ETH Trend Strategy with EMA, Standard Deviation, and Configurable Exits

Summary

This document describes an older crypto trend strategy, originally aimed at ETH perpetual or quarterly futures. It evaluates signals on a configurable candle interval using an EMA and a standard deviation calculated from candle midpoints or closes. The parameters expose the EMA length and coefficient, deviation window and multiplier, and whether the system only reports trends or also places orders. The source code is truncated, so the complete entry and exit rules cannot be reconstructed from the material shown.

The implementation also includes position sizing based on fixed order quantity or a share of initial assets, leverage and contract settings, and optional stop loss, take profit, and trailing take profit controls. It tracks account and trade statistics and can save local state. The author says earlier ETH backtests looked clear but later market conditions no longer suited the strategy, and advises caution in live use. No backtest period, performance figures, or comparative evidence are provided here, so the claimed historical effect cannot be assessed.

Key ideas

• The strategy uses an EMA and standard deviation to inform crypto trend decisions on a configurable candle interval.
• The deviation calculation can use candle midpoints or closing prices.
• Order size can be fixed or based on a percentage of initial account assets, with leverage also configurable.
• Stop loss, fixed take profit, and trailing take profit options are available but disabled by default.
• The author reports that market conditions later stopped suiting the strategy and recommends caution with live trading.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.