Hypotheses
BCH Binance TqSdk Dual Thrust — Frozen Five-Day Range, Tick-Triggered Long/Short Reversal
Faithful signal-rule port of limin's Apache-2.0 TqSdk dualthrust.py at commit 78c99226f11056b2860c39369f453808938edde2. Preserve NDAY=5, K1=0.2, K2=0.2, strict last-price comparisons, persistent target positions and…
Hypothesis
Faithful signal-rule port of limin's Apache-2.0 TqSdk dualthrust.py at commit 78c99226f11056b2860c39369f453808938edde2. Preserve NDAY=5, K1=0.2, K2=0.2, strict last-price comparisons, persistent target positions and opposite-band reversals. Adapt the source's expired DCE.jd2011 instrument to BCHUSDT.BINANCE and its fixed three-contract target to equity-relative sizing. Daily reference candles use UTC days; decisions occur on changed trade prices, not daily closes. The source blog returned HTTP 404 and was not read; the supplied executable code defines this contract. No stop-loss, profit target, daily liquidation, momentum filter or optimization of source constants is added. Source TargetPosTask's execution algorithm is replaced by platform market orders toward the specified net target; identical execution prices are not claimed.
Analysis
dualthrust
Backtest and paper results are hypothetical. Trading involves risk of loss.