Polymarket Candle Marubozu Trader

Candle -- Marubozu Continuation Trader

This is a template. The default 签名al 检测s marubozu (extreme conviction) intervals in crypto 5-minute markets and trades the continuation on the next interval using conviction-based sizing. The 技能 handles all the plumbing (interval parsing, marubozu 检测ion, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s 5-minute interval markets for BTC, ETH, SOL, and XRP: "Will BTC be Up or Down in the 10:50AM-10:55AM ET interval?" These resolve to YES (up) or NO (down) based on actual price movement. A "marubozu" in candlestick analysis is a candle with a full body and no wick -- extreme conviction with no hesitation. On Polymarket, this translates to an interval priced at >65% (bullish marubozu) or <35% (bearish marubozu). Marubozu is a continuation 签名al: the NEXT interval should follow the same direction because the extreme conviction reflects new in格式化ion that has not yet been fully priced into subsequent intervals.

Edge

Unlike reversal strategies that fade strong moves, this 技能 trades with momentum when conviction is extreme. The continuation edge is structurally sound because:

In格式化ion propagation lag -- when an interval reaches >65% conviction, it reflects genuine new in格式化ion (large move, news catalyst) that takes more than 5 minutes to fully propagate through the market Underpricing of continuation -- Polymarket participants exhibit mean-reversion bias, 系统atically underpricing continuation after extreme intervals; they assume "it can't keep going" when the in格式化ion says it will Marubozu vs. ordinary strength -- an interval at 66% is qualitatively different from one at 56%; the former reflects near-consensus while the latter reflects mild directional lean. This 技能 only trades the extreme cases. Asymmetric payoff -- because the next interval is underpriced for continuation, the YES/NO price offers favorable odds relative to the true conditional probability 签名al 记录ic Discover crypto interval markets via keyword 搜索 (Bitcoin Up or Down, Ethereum Up or Down, Solana Up or Down, XRP Up or Down) with a 获取_markets(limit=200) fallback 解析 each question to 提取 (coin, date_str, 启动_time_minutes) using regex Group intervals by (coin, date) and 排序 by time 扫描 for marubozu intervals: p > MARU_THRESHOLD (bullish) or p < 1-MARU_THRESHOLD (bearish) 检查 the NEXT interval for continuation not yet priced: Bullish marubozu (p > 0.65): if next interval p < 0.55, continuation is underpriced -> buy YES Bearish marubozu (p < 0.35): if next interval p > 0.45, continuation is underpriced -> buy NO Conviction 扩展s with marubozu strength: an interval at 0.70 生成s stronger conviction than one at 0.66 Size by conviction (distance from threshold), not flat amount Remix 签名al Ideas Volume confirmation -- only trade marubozu continuation if the extreme interval also had above-average trading volume, confirming genuine conviction rather than thin-market noise Multi-marubozu acceleration -- if 2+ consecutive intervals are marubozu in the same direction, increase conviction multiplier for the continuation trade Binance order book depth -- 检查 real-time order book imbalance to confirm the directional move has structural support beyond Polymarket pricing Cross-coin marubozu -- if BTC, ETH, and SOL all show bullish marubozu simultaneously, the 签名al is stronger (broad crypto rally vs. single-coin noise) Decay 过滤器 -- marubozu strength decays over time; if 3+ intervals have passed since the marubozu, the continuation edge has likely been absorbed 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 (min USDC regardless of conviction) SIMMER_MIN_VOLUME 3000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.10 Max bid-ask spread SIMMER_MIN_DAYS 1 Min days until resolution SIMMER_MAX_POSITIONS 10 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_MARU_THRESHOLD 0.65 Min probability for a bullish marubozu (bearish = 1 - this) Edge Thesis

Crypto 5-minute interval markets on Polymarket exhibit continuation bias after extreme conviction intervals. When an interval is priced at >65% (bullish marubozu) or <35% (bearish marubozu), the market is