Hypotheses
Chaos Aroon(10) Daily Opening-Event Long–Short — DOT Binance Perpetual
Faithful signal translation of Chaos's Apache-2.0 TqSdk Aroon example, with explicitly adapted platform instrument and sizing. Source defaults are SYMBOL=SHFE.au2306, POSITION_SIZE=30 contracts, START_DATE=2023-02-20,…
Hypothesis
Faithful signal translation of Chaos's Apache-2.0 TqSdk Aroon example, with explicitly adapted platform instrument and sizing. Source defaults are SYMBOL=SHFE.au2306, POSITION_SIZE=30 contracts, START_DATE=2023-02-20, END_DATE=2023-05-05, daily bars (86400 seconds), AROON_PERIOD=10, AROON_UPPER_THRESHOLD=75, AROON_LOWER_THRESHOLD=25 and STOP_LOSS_PCT=1.2. The platform experiment trades DOTUSDT.BINANCE using the same indicator, decision ordering and defaults, with capital-relative sizing instead of 30 gold contracts. This tests a crypto port, not reproduction of the gold-contract performance. Crucially, the source evaluates when the newest daily bar's datetime changes: at creation of the forming bar, not its eventual close. Build that opening snapshot causally from trade ticks and completed daily history. Do not substitute completed-day Aroon signals. [TqSdk documents this event timing](https://doc.shinnytech.com/tqsdk/latest/usage/backtest.html).
Analysis
Aroon
Backtest and paper results are hypothetical. Trading involves risk of loss.