Time-Stepped Long Pyramiding with Individual Profit and Stop Levels

Summary

This strategy opens long positions at scheduled times within a daily trading window, adding entries step by step up to a configured maximum. Each entry receives its own take-profit and optional stop-loss, so positions can close separately. An optional end-of-window rule closes any entries that remain open. Position sizes are derived by dividing equity across the configured maximum number of entries.

The document describes the method and its configurable parameters, and publishes a BTC/USDT futures backtest setup. It does not report performance results, so it provides no evidence that the approach is profitable. Its stated risks include accumulating too much exposure during unusual markets and losing on positions that hit their stops before reaching profit targets. The described implementation is long-only; the suggested additions include entry filters and a cap on total daily exposure.

Key ideas

• The strategy adds long positions at scheduled times during a configured daily window.
• Each entry has separate take-profit and optional stop-loss levels.
• An optional rule closes remaining positions when the time window ends.
• Dividing equity across the maximum entry count sets the nominal size of each position.
• The document supplies backtest settings but no performance results.

Tags

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