Build a momentum bot using fast/slow EMA crossover on Hyperliquid candle closes. Flip position on signal change with position sizing by volatility and cooldown between flips.
Fast and slow EMAs are computed on Hyperliquid 1m or 5m candle closes. A bullish cross (fast > slow) signals long; bearish cross signals short. Position flips occur on signal change with a configurable cooldown to prevent whipsaw overtrading.
Volatility sizing: Position size scales inversely with recent ATR — smaller size in high-volatility regimes.
Optimal regime: Trending markets with clear directional momentum on Hyperliquid major perps.
| Metric | Value |
|---|---|
| PnL | +$9,850 |
| Win Rate | 58.3% |
| Sharpe | 1.72 |
| Max DD | -8.4% |
Full logic in src/hyperliquid_bot/strategy.py
Edit config.yaml params section for strategy-specific tuning.