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Hypotheses

Howtrader DualThrustStrategy by 用Python的交易员: Faithful AVAX Bybit Intraday Long/Short Port

Concrete trading idea: reproduce the supplied DualThrustStrategy, credited to 用Python的交易员, using AVAXUSDT.BYBIT one-minute bars. Source:…

Hypothesis

Concrete trading idea: reproduce the supplied DualThrustStrategy, credited to 用Python的交易员, using AVAXUSDT.BYBIT one-minute bars. Source: https://github.com/51bitquant/howtrader/blob/fcad8e2d86825506b9d33441ab78be853c2c3bdd/examples/strategies/dual_thrust_strategy.py . Preserve the exact source defaults fixed_size=1, k1=0.4, k2=0.6 and exit_time=14:55. This implementation uses the previous calendar day's high-minus-low, not the conventional multi-day Dual Thrust range formula. Preserve literal fixed-size quantity:……Show moreShow less

Concrete trading idea: reproduce the supplied DualThrustStrategy, credited to 用Python的交易员, using AVAXUSDT.BYBIT one-minute bars. Source: https://github.com/51bitquant/howtrader/blob/fcad8e2d86825506b9d33441ab78be853c2c3bdd/examples/strategies/dual_thrust_strategy.py . Preserve the exact source defaults fixed_size=1, k1=0.4, k2=0.6 and exit_time=14:55. This implementation uses the previous calendar day's high-minus-low, not the conventional multi-day Dual Thrust range formula. Preserve literal fixed-size quantity: one AVAX per entry or opposing stop order. This is an explicit exception to capital-relative sizing for faithful reproduction; replacing it with an equity fraction would change the submitted strategy. Use a MARGIN account with configured leverage=1.0. Platform fees are 0.020% maker and 0.055% taker per fill; all-taker round-trip cost is 0.110% of notional. The source has no performance evidence. Use UTC as the explicitly chosen platform calendar timezone because the source supplies no timezone. Preserve one-minute bar opening timestamps for its date/time comparisons by deriving them from platform close timestamps; orders are submitted only after the bar becomes available.

Analysis

DualThrustStrategy

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