Hypotheses
FMZ SuperTrend 45/3: BTC OKX 15m Long-Short Source Port
Port of 发明者量化-小小梦’s JavaScript版本SuperTrend策略: trade completed-bar SuperTrend direction changes using the article’s trading defaults, ATR period 45 and multiplier 3, on 15-minute bars. The demonstration’s 10/3 settings…
Hypothesis
Port of 发明者量化-小小梦’s JavaScript版本SuperTrend策略: trade completed-bar SuperTrend direction changes using the article’s trading defaults, ATR period 45 and multiplier 3, on 15-minute bars. The demonstration’s 10/3 settings are not the trading defaults. Preserve the source’s indicator recursion and close-before-reopen behavior. Adapt the historical OKEX BTC quarterly contract to BTCUSDT.OKX, the platform-supported linear perpetual on the same venue; this tests the signal mechanism, not quarterly-contract economics. Replace repeatedly submitted two-tick marketable limits with taker market orders at the signal bar’s close, an execution approximation that does not reproduce FMZ polling or partial fills. Replace one-contract sizing with equity-relative sizing. No extra trend filter, profit target, intrabar stop or time exit is introduced. Source performance claims remain unverified.
Analysis
JavaScript版本SuperTrend策略
Backtest and paper results are hypothetical. Trading involves risk of loss.