Hypotheses
BCH Bybit vn.py MultiTimeframeStrategy — Frozen 5-Minute RSI / 15-Minute SMA Port
Faithful signal and order-rule translation of MultiTimeframeStrategy by 用Python的交易员, MIT licensed, at commit 6ef76981624bf55b2ea978f8587f74d633aafc72. Trade BCHUSDT.BYBIT long and short using completed 1-minute bars…
Hypothesis
Faithful signal and order-rule translation of MultiTimeframeStrategy by 用Python的交易员, MIT licensed, at commit 6ef76981624bf55b2ea978f8587f74d633aafc72. Trade BCHUSDT.BYBIT long and short using completed 1-minute bars aggregated into calendar-aligned 5-minute and 15-minute bars. Source defaults remain rsi_signal=20, rsi_window=14, fast_window=5, slow_window=20, fixed_size=1. Initialize rsi_value, rsi_long, rsi_short, fast_ma, slow_ma and ma_trend to zero, then set rsi_long=70 and rsi_short=30 during initialization. Preserve two independent rolling ArrayManager-equivalent buffers of 100 bars and the source request for 10 days of historical initialization. The only platform sizing adaptation is that fixed_size=1 denotes one capital-relative allocation unit rather than one exchange contract. No performance claim is verified.
Analysis
MultiTimeframeStrategy
Backtest and paper results are hypothetical. Trading involves risk of loss.