Strategies

Logic and default parameters. Edit config/strategies.json to change defaults; the backtest form can override them per run.

EMA Pullback

enabled

Trend-following long entries on pullbacks toward the fast EMA inside a higher-timeframe uptrend.

Timeframes

4H regime → 1H setup → 15M entry

Rules

Regime (4H): EMA fast > EMA slow AND close > EMA slow
Setup (1H): lowest low of the last `pullback_lookback` bars touched EMA fast (± tolerance), close > EMA slow
Setup (1H): RSI within [rsi_min, rsi_max]
Setup (1H): relative volume >= volume_recovery_ratio
Entry (15M): close breaks the highest high of the previous `breakout_lookback` bars
SL/TP: entry ∓ 1H ATR × stop_loss_atr / take_profit_atr

Parameters

regime_timeframe4h

setup_timeframe1h

entry_timeframe15m

ema_fast20

ema_slow50

rsi_period14

rsi_min40

rsi_max55

pullback_lookback3

pullback_tolerance0.005

volume_sma_period20

volume_recovery_ratio1.0

breakout_lookback1

atr_period14

stop_loss_atr1.5

take_profit_atr3.0

cooldown_bars4

max_holding_bars0

Backtest this strategy

Donchian Breakout

enabled

Momentum breakout of the prior N-bar high, confirmed by volume and expanding volatility.

Timeframes

4H regime → 1H entry

Rules

Regime (4H): EMA fast > EMA slow
Entry (1H): close > highest high of the previous `donchian_period` bars
Entry (1H): relative volume > volume_multiplier
Entry (1H): ATR > SMA(ATR, atr_expansion_period) (ATR expanding)
Exit signal (1H): close < lowest low of the previous `exit_period` bars (0 = disabled)
SL/TP: entry ∓ 1H ATR × stop_loss_atr / take_profit_atr

Parameters

regime_timeframe4h

entry_timeframe1h

ema_fast20

ema_slow50

donchian_period20

volume_sma_period20

volume_multiplier1.5

atr_period14

atr_expansion_period20

stop_loss_atr2.0

take_profit_atr4.0

exit_period10

cooldown_bars0

max_holding_bars0

Backtest this strategy

Mean Reversion

enabled

Buys oversold dips below the lower Bollinger Band when momentum turns up and BTC is not bearish.

Timeframes

1H entry → 4H btc

Rules

Entry (1H): close <= lower Bollinger Band within the last `signal_window` bars
Entry (1H): RSI < rsi_threshold within the last `signal_window` bars
Entry (1H): Stoch RSI %K crosses above %D from below stoch_oversold
BTC regime (4H): not bearish (bearish = EMA fast < EMA slow AND close < EMA slow)
Exit signal (1H): close >= Bollinger middle band (if exit_at_middle_band)
SL/TP: entry ∓ 1H ATR × stop_loss_atr / take_profit_atr; optional max_holding_bars

Parameters

entry_timeframe1h

btc_regime_symbolBTCUSDT

btc_regime_timeframe4h

btc_ema_fast20

btc_ema_slow50

bb_period20

bb_std2.0

rsi_period14

rsi_threshold35

stoch_rsi_period14

stoch_k3

stoch_d3

stoch_oversold30

signal_window3

atr_period14

stop_loss_atr1.5

take_profit_atr2.5

exit_at_middle_bandTrue

cooldown_bars3

max_holding_bars48

Backtest this strategy

All strategies are long-only spot strategies. SL/TP are ATR-based; when a candle touches both, the default conservative model assumes the stop was hit first.