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Pinkfish SMA Percent Band — Frozen 200-Day, Zero-Band LTC Spot Translation

Concrete trading idea: translate Farrell Aultman's MIT-licensed Pinkfish sma-percent-band strategy, preserving the supplied rules and defaults. Source:…

Hypothesis

Concrete trading idea: translate Farrell Aultman's MIT-licensed Pinkfish sma-percent-band strategy, preserving the supplied rules and defaults. Source: https://github.com/fja05680/pinkfish/blob/18a0d557ead25e0e82de3ece86bcab6c325a59ed/examples/strategies/sma-percent-band/strategy.py . Trade LTCUSDT.BINANCE_SPOT using 1-DAY close-stamped bars, long-only, without leverage. Source defaults are use_adj=False, use_cache=True, sma=200 and band=0; the explanatory 5% band is an example, not the default. Fetch/cache and adjustment settings are data-preparation options, not trading filters. Calculate pf.CROSSOVER with timeperiod_fast=1, timeperiod_slow=200 and band=0; drop indicator-invalid rows before trading. Record daily marked-to-market equity. The supplied code delegates regime calculation and default purchase sizing to Pinkfish helpers; their pinned implementations could not be retrieved here and must be verified before claiming an exact translation. No performance claim is verified.

Analysis

sma-percent-band

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