Retro Version 3 – RSI + Arbitrage + Scalping
DennTech Retro Version 3 is built for traders who want faster execution and higher trade frequency. It combines the RSI signal engine with two high-activity strategies: Arbitrage and Scalping. This build is best suited to traders who are comfortable with a busier trade log and want to maximise the number of profit opportunities captured each day.
Included Strategies
RSI (Relative Strength Index)
In Version 3, RSI provides medium-frequency entry signals and also acts as a confirmation filter for Scalping entries. Scalp entries are not executed if the RSI reading indicates the asset is already at an extreme, reducing the number of trades placed against strong momentum.
Arbitrage
The Arbitrage strategy monitors price discrepancies between trading pairs and exchange-compatible price feeds in real time using WebSocket connections. When a discrepancy exceeds the configured minimum threshold — after accounting for fees and estimated slippage — the bot executes offsetting trades to capture the difference. Speed is critical; the bot reacts in milliseconds rather than waiting for REST API poll cycles.
Scalping
Scalping targets small, frequent profit from minor price fluctuations. Rather than holding positions for hours, scalping opens and closes trades within seconds to minutes, accumulating small gains that compound across dozens or hundreds of daily executions. The scalping engine uses tight stop-losses to ensure no single loss erases multiple winning trades. Trade frequency is fully configurable.
Important: Fee Awareness
Version 3 generates significantly more trades per day than Versions 1 or 2. Exchange fee rates have a much larger impact at high trade frequency. Review your exchange's maker and taker fee schedule before deploying this build, and configure the bot's minimum profit threshold to account for your specific fee tier.
Supported Exchanges
Kraken, Binance.US, and Gemini.
Who Should Choose Retro Build 3?
Build 3 targets active traders who want the highest trade frequency of the Retro series. Scalping opens and closes positions rapidly to capture small price increments. Arbitrage exploits price discrepancies across different pairs or timeframes. RSI prevents both strategies from entering at statistical extremes where slippage erodes the edge.
Typical Market Conditions Where This Build Excels
- High-liquidity sessions (US/EU overlap): Scalping depends on tight spreads; liquidity peaks during major trading windows.
- Markets with cross-pair pricing inefficiencies: Arbitrage profits from temporary divergences between correlated pairs.
- Volatile breakout moves: Scalping captures rapid price movement; RSI filters entries after the initial spike subsides.
Frequently Asked Questions
- How many trades per day does this build average?
- Scalping typically generates 5–20+ signals per day depending on pair volatility and candle interval. Arbitrage signals are opportunity-driven and vary by market.
- Does Arbitrage require multiple exchange accounts?
- No. The Arbitrage strategy in this build operates on price relationships within a single exchange — no cross-exchange transfers needed.
- What position sizing is recommended for Scalping?
- Smaller per-trade sizes (1–3% of capital) are recommended to manage drawdown across frequent entries. See the risk management guide.