Hypotheses

vn.py KingKeltnerStrategy by 用Python的交易员: Default 5-Minute OCO Breakout on AVAX Bybit

Hypothesis

Faithful research port of the supplied MIT-licensed KingKeltnerStrategy, credited to 用Python的交易员. Preserve source defaults exactly: kk_length=11, kk_dev=1.6, trailing_percent=0.8 and fixed_size=1. Trade AVAXUSDT.BYBIT perpetuals, long or short, with 5-minute signal updates and 1-minute execution bars. The source aggregates minute bars into clock-aligned 5-minute bars, requests 10 days of initialization history, and uses a default 100-element ArrayManager. Preserve its rolling-array indicator calculations and initialization gate. The only deliberate strategy adaptation is capital-relative sizing: fixed_size=1 represents one platform allocation unit rather than one AVAX. No extra trend filter, profit target, funding filter, cooldown or holding-time exit is authorized. This is an unverified reproduction experiment, not an assertion that the source is profitable.

Analysis

KingKeltnerStrategy

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

Strategies

Hypothesis

Analysis