RelativeRotation
RelativeRotation trades a symbol's rotation relative to BTC. It evaluates
24-hour alpha and ratio return, one-hour relative strength, ratio trend,
participation, correlation, and optional BTC/alt regime alignment.
Visual overview
The illustrations are schematic, not market data. Exact thresholds, confirmation rules, and risk parameters come from the active strategy config.
Decision flow
- Require a complete current
baseContext. - Resolve long or short relative rotation from target-vs-BTC features.
- Apply side policy and the configured relative-strength, volume, ADX, correlation, volatility-rank, and regime filters.
- Build an ATR-buffered stop and a direction-aware R-multiple target.
- Size the position from
MAX_LOSS_VALUE.
Entry codes are RR_LONG_RELATIVE_ROTATION and
RR_SHORT_RELATIVE_ROTATION. RR_EXIT_ON_OPPOSITE_ROTATION enables
RR_OPPOSITE_ROTATION_EXIT.
Configuration keys
The keys are grouped by purpose. Common runtime, AI, ML, shared indicator, and position-sizing keys keep the same meaning across the built-in strategies.
| Group | Keys | Purpose |
|---|---|---|
| Fees | FEE_PERCENT | Include the configured trading fee in position and reward-to-risk calculations. |
| Runtime and decision services | ENV, INTERVAL, MAKE_ORDERS, CLOSE_OPPOSITE_POSITIONS, BACKTEST_PRICE_MODE, AI_ENABLED, AI_MODE, MIN_AI_QUALITY, ML_ENABLED, ML_THRESHOLD | Select the runtime mode and candle interval, control order placement, and enable optional AI or ML decisions. |
| Shared indicators and levels | MA_FAST, MA_MEDIUM, MA_SLOW, OBV_SMA, ATR, ATR_PCT_SHORT, ATR_PCT_LONG, BB, BB_STD, MACD_FAST, MACD_SLOW, MACD_SIGNAL, LEVEL_LOOKBACK, LEVEL_DELAY | Set the periods used to build shared market context, local levels, and signal filters. |
| Rotation signal | RR_MIN_ALPHA_24H, RR_MIN_RATIO_RETURN_24H, RR_REQUIRE_ALPHA_AND_RATIO_RETURN, RR_MIN_RELATIVE_STRENGTH_1H, RR_MIN_RELATIVE_STRENGTH_1H_LONG, RR_MIN_RELATIVE_STRENGTH_1H_SHORT | Set the alpha, ratio-return, and directional relative-strength thresholds and whether both daily conditions must pass. |
| Participation and alignment | RR_MIN_VOLUME_REL20, RR_MAX_VOLUME_REL20, RR_MAX_VOLUME_REL20_LONG, RR_MAX_VOLUME_REL20_SHORT, RR_REQUIRE_RATIO_TREND, RR_REQUIRE_BTC_ALT_REGIME_ALIGNMENT | Limit relative volume and require ratio-trend or BTC and alt-market regime agreement. |
| Directional quality | RR_MIN_ADX_DI_MINUS, RR_MIN_ADX_DI_MINUS_LONG, RR_MIN_ADX_DI_MINUS_SHORT, RR_MIN_TARGET_BTC_CORRELATION, RR_MIN_TARGET_BTC_CORRELATION_LONG, RR_MIN_TARGET_BTC_CORRELATION_SHORT, RR_MAX_ATR_PCT_RANK100, RR_MAX_ATR_PCT_RANK100_LONG, RR_MAX_ATR_PCT_RANK100_SHORT | Set directional trend-strength, BTC-correlation, and volatility-rank bounds. |
| Target, stop, and exit | RR_STOP_ATR_MULT, RR_STOP_BUFFER_PCT, RR_TARGET_R_MULT, RR_TARGET_R_MULT_LONG, RR_TARGET_R_MULT_SHORT, RR_EXIT_ON_OPPOSITE_ROTATION | Set stop and directional target distances and allow an opposite rotation to exit. |
| Risk and side policy | MAX_LOSS_VALUE, LONG.*, SHORT.* | Set the loss budget and configure each direction and its minimum reward-to-risk ratio. |
BTC reference values are resolved at or before the evaluated candle. Check BTC and symbol data coverage together when diagnosing missing entries.