Time-Based Long-Short Rotation with Fixed Holding Periods

Summary

This strategy limits activity to the final 500 chart bars and uses internal position-state variables to alternate trade direction. With swing mode enabled, it opens a long or short position when flat, then switches to the opposite side after two bars in the position. In the default non-swing mode, it can alternate long and short trades when both directions are enabled, or repeatedly take only the enabled side. Positions close after three bars, followed by a pause before another entry. The inputs allow long trades, short trades, and swing mode to be toggled.

The source and published configuration show a four-hour BTC/USDT futures setup over a stated date range, but give no performance statistics. Trade direction is driven by the last action and elapsed bars rather than by a price, trend, or market-state signal, so the description's suggestion that direction adapts to market conditions is not substantiated by the code. Fixed holding periods can incur frequent trading costs and leave exposure unmanaged during sharp moves; the implementation includes no explicit stop-loss, take-profit, or position-sizing rule. The stated risks also include trading against the prevailing trend and false signals in ranging conditions.

Key ideas

• The strategy restricts trading to the last 500 bars of the chart.
• Swing mode reverses direction after two bars, while ordinary mode closes positions after three bars.
• When both directions are enabled, trade direction alternates based on the last action rather than a market signal.
• The published setup contains no performance statistics, so it does not demonstrate profitability.
• Fixed holding times and absent stop-loss rules leave transaction costs and adverse moves as key risks.

Tags

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