Squeeze-VWAP Bot

Статус: ✅ Production (Live on Bybit, 2 Apr 2026) PM2: squeeze-vwap-bot Путь: /home/app/trading-bot/squeeze-vwap-bot/ Телеграм: @BybitTraderBot (shared token with bybit-bot) Биржа: Bybit Futures (MAINNET), pybit v5 TMM: key #276474 (bybit-tiger), tag "SqzVWAP" Скилл: /home/app/skills/squeeze-vwap-bot/SKILL.md

Концепция

Торговый бот на LazyBear-inspired индикаторах:

• Squeeze Momentum — ловит момент сжатия волатильности перед взрывом
• Z-Distance from VWAP — mean reversion от fair value (volume-weighted)
• Waddah Attar Explosion — фильтр силы тренда
• ADX — режим-детектор (ranging vs trending)

Стратегия (v2 tuned, 3 Apr 2026)

ENTRY (score >= 3/4):
1. Z-VWAP |Z| > 1.8 → direction (long if Z < -1.8, short if Z > +1.8)
2. Squeeze released (BB вышли из KC) [+1]
3. Squeeze histogram confirms direction [+1 / -1 if diverges]
4. Waddah Attar — NEUTRAL (logged, 0 score). Strong trend hurts MR.
5. ADX < 25 (ranging market, mean reversion friendly) [+1]

Score range: -1 to 4. Entry at >= 3.

EXIT:
- TP: dynamic — Z-VWAP returns to |Z| < 0.5 (fair value)
- SL: 2.5% fixed (was 1.5% — noise kept hitting)
- Time stop: 30 min (was 15 — killed potential winners)
- BE: SL → entry at +1.0% (was 0.7% — false BE triggers)
- Max TP: 5% cap (was 3% — keeps R:R ~2:1 with wider SL)

RISK:
- $5/trade, 10x leverage, max 3 positions
- Deposit: $100 USDT (~$95 after 39 trades)
- 30 min cooldown after SL (was 10 — re-entered same bad setup)

Stack

• Python 3, async/await
• pybit v5 (Bybit Unified Trading API)
• python-telegram-bot v20+
• numpy (indicators)
• PM2 (process manager)
• TMM (TraderMakeMoney journal, auto-tagging)

Файлы

src/
├── config.py        — настройки (Bybit keys, strategy, risk) ✅
├── indicators.py    — Squeeze, Z-VWAP, Waddah, ADX, combo_signal ✅
├── exchange.py      — Bybit API wrapper (pybit v5, Binance-compatible interface) ✅
├── screener.py      — 3-фазный сканер ✅
├── manager.py       — position lifecycle + TMM hook ✅
├── tmm_client.py    — TraderMakeMoney auto-tagging ✅
├── bot.py           — Telegram commands (/pos /pnl /wl /bal /status /scan /tmm) ✅
└── main.py          — async loop (scan 5min + check 5sec + TMM retry) ✅
ecosystem.config.js  — PM2 config (Bybit + TMM + Telegram env vars) ✅
requirements.txt     — pybit>=5.6.0, python-telegram-bot>=20.0, numpy ✅
data/
├── positions.json
├── trade_log.json
├── watchlist.json
└── cooldowns.json

Progress

• Step 1: Config + 4 индикатора + тесты на реальных данных
• Step 2: Screener — 3-фазный (vol→ATR→combo)
• Step 3: Exchange — Bybit pybit v5 adapter (Binance-compatible interface)
• Step 4: Manager + Bot + Main + TMM + ecosystem.config.js
• Step 5: Launch! Live on Bybit, TMM connected, Telegram working

Отличия от WT Bot v3

	WT Bot v3	Squeeze-VWAP
Exchange	Binance	Bybit
Entry	WaveTrend cross + EMA200	Squeeze release + Z-VWAP + Waddah
Exit	Fixed 3% TP	Dynamic (Z returns to fair value)
SL	2%	1.5% (tighter, momentum)
Max pos	5	3 (selective)
Regime	None	ADX filter (skip trending)
Journal	TMM Binance #276317	TMM Bybit #276474

Заметки

• 2 Apr 2026: Steps 1-5 DONE. LIVE на Bybit. exchange.py → pybit v5. TMM #276474 tag "SqzVWAP".
• 2 Apr 2026: Баги пофикшены: float('') crash в get_open_orders (SL protection lost → -9.8% STOUSDT), maxLeverage cap, order re-place spam throttled 60s.
• 3 Apr 2026: TMM tagging fix: 3 бага — cache poisoning (повторный символ → тег на старую сделку), 5min окно → 10min, retry 5×15s → 10×20s. 7 сделок затегано ретроактивно.
• 3 Apr 2026: v2 tuning (data-driven, 39 trades):
  • Z threshold 1.5→1.8 (zone 1.5-1.7: WR 26%, -$6.15 — pure noise)
  • SL 1.5→2.5%, TP cap 3→5%, time stop 15→30min, BE 0.7→1.0%, cooldown 10→30min
  • Waddah STRONG: +1→0 (WR 27% — не помогает MR)
  • Waddah DEAD: -1→0, Waddah DIVERGES: -1→0 (WR 86% — хорош для MR)
  • Histogram diverges: 0→-1 (WR 20% — реальный красный флаг)
  • Score range: 0-5 → -1 to 4. Entry still ≥ 3.
  • Key insight: Waddah STRONG = enemy of mean reversion, DIVERGES = friend