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Strategy file: rsiMeanRevMM.js Market: spot

Description

RSI mean-reversion spot market maker. Enters long when RSI crosses below the oversold threshold and exits when RSI recovers to the neutral-to-overbought zone. DCA layers trigger on successive RSI deterioration.

How it works

The Relative Strength Index (Wilder 1978) is bounded in [0, 100] and computed as RSI = 100 - 100/(1 + RS) where RS = avg_gain / avg_loss over a rolling window. The canonical interpretation — oversold below 30, overbought above 70 — encodes a mean-reversion bias that has been studied extensively. Connors & Alvarez (2009) demonstrate that 2-period RSI extremes (below 5, above 95) produce statistically significant short-horizon mean reversion in liquid equities. The strategy uses configurable RSI period and threshold to DCA into oversold zones on spot pairs, scaling out as RSI normalises. Edge concentrates on liquid range-bound pairs and degrades during strong trends — the strategy includes a trend filter to pause entries when a longer-period trend is strongly directional.

Capital & Period

Order sizing and candle timeframe

Key Type Default Description
PERIOD select 1 Candle timeframe Gunbot feeds the strategy. 1–3 min suits highly liquid spot pairs (BTC, ETH). 5 min is a balanced default. 15 min reduces noise and trade frequency on lower-volume pairs.
TRADING_LIMIT range (range 10..5000) 50 Gunbot-level order-size cap in quote currency. Keep equal to the Per-order size below unless you have a specific reason to differ. Hard cap on a single buy order regardless of strategy logic.
RSI_TL range (range 10..5000) 50 Quote-currency notional placed on each entry order. Raise for larger lots (fewer trades, more fee per turn); lower for smaller lots (finer position building).
RSI_CAPITAL_ALLOC range (range 100..50000) 500 Per-pair capital cap in quote currency. The strategy treats min(balance, this) as working capital, so values above your actual quote balance are ignored. Set to the realistic per-pair allocation you want this strategy to manage.

Allocation

How much of THIS pair’s wallet the strategy may use, what it must start with, and the hard config gate. Trading is BLOCKED until Wallet allocation % is set AND Allocation confirmed is ON. Optional grid splits an order into laddered post-only rungs for better fills.

Key Type Default Description
ALLOC_PCT range (range 1..100) 25 Percentage of THIS pair’s wallet balance the strategy may deploy. Effective cap = min(wallet × this %, the absolute Capital allocation). Every order is clamped to it and can never exceed it. REQUIRED — trading is blocked until this is set (>0) and Allocation confirmed is ON.
ALLOC_CONFIRMED boolean False Explicit acknowledgement that the allocation above is correct for this pair. The strategy will NOT place any entry order until this is ON. A clear "ALLOCATION CONFIGURED" line is logged once it is; otherwise an "ALLOCATION NOT CONFIGURED — refusing to trade" line is logged each cycle.
ALLOC_SPLIT_TOL range (range 0..100) 15 How far the starting base/quote split may deviate from what this strategy needs before it refuses to start. Long-only strategies want mostly quote/cash; two-sided market-makers want ~50/50 base/quote; futures want free margin. Mismatch beyond this % blocks trading (unless Enforce start inventory is OFF).
ALLOC_ENFORCE_SPLIT boolean True When ON, the strategy refuses to trade until the starting base/quote split is within tolerance of what it needs (archetype-aware). When OFF, a mismatch is logged as a warning but trading proceeds.
ALLOC_AUTO_REBALANCE boolean True Two-sided market-makers only. ON by default: if the pair starts off the target base/quote split, the strategy places a single bounded market order on start to reach it (e.g. buys ~half the allocation into base for a 50/50 maker), then begins normal trading. Set to OFF to instead stay blocked and log the exact amount to buy/sell manually. Long-only and futures strategies ignore this.
ALLOC_RESERVE_PCT range (range 0..50) 0 A buffer, as % of wallet, kept BELOW the allocation cap and never deployed. Use to leave headroom for fees/slippage. Effective cap = min(wallet × allocation %, absolute cap) − wallet × this %.
RSI_GRID boolean False When ON, an entry order is split into several laddered post-only rungs across a price band instead of one order — often gets better average fills. Cumulative size is still clamped to the allocation. OFF = single order.
RSI_GRID_LEVELS range (range 2..10) 3 Number of laddered rungs to split an entry into when "Split entries into a grid" is ON. More rungs = finer fills but more orders.
RSI_GRID_SPAN_PCT range (range 0.1..5) 0.5 Price band width, as % from the reference price, across which the grid rungs are spread. e.g. 0.5 places rungs from the reference price down to 0.5% below it (for buys).

RSI Signal

RSI period and oversold/recovery thresholds

Key Type Default Description
RSI_SP range (range 5..50) 14 Look-back period for the RSI calculation. Shorter periods (9–11) are more sensitive and generate more signals; longer periods (21+) are smoother and produce fewer but higher-conviction entries. Classic default is 14.
RSI_ENTRY range (range 10..50) 35 RSI value below which an entry is triggered (oversold condition). Lower values (< 30) are more selective and catch deeper oversold events; higher values (35–40) generate more signals and are suitable for ranging markets with shallow RSI swings.
RSI_EXIT range (range 50..90) 55 RSI value above which an exit is allowed (recovery to neutral or overbought). Combine with the gain target (RSI_GAIN) — both must pass before a sell is placed. Raising this delays exits, allowing larger moves to develop; lowering it books profits on early recovery.
RSI_DCA_STEP range (range 2..20) 5 Additional RSI drop from the previous entry required to trigger the next DCA layer. For example, with RSI_ENTRY=35 and RSI_DCA_STEP=5, DCA layer 2 triggers at RSI 30, layer 3 at RSI 25. Higher values space DCA layers further apart.

Exits & DCA

Take-profit, time-stop and DCA layering

Key Type Default Description
RSI_GAIN range (range 0.05..5) 0.12 Minimum percentage gain above break-even (including fees) required before a sell is allowed. Acts as a take-profit floor — raise to insist on larger winners; lower to exit more readily on small recoveries.
RSI_MAX_HOLD range (range 10..500) 150 Maximum cycles a position may be held before a timed exit is attempted. Acts as a time-stop to prevent stale bags from blocking capital indefinitely. The exit is only fired when price is above break-even; otherwise it waits.
RSI_MAX_DCA range (range 1..8) 3 Maximum number of DCA (cost-averaging) buy layers allowed on a single position. Each layer is placed when price drops a further DCA_STEP from the previous entry. Caps maximum exposure on a declining position.
RSI_DCA_STEP range (range 0.05..5) 0.25 Percentage drop from the last entry price required to trigger the next DCA layer. Smaller values average down aggressively; larger values wait for a more substantial pullback before adding.
RSI_DCA_DECAY range (range 0.3..1) 0.75 Multiplier applied to order size at each successive DCA layer (e.g. 0.75 means each layer is 75% the size of the previous). Values below 1 pyramid down (smaller additions on deeper dips); use 1 for equal-size DCA layers.

Risk & Safety

Exposure caps and drawdown circuit breakers

Key Type Default Description
RSI_MAX_EXP range (range 20..100) 80 Hard cap on total exposure as a percentage of allocated capital. Further buys are blocked once this threshold is reached. Lower for more cautious positioning; higher to allow heavier accumulation on dips.
RSI_MAX_DD range (range 2..30) 8 Peak-to-trough equity drop that triggers a strategy pause. When tripped, no new orders are placed until the condition clears or is manually reset. Set conservatively — this is a last-line safety stop.
RSI_DAILY_LOSS range (range 1..20) 3 Maximum percentage of allocated capital that may be lost in a calendar day before the strategy pauses. Resets at UTC midnight. Use to cap worst-case daily drawdown during adverse sessions.
RSI_CONSEC_LOSS_MAX range (range 2..10) 4 Number of consecutive losing trades that triggers a trading pause. Helps prevent the strategy from rapidly compounding losses during a streak of adverse signals. Pair reactivates after a configurable cooldown or manual reset.

Fees

Fee tier and display settings

Key Type Default Description
RSI_FEE range (range 0..0.5) 0.1 Taker fee per side as a percentage. Used internally for break-even and profit-target calculations. Set to your actual exchange tier; defaults assume retail-tier taker on Bybit/Binance.
RSI_SP range (range 0..8) 4 Number of decimal places used to format prices in logs and the sidebar. Purely cosmetic — does not affect order rounding (Gunbot handles tick size). Use more decimals for low-priced pairs (SHIB, PEPE) and fewer for BTC/ETH.
RSI_SP_DISP range (range 0..8) 4 Display decimal places.

Runtime & Exchange

Logging, warmup, exchange safety toggles

Key Type Default Description
LOG_LEVEL select NORMAL Controls how much the strategy writes to Gunbot logs. SILENT keeps only errors and circuit-breaker messages. NORMAL writes one summary line per cycle plus order events — recommended for live trading. DEBUG adds internal model state and every decision gate; use only when investigating a problem.
WARMUP_CYCLES range (range 0..30) 5 How many cycles the strategy collects candle data before placing any orders. Indicators need a few cycles to stabilise; trading too early gives noisy values. Raise this on slower timeframes or after restarting a cold pair. 0 disables the warmup.
MIN_ORDER_QUOTE range (range 1..25) 5 Floor for order notional in quote currency. The runtime always uses max(this, exchange-minimum), so setting below the exchange minimum has no effect. Raise to enforce a larger per-trade size or to prevent dust-order rejections.
BE_GUARD boolean False When ON, blocks any sell priced below the position break-even while holding a long. Prevents stop-loss and TTL exit paths from realising a loss — the pair holds until price recovers. OFF = sells below break-even are permitted (standard stop-loss behaviour). Recommended ON for spot accumulation.
BE_GUARD_BLOCK_MARKET_SELLS boolean False When OFF, market sells and closeMarket bypass the break-even guard (soft mode), preventing BE_GUARD from silently swallowing urgent stop-loss exits. When ON (legacy), BE_GUARD blocks all sell types including market orders.
NO_POST_ONLY boolean False When ON, the strategy submits regular limit orders instead of post-only. Enable only if your exchange rejects post-only flags or you do not benefit from a maker rebate. The strategy auto-disables post-only on PancakeSwap and Aster regardless of this toggle.
RSI_TRACE boolean False Writes per-cycle JSONL trace to gunbot_logs/quantroduction/. Captures every gate decision, indicator value, order placement and fill event for forensic analysis. Zero overhead when OFF.
VERBOSE_LOGS boolean False When ON, the full Quantroduction dashboard (config snapshot + runtime state) re-emits every VERBOSE_INTERVAL_MIN minutes for audit. When OFF, the dashboard only fires once per Gunbot restart per pair.
VERBOSE_INTERVAL_MIN range (range 5..240) 30 How often the dashboard re-emits when VERBOSE_LOGS is ON. Lower = more frequent and noisier; higher = quieter. Has no effect when VERBOSE_LOGS is OFF.
RSI_TEST_MODE boolean False Loosens all entry gates for rapid signal generation on 1 m candles. Useful for verifying strategy logic in a paper-trade environment. Turn OFF for production — loose gates will fire far more frequently than intended.
IS_MARGIN_STRAT boolean False When ON, treats this pair as a futures contract: routes sells through closeMarket/closeLimit, rebinds balance fields to availableMargin/currentQty, and blocks new long entries while a short is open. Default OFF (spot). The strategy logic itself is identical — the adapter sits between the strategy and Gunbot's order methods.

Portfolio & Runtime (per-pair overrides)

Per-pair runtime knobs. Override any of these on a single pair without changing the strategy defaults.

Key Type Default Description
PORTFOLIO_INCLUDE boolean True Whether this pair contributes to the shared portfolio exposure cap below. YES means a buy here is gated on Portfolio exposure cap. NO means this pair trades independently of the portfolio cap.
PORTFOLIO_EXP_BUDGET range (range 0..1) 0.8 Total portfolio exposure ceiling expressed as a fraction of equity (0.80 = 80%). When running portfolio exposure across every pair that opted in hits this number, no new buys are placed anywhere in the budget. Set to 0 to disable the portfolio gate.
PAIR_EXP_BUDGET range (range 0..1) 0.6 Per-pair exposure ceiling expressed as a fraction of equity (0.60 = 60%). Independent of portfolio cap. Set to 0 to disable.
NO_CLOSE_MARKET boolean False On exchanges that don't expose closeMarket reliably, set this to true to force the compat wrapper to route every close through sellMarket / buyMarket instead.
CONSEC_RESET_CYCLES range (range 0..500) 0 If the consecutive-loss circuit breaker is tripped, automatically clear it after this many cycles. 0 disables auto-reset (manual reset only).
DISABLE_BREAKER_WINDDOWN boolean False By default, when a breaker trips the strategy cancels open orders and tries to scratch out any small inventory. Set to true to disable this and just freeze in place until you reset manually.
RESET_BREAKER_ONCE boolean False Set to true once to clear any tripped circuit breaker (consecutive-loss / daily-loss). The strategy auto-clears this flag after the reset fires so you don't have to remove it.
RESET_STATS_ONCE boolean False Set to true once to zero out wins, losses, consecutive losses, peak equity, max drawdown, trade count, and daily-loss lock. Total PnL is preserved. The flag auto-clears after the reset fires.
QUANTRODUCTION_TRACE boolean False Master switch for the diagnostic tracer. When on, every gate decision and breaker event is recorded so you can see exactly why the strategy did or did not act this cycle.
TRACE_ALL boolean False When the tracer is on, this widens it to capture every event (placement, fill, gate). When off, only meaningful state changes are captured.
SPREAD_PNL_JUMP_GUARD range (range 0.1..1) 0.5 Realized-PnL deltas larger than this fraction of pair equity are treated as deposits/withdrawals/data-glitches and skipped. Default 0.5 means a single delta over 50% of equity is ignored. Lower for tighter glitch detection on small accounts.

References & further reading

Configuration playbook