Scanning Perpetual Crypto Contracts with KDJ, EMA, and Volume Filters
Summary
This trading bot scans USDT perpetual contracts and builds candidate lists from hourly candles. One screen requires a bullish candle, volume above the previous candle, a positive KDJ crossover, and a positive crossover of the seven- and twenty-five-period exponential averages. Other candidate rules are included for large volume or consecutive bullish candles. For listed symbols, the bot opens long positions when KDJ and EMA cross conditions recur, using leverage and a margin-based order amount. It places a limit sell above the entry and may add to losing positions under additional margin and loss conditions.
The document provides code and a short BTC futures backtest configuration, but no results or analysis showing whether the scan predicts gains. Some rules appear inconsistent: one volume condition compares the current candle's volume with itself, making that comparison impossible to satisfy, and the code mainly implements long trades despite a short-selling command branch. The approach also includes averaging down and leverage, which can increase losses. The material is best read as an experimental bot implementation, not evidence of a validated selection or risk-control method.
Key ideas
- The scanner evaluates hourly USDT perpetual markets using KDJ, EMA crossover, candle direction, and volume conditions.
- One candidate filter requires bullish candles, rising volume, and positive KDJ and EMA crossovers.
- The execution loop opens long positions and may add to losing trades under specified margin conditions.
- A volume rule compares a candle's volume with itself, so it cannot pass as written.
- The document gives no performance evidence, and leverage plus averaging down can magnify losses.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.