Hypotheses
Howtrader TurtleSignalStrategy by 用Python的交易员: faithful signal port on LTC Hyperliquid
Translate the supplied tradeable CtaTemplate strategy, credited to 用Python的交易员, without correcting its unusual ladder or fill callbacks. Preserve source defaults exactly: entry_window=20, exit_window=10, atr_window=20,…
Hypothesis
Translate the supplied tradeable CtaTemplate strategy, credited to 用Python的交易员, without correcting its unusual ladder or fill callbacks. Preserve source defaults exactly: entry_window=20, exit_window=10, atr_window=20, fixed_size=1. Use LTCUSD.HYPERLIQUID perpetuals, long and short, with LTCUSD.HYPERLIQUID-4-HOUR-LAST-EXTERNAL bars. Four-hour input is an explicit platform adaptation: the original tick-fed BarGenerator normally builds minute bars, while Hyperliquid minute history is insufficient for substantial validation. Capital-relative sizing is the other explicit adaptation: fixed_size=1 represents one campaign-frozen risk unit rather than literally one LTC. No added indicator, regime filter, profit target, time stop or funding signal. Preserve initialization of all channel, entry, stop and ATR variables to zero; source initialization requests load_bar(20), meaning historical days rather than a 20-bar warm-up. Logging and put_event are lifecycle/display operations. Source on_order and on_stop_order callbacks contain no trading logic. Performance is unverified.
Analysis
TurtleSignalStrategy
Backtest and paper results are hypothetical. Trading involves risk of loss.