Automate relative ROI divergence crypto trading across two futures markets with portfolio scaled position sizing, averaging and exit logic.
Preset in Origami Tech: Futures | One Way | Pair Trading by Onchainmonk PO
A relative ROI crypto trading strategy that compares two futures markets, opens positions when their 24 hour performance diverges and manages averaging and exits using combined portfolio PnL.
The preset compares the 24 hour ROI of the current futures symbol with a selected hedge symbol using 15 minute candles.
A long signal is activated when the current symbol underperforms the hedge symbol by more than the configured min_roi_diff.
A short signal is activated when the current symbol outperforms the hedge symbol by more than the configured min_roi_diff.
The preset combines unrealized PnL from the current and hedge positions and uses total exposure to calculate normalized strategy return.
The strategy can add exposure when combined unrealized PnL falls below the threshold defined by max_gap.
An open position can be closed when normalized strategy return exceeds the configured min_return_to_close.
Execution prices are calculated using deeper futures order book levels rather than only the current market price.
This preset is designed around relative performance differences between two futures markets and portfolio aware position management.
IImport the official preset, configure the current and hedge markets, and review portfolio exposure and risk parameters before enabling the strategy.
Use an existing Origami Tech project or create a workspace for the crypto trading bot.
Connect the exchange account that will be used for futures crypto trading through API credentials with the required trading permissions.
Choose the connected account, futures pair, margin settings and leverage.
Select Futures | One Way | Pair Trading by Onchainmonk PO, configure the hedge symbol and review max_gap, quote_size, min_roi_diff, min_return_to_close and maximum position exposure before importing the preset.
The preset combines relative ROI signals with position sizing, controlled averaging and portfolio scaled exits. It compares the current futures symbol with a selected hedge market and continuously evaluates their relative performance and combined unrealized PnL.
Additional strategy variables include hedge_symbol_hedge, quote_size, max_gap, position exposure, combined unrealized PnL and portfolio normalized exit conditions.The exact default values of these parameters should be taken from the full preset configuration in Origami Tech.
These variables define how the crypto trading bot measures relative ROI, opens positions, scales exposure and closes trades based on combined portfolio performance.
Visible default: 0.02. Defines the minimum 24 hour ROI difference required to activate long or short logic.
Visible default: 200. Provides the base notional value used in position sizing.
Visible default: 0.01. Defines the negative performance threshold used by the averaging logic.
Visible default: 0.01. Defines the normalized return condition used to close an open position.
Defines the futures symbol used as the reference market for relative ROI comparison.
Calculates the 24 hour ROI of the current futures symbol using 15 minute candles.
Calculates the 24 hour ROI of the selected hedge symbol using 15 minute candles.
Combines unrealized PnL from the current and hedge positions.
Calculates normalized strategy return from combined unrealized PnL and total notional exposure.
Activates long logic when the current symbol underperforms the hedge symbol by more than min_roi_diff.
Activates short logic when the current symbol outperforms the hedge symbol by more than min_roi_diff.
Calculates execution prices using deeper futures order book levels.
Origami Tech connects to multiple centralized and decentralized exchanges. Preset availability depends on the futures functionality and account configuration supported by each integration. Check current compatibility inside Origami Tech before launch.
The active crypto trading bot receives futures market data, recalculates its formulas and sends permitted orders through the connected exchange API when strategy conditions are met.
Follow current futures exposure and position direction.
Review the orders created by the preset.
Track completed crypto trading activity.
Monitor the current result of open positions.
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Explore Presetmin_roi_diff of 0.02, the strategy requires a 2 percentage point difference before its long or short condition can activate.max_gap, which has a visible default of 0.01.trade_roi from combined unrealized PnL and total notional exposure. An existing position can be closed when this normalized return exceeds min_return_to_close, which has a visible default of 0.01.max_gap, quote_size, min_roi_diff, symbol_hedge, min_return_to_close and the maximum notional parameter.min_roi_diff.min_roi_diff.max_gap logic.Import the Futures | One Way | Pair Trading by Onchainmonk PO preset in Origami Tech, configure the current and hedge markets, review portfolio exposure and adjust the strategy parameters to your futures crypto trading approach.