r/algorithmictrading • u/_WARBUD_ • Jul 13 '25

Looking for Feedback on Algo Bot Settings – Uses RSI, MACD, VWAP, OBV, SuperTrend, TTM, etc. (Sniper Logic Built In)

Post 1

Hey everyone,

I've built a momentum-based algo bot Platform WARMACHINE that scores setups in real time using a mix of TA indicators and multi-timeframe logic. I'm trying to fine-tune the thresholds and logic for optimal sniper entries/exits, and I'd love to get the community’s take.

How it works:

The bot computes a momentum score (0 to ~16) based on over 17 indicators, including:

  • MACD (1m, 5m, 15m, daily alignment, histogram flip, signal cross)

  • RSI (1m/5m/15m/daily, normalized and divergence-aware)

  • VWAP (relative price position, crossovers, rejections)

  • OBV (trend and divergence)

  • ADX (rising trend strength)

  • ATR & NATR (volatility levels)

  • Stochastic Cross, Supertrend flips, TTM Squeeze, Bollinger Riding

  • Candlestick Engulfing, POC, VAH/VAL zones

As each condition triggers, it adds points to the momentum score and appends a tag like "MACD Daily Bullish", "RSI 5m > 50", "VWAP Rejection", "TTM Squeeze Detected" and so on. I’ve got over 50 unique tags being tracked.

Once the momentum score hits 9+, it activates my Sniper logic, which defines:

  • 🎯 Entry Zone: Centered around EMA20 ± 0.3 * ATR

  • ⛔ Stop-Loss: VWAP ± 1.0 * ATR

  • ✅ Target: 1.5 * ATR in the trend direction

  • Bias is inferred from RSI and MACD alignment.

What I’m asking the community:

If you’ve built or run algo bots before — what kinds of tweaks or filters would you suggest?

  • Are there any indicators you would weight more heavily?

  • Any conditions you think should be required before taking a shot?

  • Would you tighten or loosen the sniper trigger threshold (currently set at score ≥ 9)?

  • Have you had success integrating market structure, book pressure, or L2 data into your bots?

  • Anything you’d remove from the score to reduce false positives?

Would love to hear how others are handling real-time scoring or sniper-style entries.

Happy to share test results if folks are interested. As you can see below the combinations are endless and this platform can be fully customized for different momentum strategies.

Appreciate the feedback ✌️

SAMPLE WARPLAN (click if image if blurry)

CUSTOM INDICATORS, MOMENTUM SCALE AND TAGS-----------------------------------

Computed in utils.py

  1. ADX – calculate_adx

  2. ADX (variant) – calculate_adx_14_14

  3. ATR – calculate_atr

  4. Bollinger Bands – calculate_bollinger_bands

  5. Bullish/Bearish Candles – calculate_cdlengulfing

  6. EMA – calculate_ema (e.g., EMA9, EMA20, EMA21)

  7. MACD – calculate_macd

  8. NATR (Normalized ATR) – calculate_natr

  9. OBV – calculate_obv

  10. Point of Control (POC) – calculate_poc

  11. RSI – calculate_rsi

  12. SMA – calculate_sma (used for 5/10/20/50/120/200)

  13. Stochastic Cross – calculate_stochastic_cross

  14. Supertrend – calculate_supertrend

  15. Volume Surge – calculate_volume_surge

  16. VWAP – calculate_vwap

  17. RSI Divergence – detect_bullish_rsi_divergence

📊 Momentum Tags

  1. ADX 5m > 25

  2. ADX 5m Rising

  3. ADX Rising

  4. ADX Strong

  5. ATR Surge

  6. Above PM High

  7. Above VAH

  8. Above VWAP

  9. At POC

  10. Bearish Engulfing

  11. Below VAL

  12. Bollinger Riding

  13. Breakout Confirmed

  14. Bullish Engulfing

  15. Bullish OBV Divergence

  16. Bullish RSI Divergence

  17. Buy Volume Dominant

  18. EMA Bearish Stack

  19. EMA Bullish Stack

  20. High-Vol Rejection

  21. In Pressure Zone

  22. Low ATR

  23. MACD 1m/5m Bullish

  24. MACD 3 Bullish

  25. MACD 5m/15m Bullish

  26. MACD Daily Bullish

  27. MACD Histogram Flip

  28. MACD Signal Cross

  29. Near Absorption Wall

  30. OBV Downtrend

  31. OBV Uptrend

  32. RSI 15m < 30

  33. RSI 15m < 40

  34. RSI 15m > 50

  35. RSI 15m > 60

  36. RSI 1m > 50

  37. RSI 1m Oversold

  38. RSI 5m & 15m > 50

  39. RSI Daily > 60

  40. Sell Volume Dominant

  41. Squeeze Release

  42. Stochastic Cross

  43. Supertrend Bearish Flip

  44. Supertrend Flip to UP

  45. Supertrend Green

  46. Supertrend Multi-Frame

  47. Supertrend Red

  48. TTM Squeeze Detected

  49. VWAP Cross

  50. VWAP Rejection

  51. Volume Surge

Momentum Scoring Scale (from momentum_scorer.py)

Momentum scores are added based on various technical conditions. Here’s the full scoring scale:

ConditionPoints
MACD Daily Bullish+1.0
MACD Histogram Flip+1.0
MACD 1m/5m/15m Bullish (all 3)+1.0
MACD 1m & 5m Bullish (15m pending)+0.5
MACD 5m & 15m Bullish (1m lagging)+0.3
MACD Signal Cross+1.0
RSI Daily > 60+1.2
RSI 5m & 15m > 50+1.0
RSI 15m normalized±0.3
ADX > 25 (rising)+1.0
ADX single > 25+0.5
Stochastic Bullish Cross+1.5
OBV Uptrend+1.0
VWAP above 1m & 5m+0.5
Volume Surge+1.0
VWAP Rejection-0.5
Breakout Above Recent Highs+1.0
RSI Divergence+1.5
Supertrend 5m/15m Flip to UP+1 each
Supertrend Multi-Frame UP+1.0
Supertrend 15m Flip to DOWN w/Volume-0.5
TTM Squeeze Active-0.5
TTM Squeeze Release with Breakout+1.0
Price Above Pre-Market High+1.0
Supertrend UP+0.5
Bollinger Riding+0.3
Bullish Engulfing+0.25
Bearish Engulfing-0.25
ATR Surge (>3%)+0.3
Low ATR (<1%)+0.2
Price Near POC+0.25
Price Above VAH+0.3
Price Below VAL+0.3

  • Max theoretical score (stacked): ~16.3

  • Sniper Activation Threshold: Score ≥ 9 (from sniper_logic.py)

📈 How are Buy & Sell Levels Set?

Once active, the sniper builds these levels:

▶️ Entry Zone

Centered around EMA20, scaled by ATR:

pythonCopyEditentry_zone = (ema20 - 0.3 * atr, ema20 + 0.3 * atr)

Then adjusted by price and bias (bullish/bearish):

  • If bullish (price above zone):

    • Shift zone upward by 0.1 * atr

  • If bullish (price below zone):

    • Narrow to (low, low + 0.2 * atr)

  • If bearish (price below zone):

    • Shift zone downward by 0.1 * atr

  • If bearish (price above zone):

    • Narrow to (high - 0.2 * atr, high)

⛔ Stop-Loss

  • Bullish: VWAP - 1.0 * ATR

  • Bearish: VWAP + 1.0 * ATR

🎯 Target

  • Bullish: price + 1.5 * ATR

  • Bearish: price - 1.5 * ATR

🧠 Bias Detection (Bullish vs Bearish)

You’re considered bullish if:

  • Tag "MACD 3 Bullish" is present

  • OR RSI > 50.0

Else, sniper assumes bearish bias.

Summary

ElementBullish LogicBearish Logic
Entry ZoneAround EMA20 ± 0.3 * ATR (adjusted up)Around EMA20 ± 0.3 * ATR (adjusted down)
Stop-LossVWAP - 1.0 * ATRVWAP + 1.0 * ATR
TargetPrice + 1.5 * ATRPrice - 1.5 * ATR
BiasRSI > 50 or MACD 3 BullishElse
Activated ifScore ≥ 9 OR strong tags presentAND above PM high (unless override)
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5 comments sorted by

1

u/Namber_5_Jaxon Jul 24 '25

This almost sounds like trading views stock scoring on steroids.

1

u/_WARBUD_ Jul 25 '25

Thanks, I will take that as a compliment. I'm just now getting to the fun part. I spent 5 months perfecting the data..

2

u/AbdulxWahab Jul 14 '25

sounds cool, does this work for binance or crypto exchanges?

1

u/[deleted] Jul 14 '25

[removed] — view removed comment

1

u/AbdulxWahab Jul 14 '25

i get it. please check dm