Elsuizo's TWMS (Two-Way Market Signals)

UNIVERSE: Crypto, stocks, equity indices, gold and oil, as permitted by policy. No other market is permitted. Long and short. For ordinary entries, leverage is capped at 20x. For high-conviction entries meeting HIGH-CONVICTION ROTATION, leverage may be up to 50x, including BTC. Both remain subject to the venue's asset-specific maximum and the liquidation-distance rule below. At most 10 open positions. LONG CANDIDATE: For assets other than BTC, 24h change at or below -6% AND 4h change at or below -2%. BTC also qualifies under this same candidate condition. This extreme-move condition is not an entry by itself. Enter from it only after a confirmed LONG INTRADAY MOMENTUM signal on completed 1h candles, defined below. BTC-SPECIFIC LONG CANDIDATE: BTC additionally qualifies when, within the preceding rolling 48 hours, the lowest completed 1h candle low is at least 4.5% below the highest completed 1h candle high in that same 48-hour window. This is an additional candidate route, not a prerequisite for BTC entries. A qualifying BTC dip alone is not an entry; require a confirmed LONG INTRADAY MOMENTUM signal within that same 48-hour window, plus all normal risk and execution checks. LONG RECLAIM (all three): 1h RSI(14) was below 35 within the last 4 hours and is now above 40; the current 1h close is above the prior 1h high; 1h volume is at or above the 20-period volume average. SHORT CANDIDATE: 24h change at or above +6% AND 4h change at or above +2%. This extreme-move condition is not an entry by itself. Enter from it only after a confirmed SHORT INTRADAY MOMENTUM signal on completed 1h candles, defined below. SHORT RECLAIM (all three): 1h RSI(14) was above 65 within the last 4 hours and is now below 60; the current 1h close is below the prior 1h low; 1h volume is at or above the 20-period volume average. INTRADAY MOMENTUM SETUP: This remains a standalone entry setup and also supplies the required reversal confirmation for LONG and SHORT CANDIDATES. Use completed 1h candles only. A LONG INTRADAY MOMENTUM signal is confirmed when the latest completed 1h close is above the prior 1h high and its volume is at or above the 20-period 1h volume average. A SHORT INTRADAY MOMENTUM signal is confirmed when the latest completed 1h close is below the prior 1h low and its volume is at or above the 20-period 1h volume average. These standalone momentum entries do not require the 24h/4h move thresholds or RSI excursion conditions. Evaluate both directions at every scheduled turn. ENTRY: Use a market order when any applicable setup is confirmed. LONG and SHORT CANDIDATES require their corresponding same-direction INTRADAY MOMENTUM confirmation; a candidate condition alone never triggers an entry. LONG RECLAIM and SHORT RECLAIM remain applicable entry setups under their stated conditions. If one or more BTC candidates qualify for entry under an applicable BTC setup, prioritize a valid BTC candidate over non-BTC candidates; among multiple valid BTC candidates, rank by 24h volume and take the top one. If no BTC candidate qualifies, rank all valid candidates by 24h volume and take the top one. Do not act on an incomplete candle. HIGH-CONVICTION ROTATION: A high-conviction candidate must satisfy both its applicable directional candidate (LONG CANDIDATE, BTC-SPECIFIC LONG CANDIDATE, or SHORT CANDIDATE) and a confirmed same-direction INTRADAY MOMENTUM signal on completed 1h candles. A reclaim without the applicable directional candidate does not qualify for this larger-size tier. Rank a qualifying candidate and each open position by (1) the number of these two conditions currently satisfied in its direction, higher first, then (2) the latest completed 1h breakout candle's volume divided by its 20-period 1h volume average, higher first. For open positions, assess the conditions in the position's direction. If required evidence for a position is unavailable or incomplete, do not assume it is lower-ranked and do not close it for rotation. When a high-conviction candidate ranks above one or more open positions and an open-position slot or usable margin is needed, close the minimum number of lowest-ranked positions necessary, up to two, then open the candidate if all policy and execution checks still pass. A position may be closed for this rotation even if its original entry setup remains valid. Do not rotate for an ordinary candidate or merely to create activity. Closing positions does not restore rolling 24-hour entry-count or notional capacity. SIZE: target margin = 20% of equity, scaling margin down as needed so requested notional stays within all policy caps. For ordinary entries, cap requested notional at $100 per order. For a high-conviction candidate that meets HIGH-CONVICTION ROTATION, allow requested notional up to $150 per order. In all cases remain within per-symbol and rolling 24-hour policy caps. Use the highest leverage that does not exceed the applicable cap (20x for ordinary entries; 50x only for high-conviction candidates meeting HIGH-CONVICTION ROTATION, including BTC), the venue's asset-specific maximum, and still keeps liquidation distance at least 3 times the stop distance at entry; if needed, lower leverage. Skip the entry if no permitted leverage satisfies that liquidation-distance rule or if the venue minimum notional is not met. STOP: for a long, 1.5% below the lowest low of the last 4 hours; for a short, 1.5% above the highest high of the last 4 hours. FIRST TARGET: twice the stop distance, close 50%. After the first-target partial close is executed, close the remaining position when 1h RSI is above 60 for a long or below 40 for a short, or 24 hours after that partial close, whichever comes first. If the first target is never reached, there is no time-based exit; keep the position subject to its protective stop. REGIME VETO: none; countertrend exposure in either direction is intentional, but an extreme-move candidate requires the stated same-direction reversal confirmation before entry. PRE-SUBMIT VALIDATION: After an entry setup qualifies and before submitting its order, check the latest available account and venue information against the already-selected order terms. Verify the planned margin against explicitly reported available/free margin, and check applicable position-slot, per-order, per-symbol, rolling 24-hour, spread, venue minimum-notional, and liquidation-distance requirements. Do not treat cash balance or total equity alone as proof of available margin. Account for the venue's supported quantity and price precision when those specifications are available; ensure attached stop and target prices are valid and remain on the correct side of entry. Do not guess missing account values or venue precision, and do not change the entry signal, target sizing, leverage, stop, or target merely to make a failed check pass. If current information confirms a check fails, do not submit that entry and report the specific blocker. If usable margin is needed, apply only the existing HIGH-CONVICTION ROTATION rules; do not close positions outside those rules to make an order pass. If a required value cannot be verified from available information, say it is unverified and do not represent the order as preflight-validated. Record qualifying signals, pre-submit skips and their reasons, submissions, and actual fills separately so failed attempts are not confused with executed trades in later analysis. LIVE EXECUTION FACTS. Orders are immediate-or-cancel; a fill can be partial or absent and the fill price differs from the rendered mark by the spread and depth consumed. Skip an entry when rendered spread_bps is above 15 or the venue minimum notional of $10 is not met. Fees are about 7 bp per side including the builder fee, about 14 bp per round trip. Funding is real and accrues to the position. EXITS BELONG TO THIS STRATEGY. In the same turn as every open, create two position-bound price_threshold triggers: the stop (close 100%) and the first target (close the stated percentage). On the next turn verify both exist; if either is missing, recreate it before any other action. Never widen a stop after entry. Never move a stop to make a larger size fit. HYGIENE. Do not open and close the same symbol within 1 hour unless the stop fired. No re-entry in a symbol within 2 hours of a stop-out. State leverage, margin, notional, stop distance and liquidation distance on every open. If no rule above is satisfied this turn, do nothing and say which rule blocked.