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "gt", "args": [ { "ctx": "position", "leg": "xrp" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "sell" } ] }, { "if": { "fn": "and", "args": [ { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "xrp" } ] }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "lt", "args": [ { "ctx": "position", "leg": "doge" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "buy" } ] }, { "if": { "fn": "and", "args": [ { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "xrp" } ] }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "gt", "args": [ { "ctx": "position", "leg": "doge" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "sell" } ] } ] } } ] }, { "id": "08-bullish-engulfing", "file": "08-bullish-engulfing.json", "title": "Bullish engulfing", "summary": "Educational AST using `series:open` + `ref` for bullish engulfing. Prefer named `candlePattern` (`pattern: bullishEngulfing`) for create/Ask AI.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Prefer named candlePattern for engulfing in production bots\n- This tree buys when a bullish engulfing forms using open/close + ref\n- Prior bar must be bearish; current body engulfs prior body", "vars": {}, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "fn": "and", "args": [ { "fn": "lt", "args": [ { "fn": "ref", "args": [ { "series": "close" }, { "const": 1 } ] }, { "fn": "ref", "args": [ { "series": "open" }, { "const": 1 } ] } ] }, { "fn": "gt", "args": [ { "series": "close" }, { "series": "open" } ] } ] }, { "fn": "and", "args": [ { "fn": "lte", "args": [ { "series": "open" }, { "fn": "ref", "args": [ { "series": "close" }, { "const": 1 } ] } ] }, { "fn": "gte", "args": [ { "series": "close" }, { "fn": "ref", "args": [ { "series": "open" }, { "const": 1 } ] } ] } ] } ] }, "then": [ { "emit": "buy" } ] } ] } } }, { "id": "09-ladder-exit-shrinking-tp", "file": "09-ladder-exit-shrinking-tp.json", "title": "Ladder exit shrinking tp", "summary": "Exit rule for an averaging-down ladder: take profit from `ctx avgEntry` that tightens with `ctx steps` (filled increase steps): 0.8%, then 0.55%, then 0.3%. Pair with `increase.rules.incrementalScaling`.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Exit rule for an averaging-down ladder (put under exit.rules)\n- Take profit 0.8% from the average entry with no adds\n- Tighten by 0.25% per filled add: 0.55% after one, 0.3% after two\n- Works long and short", "vars": {}, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "fn": "gt", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "gte", "args": [ { "ctx": "price" }, { "fn": "mul", "args": [ { "ctx": "avgEntry" }, { "fn": "sub", "args": [ { "const": 1.008 }, { "fn": "mul", "args": [ { "const": 0.0025 }, { "ctx": "steps" } ] } ] } ] } ] } ] }, "then": [ { "emit": "sell" } ] }, { "if": { "fn": "and", "args": [ { "fn": "lt", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "lte", "args": [ { "ctx": "price" }, { "fn": "mul", "args": [ { "ctx": "avgEntry" }, { "fn": "add", "args": [ { "const": 0.992 }, { "fn": "mul", "args": [ { "const": 0.0025 }, { "ctx": "steps" } ] } ] } ] } ] } ] }, "then": [ { "emit": "buy" } ] } ] } } }, { "id": "10-exit-at-band-middle", "file": "10-exit-at-band-middle.json", "title": "Exit at band middle", "summary": "Exit rule for range bots: close when price returns to `bb_middle` (the 20-bar mean), long or short.", "payload": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Exit rule for a range / mean-reversion bot (put under exit.rules)\n- Close a long once price is back at the Bollinger middle line (20-bar mean)\n- Close a short the same way from below", "vars": { "mid": { "fn": "bb_middle", "args": [ { "series": "close" }, { "const": 20 } ] } }, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "fn": "gt", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "gte", "args": [ { "ctx": "price" }, { "var": "mid" } ] } ] }, "then": [ { "emit": "sell" } ] }, { "if": { "fn": "and", "args": [ { "fn": "lt", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "lte", "args": [ { "ctx": "price" }, { "var": "mid" } ] } ] }, "then": [ { "emit": "buy" } ] } ] } } } ], "create_automation": [ { "id": "01-pairs-btc-sol-paper", "file": "01-pairs-btc-sol-paper.json", "title": "Pairs btc sol paper", "summary": "Paper Bybit linear BTC+SOL relative-value bot. Top-level `markets[]` omits `leg_index` (server assigns 0, 1). `placementMode` is on the tool args (server copies it into `params`). `stopLoss` is a sibling `params.exit.rules` — never `params.entry.exit`. customLogic tree matches [`../custom_logic/06-pairs-relative-legs.json`](../custom_logic/06-pairs-relative-legs.json).", "payload": { "type": "bot", "name": "Paper BTC/SOL Perp Arbitrage", "exchange": "bybit_linear", "symbol": "BTCUSDT", "candle_timeframe": "5m", "execution_interval": 300000, "initial_capital": 10000, "trading_mode": "paper", "placementMode": "each_trade_leg", "markets": [ { "label": "btc", "exchange": "bybit_linear", "symbol": "BTCUSDT" }, { "label": "sol", "exchange": "bybit_linear", "symbol": "SOLUSDT" } ], "params": { "legSizing": "equal_notional", "entry": { "rules": { "customLogic": { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Compare 1-bar returns on BTC vs SOL\n- Short the outperformer and long the laggard\n- each_trade_leg places on both books (omit emit.leg)", "vars": { "btcRet": { "fn": "div", "args": [ { "series": "close", "leg": "btc" }, { "fn": "ref", "args": [ { "series": "close", "leg": "btc" }, { "const": 1 } ] } ] }, "solRet": { "fn": "div", "args": [ { "series": "close", "leg": "sol" }, { "fn": "ref", "args": [ { "series": "close", "leg": "sol" }, { "const": 1 } ] } ] }, "onBtc": { "fn": "eq", "args": [ { "ctx": "label" }, { "const": "btc" } ] } }, "state": {}, "onBar": [ { "if": { "var": "onBtc" }, "then": [ { "if": { "fn": "gt", "args": [ { "var": "btcRet" }, { "var": "solRet" } ] }, "then": [ { "emit": "sell" } ], "else": [ { "emit": "buy" } ] } ], "else": [ { "if": { "fn": "gt", "args": [ { "var": "btcRet" }, { "var": "solRet" } ] }, "then": [ { "emit": "buy" } ], "else": [ { "emit": "sell" } ] } ] } ] } } } }, "increase": { "rules": {} }, "decrease": { "rules": {} }, "reversal": { "rules": {} }, "exit": { "rules": { "stopLoss": { "enabled": true, "params": { "type": "percentage", "value": 2 } } } } } } }, { "id": "02-aster-doge-xrp-sibling-hedge-paper", "file": "02-aster-doge-xrp-sibling-hedge-paper.json", "title": "Aster doge xrp sibling hedge paper", "summary": "Paper Aster DOGE+XRP funding limit → sibling market hedge. Dual `customLogic` ARRAY (from [`../custom_logic/07-funding-limit-then-sibling-market.json`](../custom_logic/07-funding-limit-then-sibling-market.json)) + `siblingHedgeOnEntryFill`, equal_notional, fill-armed TP 0.7% + scale-in amend. Ask AI embeds this recipe in the params hint.", "payload": { "type": "bot", "name": "Paper Aster DOGE/XRP Funding Sibling Hedge", "exchange": "aster_dex", "symbol": "DOGEUSDT", "candle_timeframe": "1h", "execution_interval": 300000, "initial_capital": 1000, "trading_mode": "paper", "placementMode": "each_trade_leg", "markets": [ { "label": "doge", "exchange": "aster_dex", "symbol": "DOGEUSDT" }, { "label": "xrp", "exchange": "aster_dex", "symbol": "XRPUSDT" } ], "params": { "legSizing": "equal_notional", "siblingHedgeOnEntryFill": { "enabled": true }, "entry": { "rules": { "customLogic": [ { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- Both books flat: short the higher eightHour funding leg via limit + small offset\n- Place only on the funding winner book this tick\n- Pair with siblingHedgeOnEntryFill for fill-instant market hedge on the other book", "orderType": "limit", "limitArmFrom": "signal", "limitSendWhen": "now", "limitOffsetType": "percentage", "limitOffsetValue": -0.05, "limitStackPolicy": "stack", "vars": { "onDoge": { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "doge" } ] }, "dogePaysMore": { "fn": "gt", "args": [ { "series": "fundingRate", "leg": "doge" }, { "series": "fundingRate", "leg": "xrp" } ] }, "bothFlat": { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position", "leg": "doge" }, { "const": 0 } ] }, { "fn": "eq", "args": [ { "ctx": "position", "leg": "xrp" }, { "const": 0 } ] } ] } }, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "var": "bothFlat" }, { "fn": "and", "args": [ { "var": "onDoge" }, { "var": "dogePaysMore" } ] } ] }, "then": [ { "emit": "sell" } ] }, { "if": { "fn": "and", "args": [ { "var": "bothFlat" }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "xrp" } ] }, { "fn": "not", "args": [ { "var": "dogePaysMore" } ] } ] } ] }, "then": [ { "emit": "sell" } ] } ] } }, { "enabled": true, "invert": false, "params": { "version": 1, "summary": "- This book flat and sibling open: market hedge opposite the sibling position\n- Strategy-listen latency is next execution_interval; with siblingHedgeOnEntryFill OE hedges on entry fill", "orderType": "market", "vars": { "onDoge": { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "doge" } ] } }, "state": {}, "onBar": [ { "if": { "fn": "and", "args": [ { "var": "onDoge" }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "lt", "args": [ { "ctx": "position", "leg": "xrp" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "buy" } ] }, { "if": { "fn": "and", "args": [ { "var": "onDoge" }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "gt", "args": [ { "ctx": "position", "leg": "xrp" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "sell" } ] }, { "if": { "fn": "and", "args": [ { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "xrp" } ] }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "lt", "args": [ { "ctx": "position", "leg": "doge" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "buy" } ] }, { "if": { "fn": "and", "args": [ { "fn": "eq", "args": [ { "series": "close" }, { "series": "close", "leg": "xrp" } ] }, { "fn": "and", "args": [ { "fn": "eq", "args": [ { "ctx": "position" }, { "const": 0 } ] }, { "fn": "gt", "args": [ { "ctx": "position", "leg": "doge" }, { "const": 0 } ] } ] } ] }, "then": [ { "emit": "sell" } ] } ] } } ] } }, "increase": { "rules": { "incrementalScaling": { "enabled": true, "invert": false, "params": { "type": "percentage", "trendSide": false, "levels": [ 0.5, 1, 2, 3, 4 ], "multipliers": [ 1, 1, 2, 4, 8 ], "orderType": "limit", "limitArmFrom": "fill", "limitSendWhen": "now", "limitStackPolicy": "amend" } } } }, "decrease": { "rules": {} }, "reversal": { "rules": {} }, "exit": { "rules": { "takeProfit": { "enabled": true, "invert": false, "params": { "type": "percentage", "value": 0.7, "orderType": "limit", "limitArmFrom": "fill", "limitSendWhen": "now", "limitStackPolicy": "amend" } }, "stopLoss": { "enabled": true, "invert": false, "params": { "type": "percentage", "value": 10 } } } } } } }, { "id": "03-pairs-spread-btc-sol-paper", "file": "03-pairs-spread-btc-sol-paper.json", "title": "Pairs spread btc sol paper", "summary": "Paper Bybit BTC+SOL using named `pairsSpread` (not customLogic) with `each_trade_leg` + equal_notional. Prefer this when the named rule already covers the spread idea.", "payload": { "type": "bot", "name": "Paper BTC/SOL Pairs Spread", "exchange": "bybit_linear", "symbol": "BTCUSDT", "candle_timeframe": "5m", "execution_interval": 300000, "initial_capital": 10000, "trading_mode": "paper", "placementMode": "each_trade_leg", "markets": [ { "label": "btc", "exchange": "bybit_linear", "symbol": "BTCUSDT" }, { "label": "sol", "exchange": "bybit_linear", "symbol": "SOLUSDT" } ], "params": { "legSizing": "equal_notional", "placementMode": "each_trade_leg", "entry": { "rules": { "pairsSpread": { "enabled": true, "invert": false, "params": { "metric": "priceReturn", "mode": "meanRevert", "legA": "btc", "legB": "sol", "lookbackBars": 1, "zScoreWindow": 48, "threshold": 0.005, "convergeExitEnabled": false, "exitThreshold": 0.001 } } } }, "increase": { "rules": {} }, "decrease": { "rules": {} }, "reversal": { "rules": {} }, "exit": { "rules": { "stopLoss": { "enabled": true, "params": { "type": "percentage", "value": 2 } }, "takeProfit": { "enabled": true, "params": { "type": "percentage", "value": 3 } } } } } } } ], "order_execution": [ { "id": "01-reactive-tp-skip", "file": "01-reactive-tp-skip.json", "title": "Reactive tp skip", "summary": "`skip` (TP default) — Classic reactive limit TP — do not stack another GTC while one rests", "payload": { "enabled": true, "params": { "type": "percentage", "value": 2, "exitQuantityMode": "full", "orderType": "limit", "limitArmFrom": "signal", "limitSendWhen": "now", "limitOffsetType": "distance", "limitOffsetValue": 0, "limitStackPolicy": "skip" } } }, { "id": "02-entry-limit-stack", "file": "02-entry-limit-stack.json", "title": "Entry limit stack", "summary": "`stack` (entry default) — Place another entry-style limit while a prior GTC still rests", "payload": { "enabled": true, "params": { "period": 14, "oversold": 30, "overbought": 70, "orderType": "limit", "limitArmFrom": "signal", "limitSendWhen": "now", "limitOffsetType": "percentage", "limitOffsetValue": -0.5, "limitStackPolicy": "stack" } } }, { "id": "03-scale-in-replace", "file": "03-scale-in-replace.json", "title": "Scale in replace", "summary": "`replace` — Cancel the resting scale limit, then park updated price/qty", "payload": { "enabled": true, "params": { "type": "percentage", "trendSide": false, "levels": [ 1, 2, 3 ], "multipliers": [ 1, 1, 1 ], "orderType": "limit", "limitArmFrom": "fill", "limitSendWhen": "now", "limitStackPolicy": "replace" } } } ] } }