Moving-Average Cross Signals with Loss-Based Position Increases

Summary

The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those conditions. It proposes market orders after a completed candle and monitoring multiple trading pairs. The author also describes increasing the next position by 30% after each losing trade, resetting to the starting amount after a win.

The post asks how to express this logic in a platform-specific language and whether account balance can substitute for unavailable closed-trade profit data. It does not provide a working implementation or resolve that platform capability question. The pasted expressions also appear to have syntax issues, and the strategy offers no backtest, execution analysis, or risk limits. Repeatedly increasing size after losses can compound exposure, while account balance changes may reflect deposits, fees, funding, or unrealized P&L rather than the outcome of a particular trade.

Key ideas

• The proposed entries use moving-average crosses plus slope and trend-alignment filters.
• The strategy is intended to trade both long and short positions across multiple crypto pairs on one-minute bars.
• Position size is proposed to rise by 30% after each loss and reset after a win.
• The post asks whether account balances can stand in for closed-trade profit records but does not answer the question.
• No tested implementation or performance evidence is provided.

Tags

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