Hypotheses

limin TqSdk Turtle: Faithful 20/10-Day Breakout and Frozen-N Pyramiding on LTC Hyperliquid

Hypothesis

Translate limin's Apache-2.0 TqSdk Turtle demonstration at the supplied commit, preserving its actual rules rather than substituting textbook Turtle rules. Replace the original expired SHFE.au2006 gold contract with LTCUSD.HYPERLIQUID, a linear perpetual permitting both directions. Defaults are donchian_channel_open_position=20, donchian_channel_stop_profit=10, atr_day_length=20 and max_risk_ratio=0.5. Maintain a 100-slot daily candle buffer, including the developing current candle. Execution responds to changed last-trade prices, not daily closes. Start with target position=0 and last_price=NaN. Run parameter recalculation initially and subsequently only when a new daily candle starts WHILE FLAT. While invested, N and unit remain frozen, but the rolling 10-completed-day exit channel continues changing. Historical trade ticks are required to reconstruct the developing candle and execution sequence; daily OHLCV alone cannot faithfully reproduce this example. Missing adequate tick history makes the faithful experiment infeasible, rather than authorizing a close-only substitute.

Analysis

Turtle

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

Strategies

Hypothesis

Analysis