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Hypotheses

Chaos Distance-Based BCH/LTC Hyperliquid Pair

Adapt Chaos's Apache-2.0 TqSdk distance_based.py to BCHUSD.HYPERLIQUID and LTCUSD.HYPERLIQUID, preserving WINDOW=30, K_THRESHOLD=2.0, CLOSE_THRESHOLD=0.5, MAX_HOLD_DAYS=10, STOP_LOSS_PCT=0.05 and POSITION_RATIO=1.0.…

Hypothesis

Adapt Chaos's Apache-2.0 TqSdk distance_based.py to BCHUSD.HYPERLIQUID and LTCUSD.HYPERLIQUID, preserving WINDOW=30, K_THRESHOLD=2.0, CLOSE_THRESHOLD=0.5, MAX_HOLD_DAYS=10, STOP_LOSS_PCT=0.05 and POSITION_RATIO=1.0. The original SHFE.rb2305/hc2305 contracts and February–April 2023 test dates are replaced with supported perpetuals and their common available history. The original samples developing daily closes when a new daily bar appears, effectively opening quotes rather than finalized daily closes. This……Show moreShow less

Adapt Chaos's Apache-2.0 TqSdk distance_based.py to BCHUSD.HYPERLIQUID and LTCUSD.HYPERLIQUID, preserving WINDOW=30, K_THRESHOLD=2.0, CLOSE_THRESHOLD=0.5, MAX_HOLD_DAYS=10, STOP_LOSS_PCT=0.05 and POSITION_RATIO=1.0. The original SHFE.rb2305/hc2305 contracts and February–April 2023 test dates are replaced with supported perpetuals and their common available history. The original samples developing daily closes when a new daily bar appears, effectively opening quotes rather than finalized daily closes. This adaptation explicitly substitutes synchronized completed 1-DAY closes, submitting market orders at the signal close, the platform's continuous-market equivalent of next-bar-open execution. It therefore tests an adapted daily-close version rather than an exact reproduction of TqSdk update timing. Replace the original fixed 200 lots with equity-relative quantities; preserve its price-ratio direction, two-decimal rounding and daily recomputation of the exit-accounting quantity. Actual hedge quantity remains frozen during each trade. Source statistics are unverified and exclude platform execution costs.

Analysis

distance_based

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