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Chaos TqSdk Hull: Faithful HMA(5/30) Long-Short Rules on LTC Hyperliquid

Reproduce the executable rules of Chaos's Apache-2.0 TqSdk hull example, preserving all signal and exit defaults, including apparent mistakes and unused settings. Original market: SHFE.au2306 gold futures; original…

Hypothesis

Reproduce the executable rules of Chaos's Apache-2.0 TqSdk hull example, preserving all signal and exit defaults, including apparent mistakes and unused settings. Original market: SHFE.au2306 gold futures; original target position: +/-30 contracts; original backtest dates: 2022-11-01 through 2023-04-01; original bar interval: 86400 seconds. Platform adaptation: LTCUSD.HYPERLIQUID perpetual, long and short, 1x configured leverage, capital-relative sizing. This tests transfer of the rules to crypto, not reproduction of the original gold results. Important timing detail: the source evaluates when the latest daily bar's datetime changes, using that newly forming bar, not when its daily close becomes final. A faithful implementation therefore needs the first observed trade of each new UTC daily bar plus preceding completed daily OHLCV. Do not use that day's eventual high, low or close at its opening timestamp. A completed-daily-close implementation would be a separately identified adaptation, not a faithful timing port.

Analysis

hull

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