PAPER TRADING ONLY: no real money, nothing is signed or sent. Separate from the wall paper trader.
Rule (since 08:21 UK 29 Sep): price touches the upper band → close any short, open a long, and hold it while the upper band keeps rising (even if the price drops back inside). Close when the upper band stops rising, or flip to a short if the price touches the lower band. Mirror for shorts. Bands: 20-period average ± 2 standard deviations on 15-minute SOL candles (like his TradingView layout).
SOL price (Pacifica mid)
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Bands now (lower / middle / upper)
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Open position
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Band direction (last completed candle)
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Closed trades P&L (after fees)
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Show:
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Recent closed trades
Closed (UK)
Side
Entry
Exit
Why
Held
Gross
Fees
Net
How it works
Chart: 15-minute SOL candles (OKX SOL perp) with the Bollinger Bands (blue). The last candle is still forming: its band uses the live price, like TradingView. ▲ green = long opened, ▼ red = short opened, ● = a trade closed (colour = won or lost).
Live price: the Pacifica SOL mid, the same feed as the /liq page, checked every second against the bands. OKX and Pacifica prices usually differ by a few cents.
Safety: $70 position at 7x ($10 margin); 3% stop-loss on every trade; at most one band action per 15-minute candle, so it can't flip back and forth; daily loss limit $25 (stops new trades until the next UK day); halts if the price is older than 30 s; any KILL file blocks new trades.
Fees modelled: 0.14% round trip on longs, 0.24% on shorts, plus the small hourly borrow fee.
Band direction: measured only on completed 15-minute candles, so it doesn't flicker: when a candle closes, its upper band is compared with the previous candle's. A long is closed at the start of the next candle if the upper band did not go up (flat or down). A short is closed if the lower band did not go down. The check starts when the entry candle closes.
After a band-direction close or a stop-loss it stays flat until the price next touches a band.
Backtest (29 Sep, 180 days of OKX 15-minute candles): these rules lost money after fees (see backtest_bb_report.md). This is paper only.