Hypotheses
Ringo TqSdk AR Momentum: Fixed 14-Day Long/Short Rules on LTC Hyperliquid
Translate Ringo's Apache-2.0 TqSdk momentum demonstration faithfully at the signal and decision level. Source defaults are SYMBOL='SHFE.au2012', N=15, daily candle duration=86400 seconds, and target positions of…
Hypothesis
Translate Ringo's Apache-2.0 TqSdk momentum demonstration faithfully at the signal and decision level. Source defaults are SYMBOL='SHFE.au2012', N=15, daily candle duration=86400 seconds, and target positions of +100/-100 contracts. The 15-row source buffer includes the developing candle, so AR uses exactly 14 completed daily candles. Platform adaptations are explicitly limited to replacing the expired gold contract with LTCUSD.HYPERLIQUID, using UTC crypto daily boundaries, capital-relative sizing, and platform execution with real fees. This is a crypto adaptation, not a reproduction of historical gold performance. Preserve all threshold inequalities, price-change event gating, and flat-versus-positioned branching. Do not introduce indicators, filters, price stops, profit targets, trailing stops, or holding limits.
Analysis
momentum
Backtest and paper results are hypothetical. Trading involves risk of loss.