18.3
Crypto Sentiment Bayes
PYTHON PLUGIN
Crypto
Machine Learning
Description
Strategy 18.3: Sentiment proxy via volume-weighted momentum + RSI reversal
Strategy Logic
Strategy 18.3: Naive Bayes Sentiment Classification for BTC (proxy).
The original strategy applies Naive Bayes to Twitter sentiment for crypto.
Since live tweet data is unavailable, this implements a momentum +
mean-reversion hybrid proxy:
- Volume-weighted momentum as a proxy for aggregate sentiment flow
- Short-term RSI for mean-reversion oversold/overbought signals
- OBV trend for smart-money flow detection
Signal: BUY when multiple indicators align bullishly, SELL when bearish.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| momentum_period | 14 | int |
| rsi_period | 7 | int |
| obv_sma_period | 20 | int |
| volume_ma_period | 20 | int |
| rsi_buy_threshold | 35 | int |
| rsi_sell_threshold | 65 | int |
| vote_threshold | 2 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 10.0% |
| Stop Loss Pct | 7.0% |
| Take Profit Pct | 12.0% |
| Max Drawdown Pct | 18.0% |