Ghost Trend-Following Strategy with Reversal and Partial-Reduction Controls

Summary

This document describes a multi-symbol perpetual-futures strategy whose trading logic is delegated to external services. Its main loop polls for stop commands, applies strategy interactions and symbol selection, checks entry signals, processes reduction signals, updates status, and waits between cycles. The configuration exposes leverage, order value, node count, reversal-signal handling, and a percentage-based profit reduction with a reduction size. It also includes commands for closing positions and transferring USDT between spot and futures accounts.

The visible source initializes two exchanges for swap contracts, sets leverage, stores parameters, and records an initial margin balance. It does not reveal how the trend signal, symbol selection, or reduction rules are calculated, so the strategy cannot be independently assessed from this excerpt. No backtest settings or performance evidence are provided. The configured symbol list is broad, while the stated polling interval and leverage settings are operational parameters rather than evidence of risk-adjusted returns. Researchers would need the external service definitions and fuller historical testing to evaluate the method.

Key ideas

• The strategy delegates signal generation, symbol selection, and profit reductions to external services not included in the excerpt.
• Its main loop repeatedly checks commands, entry and reduction signals, and status updates.
• Configuration includes leverage, order value, node count, reversal-signal handling, and partial position reduction settings.
• The visible initialization sets two exchanges to perpetual swaps and stores strategy parameters.
• The excerpt provides neither the underlying signal rules nor backtest evidence, limiting independent evaluation.

Tags

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