ETH-BTC-USDC momentum beta
ETH and BTC momentum strategy to maximize gains in bull market and avoid losses in bear market, on Polygon
Strategy Logs
Encountered JSON-RPC retryable error HTTPSConnectionPool(host='proud-small-resonance.matic.quiknode.pro', port=443): Read timed out. (read timeout=10)
When calling method: eth_call({'to': '0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619', 'data': '0x70a08231000000000000000000000000e17debbd4e009cde4c97900beb1a2f4877702f9c'}, '0x3ab4423')
Retrying in 5.000000 seconds, retry #1 / 6
Switched RPC providers proud-small-resonance.matic.quiknode.pro -> polygon-mainnet.g.alchemy.com
No action taken: strategy decided not to open or close any positions
Strategy thinking
Strategy cycle #162: 2024-09-08 00:00:00 UTC, now is 2024-09-08 00:08:36.076087
WETH / USDC
Last candle at: 2024-09-07 00:00:00 UTC, market data and action lag: 1 days 00:08:36.077851
Price open:2218.406248587176
WBTC / WETH
Last candle at: 2024-09-07 00:00:00 UTC, market data and action lag: 1 days 00:08:36.078466
Price open:54013.108976571304
RSI BTC: 27.859097698442508
RSI exit trigger: 70.0
RSI entry trigger: 65.0
RSI ETH: 31.953861237601217
WETH / USDC
Last candle at: 2024-09-08 00:00:00 UTC, market data and action lag: 0 days 00:08:36.079183
Price open:2274.274045525709
MemoryIndicatorStorage does not support multiprocessing, setting max_workers and max_readers to 1
Portfolio status (before rebalance), tick #162
Total equity: $5,784.39, in cash: $5,784.39
Life-time positions: 4, trades: 27
…
Reserves:
5,784.39 USDC
Performing strategy tick #162 for timestamp 2024-09-08 00:00:00, cycle length is 1d, trigger time was 2024-09-08 00:08:00.000766, live trading is True, trading univese is None, version 0.5