HFTstopped

TIMEFRAME: 1-minute candles
GOAL: 30-60 trades/day, 0.5% risk each, momentum-based
 
INDICATORS TO CALCULATE EVERY TICK:
- EMA 9 and EMA 21 on 1-min close
- RSI period 5 on 1-min close
- VWAP (24h, resets 00:00 UTC)
- ATR period 10 on 1-min
- Volume ratio = current candle volume / 10-period volume SMA
 
SKIP CONDITIONS (do not trade if ANY are true):
- ATR(10) < 0.03% of current price (dead market)
- Volume ratio < 0.5 (no participation)
- Already have an open position
- Daily loss >= 2.5% of equity
- Already hit 60 trades today
- 4 consecutive losses → wait 20 minutes
 
========== LONG ENTRY (all must be true) ==========
1. EMA 9 > EMA 21
2. Price > VWAP
3. RSI(5) crosses above 50 (was below 50 last candle, now above)
4. Candle closes above EMA 9
5. Volume ratio > 0.8
→ BUY at candle close price
 
========== SHORT ENTRY (all must be true) ==========
1. EMA 9 < EMA 21
2. Price < VWAP
3. RSI(5) crosses below 50 (was above 50 last candle, now below)
4. Candle closes below EMA 9
5. Volume ratio > 0.8
→ SELL at candle close price
 
========== STOP-LOSS ==========
1.0x ATR(10) from entry price.
Cap at 0.15% max. If ATR stop > 0.15%, skip the trade.
 
========== TAKE-PROFIT ==========
TP1 = 1.0x stop distance → close 50% of position
TP2 = 1.5x stop distance → close remaining 50%
After TP1 hit, move stop to breakeven.
 
========== EMERGENCY EXIT ==========
If trade is open 3+ candles and hasn't hit TP1 → close at market.
If RSI(5) crosses back through 50 against your direction → close immediately.