Hypotheses
BTC 4H Failed-Breakdown Reclaim Long (Multi-Bar Structural Stop-Hunt Pattern)
A long-only, single-instrument strategy on BTCUSDT.BINANCE 4H bars implementing a MULTI-BAR STRUCTURAL pattern — the analyst's explicit recommendation from the ADAHammerReclaimAbsorptionLong abandon feedback…
Strategies
Hypothesis
A long-only, single-instrument strategy on BTCUSDT.BINANCE 4H bars implementing a MULTI-BAR STRUCTURAL pattern — the analyst's explicit recommendation from the ADAHammerReclaimAbsorptionLong abandon feedback ('MULTI-BAR PATTERN ENSEMBLES — at least adds confirmation that single-bar shapes lack'). The mechanism: identify the 10-bar Donchian low (excluding the current bar) as a structural reference level; detect a BREAKDOWN event when any of the last 2 bars made a new low BELOW that reference; detect a RECLAIM……Show moreShow less
A long-only, single-instrument strategy on BTCUSDT.BINANCE 4H bars implementing a MULTI-BAR STRUCTURAL pattern — the analyst's explicit recommendation from the ADAHammerReclaimAbsorptionLong abandon feedback ('MULTI-BAR PATTERN ENSEMBLES — at least adds confirmation that single-bar shapes lack'). The mechanism: identify the 10-bar Donchian low (excluding the current bar) as a structural reference level; detect a BREAKDOWN event when any of the last 2 bars made a new low BELOW that reference; detect a RECLAIM event when the current bar CLOSES BACK ABOVE the reference level AND closes bullishly (close > open). The combination (breakdown + reclaim within 2 bars + bullish close) signals a 'failed breakdown' / stop-hunt absorption — algorithmic flow swept liquidity at the obvious low, the sweep failed to trigger sustained selling, and buyers absorbed and reclaimed the level. Critically distinct from the failed ADAHammerReclaimAbsorptionLong (PF 0.45 abandon) because: (a) requires an ACTUAL structural breakdown of a historical price level, not just a single-bar lower wick (a wick may not be a real breakdown if it doesn't violate the 10-bar reference); (b) the reclaim is tied to a specific REFERENCE PRICE LEVEL (the prior 10-bar low), not just bar-body geometry; (c) MULTI-BAR pattern (breakdown bar at t-1 or t-2, reclaim bar at t) vs single-bar geometry; (d) applied to BTCUSDT (institutional liquidity, less retail noise than ADA). Trend-filtered (close > sma_100) to prevent fading actual downtrends per the Keltner-failure lesson. Long-only because (i) the absorption thesis works most reliably in confirmed uptrends, (ii) short-only directional on crypto majors has been empirically refuted. Single-instrument on confirmed-working BTC 4H bars (BtcFourHourVolumeBreakoutLong validates this bar type).
Backtest and paper results are hypothetical. Trading involves risk of loss.