Trend Strategy Framework

Source

Python

'''backtest
start: 2024-11-26 00:00:00
end: 2024-12-03 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
'''

import json, talib
import numpy as np

class TrendStrategy:

Strategy parameters

Basic Settings

Trading Pair (Coin-margined use USD suffix, USDT-margined use USDT suffix)

Program Run Cycle (ms)

Quarterly Contract, Default USDT Perpetual Contract

Only Trend Judgment, No Orders

Push Messages

Trend Judgment

Execute Strategy Core According to K-line Cycle

K-line Period (min)

K-line Period (min) (Optional)

EMA Length

EMA Effective Coefficient

Use Standard Deviation

Use K-line Middle Value to Calculate Standard Deviation, Otherwise Use K-line Close Price

Standard Deviation Length

Standard Deviation Deviations

Order Settings

Leverage Multiplier

Order Quantity/Contracts

Determine Order Quantity Based on Order Margin

Order Margin Percentage (Calculated from Initial Capital) %

Take Profit/Stop Loss

Use Stop Loss

Stop Loss Percentage %

Use Take Profit

Take Profit Percentage %

Use Trailing Take Profit

Use Position Retracement Percentage for Take Profit, Otherwise Use Price Retracement Percentage for Take Profit

Trailing Take Profit Price Trigger Percentage %

Callback Percentage %

Commands

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