Long-Only Bitcoin Scoring Strategy with Regime Filters and Runner Exits

Summary

This Bitcoin strategy combines normalized trend, momentum, mean-reversion, volume, and price-slope features into a weighted score. A long position opens when the scaled score exceeds a threshold while the fast EMA is above the slow EMA and price remains above the slow EMA. The position is sized from current equity and a leverage input, with entries restricted to confirmed bars and no pyramiding.

Risk and exit logic includes an ATR-based stop combined with a hard percentage stop, a profit target, and a base exit when the score weakens or price falls below the fast EMA. After a specified profit trigger, runner mode changes the stop and can exit on a bearish higher-timeframe EMA condition. The source is truncated during visualization code, and the document provides no backtest period, market settings, or performance results. The numerous thresholds and feature choices are configurable, so their effectiveness and execution behavior require independent evaluation.

Key ideas

• The entry score blends normalized trend, momentum, mean-reversion, volume, and slope inputs.
• Long entries also require a bullish fast-versus-slow EMA regime.
• Position quantity is calculated from equity, leverage, and price.
• Stops and exits combine ATR, a hard loss limit, a target, score conditions, and higher-timeframe runner logic.

Tags

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