SOL/USDC Momentum Trader
tradingv1.0.0by clawpump-main
Buy SOL when RSI indicates oversold conditions, sell when overbought. Uses Trader Ralph market_indicators endpoint for real-time RSI data. Designed for swing trading with configurable thresholds.
Performance Metrics
Backtest PnL
+12.0%
Win Rate
58%
Sharpe Ratio
1.20
Max Drawdown
-8.0%
Total Trades
24
Period
2026-02-01 to 2026-03-01
Tunable Parameters
rsiPeriodRSI lookback period in candles
value: 14range: 5–50step: 1
slippageBpsMax slippage in basis points
value: 100range: 10–500step: 10
positionSizePctPercentage of portfolio to allocate per trade
value: 10range: 1–50step: 1
oversoldThresholdRSI level below which to buy
value: 30range: 10–45step: 1
overboughtThresholdRSI level above which to sell
value: 70range: 55–95step: 1
Strategy
1. Fetch RSI({rsiPeriod}) for SOL/USDC from Trader Ralph market_indicators.
2. If RSI < {oversoldThreshold} and no open position: BUY {positionSizePct}% of portfolio.
3. If RSI > {overboughtThreshold} and holding position: SELL entire position.
4. Use slippage tolerance of {slippageBps} bps on Jupiter swap.
5. Log each trade with entry/exit price, PnL, and RSI at time of trade.Data Requirements
trader-ralph
market_indicatorstrader-ralph
market_ohlcvSkill Definition (JSON)
{
"name": "SOL/USDC Momentum Trader",
"version": "1.0.0",
"category": "trading",
"strategy": "1. Fetch RSI({rsiPeriod}) for SOL/USDC from Trader Ralph market_indicators.\n2. If RSI < {oversoldThreshold} and no open position: BUY {positionSizePct}% of portfolio.\n3. If RSI > {overboughtThreshold} and holding position: SELL entire position.\n4. Use slippage tolerance of {slippageBps} bps on Jupiter swap.\n5. Log each trade with entry/exit price, PnL, and RSI at time of trade.",
"evaluation": {
"metric": "pnl",
"higherIsBetter": true,
"backtestWindowDays": 30
},
"parameters": {
"rsiPeriod": {
"max": 50,
"min": 5,
"step": 1,
"value": 14,
"description": "RSI lookback period in candles"
},
"slippageBps": {
"max": 500,
"min": 10,
"step": 10,
"value": 100,
"description": "Max slippage in basis points"
},
"positionSizePct": {
"max": 50,
"min": 1,
"step": 1,
"value": 10,
"description": "Percentage of portfolio to allocate per trade"
},
"oversoldThreshold": {
"max": 45,
"min": 10,
"step": 1,
"value": 30,
"description": "RSI level below which to buy"
},
"overboughtThreshold": {
"max": 95,
"min": 55,
"step": 1,
"value": 70,
"description": "RSI level above which to sell"
}
},
"dataRequirements": [
{
"params": {
"baseMint": "So11111111111111111111111111111111111111112",
"quoteMint": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v"
},
"source": "trader-ralph",
"endpoint": "market_indicators"
},
{
"params": {
"baseMint": "So11111111111111111111111111111111111111112",
"quoteMint": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v"
},
"source": "trader-ralph",
"endpoint": "market_ohlcv"
}
]
}