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DOT OKX Howtrader DoubleMaStrategy — Frozen 10/20 Strict SMA Crossover

Faithful translation of DoubleMaStrategy by 用Python的交易者, MIT licensed, from the supplied howtrader source at commit fcad8e2d86825506b9d33441ab78be853c2c3bdd. Preserve fast_window=10, slow_window=20, strict crossing…

Hypothesis

Faithful translation of DoubleMaStrategy by 用Python的交易者, MIT licensed, from the supplied howtrader source at commit fcad8e2d86825506b9d33441ab78be853c2c3bdd. Preserve fast_window=10, slow_window=20, strict crossing comparisons, close-priced limit orders, and opposite-cross reversal without additional filters, stops, targets or time exits. Use DOTUSDT.OKX linear perpetuals and one-minute bars for the source's unaggregated BarGenerator convention. Replace the source's Decimal(1) trading lot with an equity-relative……Show moreShow less

Faithful translation of DoubleMaStrategy by 用Python的交易者, MIT licensed, from the supplied howtrader source at commit fcad8e2d86825506b9d33441ab78be853c2c3bdd. Preserve fast_window=10, slow_window=20, strict crossing comparisons, close-priced limit orders, and opposite-cross reversal without additional filters, stops, targets or time exits. Use DOTUSDT.OKX linear perpetuals and one-minute bars for the source's unaggregated BarGenerator convention. Replace the source's Decimal(1) trading lot with an equity-relative research lot. Preserve pending orders: the supplied strategy never calls cancel_all. Order and stop-order callbacks perform no trading action; trade callbacks only publish state. Initialization requests 10 days of historical bars, updates the rolling array and waits for ArrayManager initialization; historical initialization must not submit executable orders. The supplied file omits the implementations of ArrayManager, BarGenerator and CtaTemplate. Attempts to retrieve those pinned helper files failed, so the conventional 100-bar array initialization, one-minute generator interval and default limit-order semantics remain dependency assumptions that the developer must verify before claiming a line-for-line reproduction. No performance study has been performed.

Analysis

DoubleMaStrategy

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