Calendar-Based Crypto Trading Around Lunar Month Days
Summary
This strategy maps Gregorian timestamps to lunar calendar dates using year-specific lunar new year dates and month lengths. It enters a long position on lunar day five when flat and closes the position on lunar day twenty-six when holding. Position quantity is calculated using the strategy's full equity, rounded down to whole units. The script also specifies fee and slippage assumptions and adjusts its displayed buy price for them.
The included lunar calendar data and rules cover 2020 through 2026, and the strategy name indicates an ETHUSDT application. The supplied text does not include a backtest report or outcome statistics, so it offers no evidence that these calendar dates provide an edge. The approach depends on the accuracy of the hard-coded calendar and its timezone conversion, and its full-equity sizing can concentrate exposure. The source excerpt is incomplete, leaving some display logic and any further handling beyond the shown entry and exit rules unavailable for assessment.
Key ideas
- The script converts dates to lunar month and day using year-specific calendar data.
- It opens a long position on lunar day five when there is no open position.
- It closes the long position on lunar day twenty-six.
- Quantity uses the full available equity, rounded down, and the script specifies fee and slippage assumptions.
- No backtest results are included, and the calendar data shown spans 2020 through 2026.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.