Skip to content
All hypotheses

Hypotheses

Howtrader KingKeltnerStrategy: Frozen 5-Minute Long/Short Translation on LTCUSDT.OKX

Concrete trading idea: faithful translation of KingKeltnerStrategy by 用Python的交易员, MIT licensed, at commit fcad8e2d86825506b9d33441ab78be853c2c3bdd. Source:…

Hypothesis

Concrete trading idea: faithful translation of KingKeltnerStrategy by 用Python的交易员, MIT licensed, at commit fcad8e2d86825506b9d33441ab78be853c2c3bdd. Source: https://github.com/51bitquant/howtrader/blob/fcad8e2d86825506b9d33441ab78be853c2c3bdd/examples/strategies/king_keltner_strategy.py. Preserve source defaults kk_length=11, kk_dev=1.6, trailing_percent=0.8 and fixed_size=1. Source ticks generate minute bars; minute bars aggregate into calendar-aligned five-minute bars. Initialization requests 10 days of historical bars and trading waits until the default ArrayManager is initialized. Resolve the pinned ArrayManager implementation before coding: its exact initialization length and keltner calculation are dependencies, not specified in the supplied strategy. This is a fixed-rule reproduction experiment, with no claim of verified profitability. The platform adaptation replaces one source quantity unit with one capital-relative allocation unit; every signal and exit rule remains unchanged.

Analysis

KingKeltnerStrategy

Backtest and paper results are hypothetical. Trading involves risk of loss.