Skip to content
All hypotheses

Hypotheses

Jesse KDJstrategy Faithful Fixed-Default Port — LTC Spot Daily

Translate Jesse community's MIT-licensed KDJstrategy faithfully onto LTCUSDT.BINANCE_SPOT using 1-DAY bars, a CASH account and no leverage. Preserve executable Python semantics rather than correcting the comments. KDJ…

Hypothesis

Translate Jesse community's MIT-licensed KDJstrategy faithfully onto LTCUSDT.BINANCE_SPOT using 1-DAY bars, a CASH account and no leverage. Preserve executable Python semantics rather than correcting the comments. KDJ defaults are fastk_period=9, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0 and sequential=False. Compute the nine-bar stochastic, K as its three-bar SMA, D as K's three-bar SMA, and J=3*K-2*D. Calculate previous J using candles excluding the current candle. ATR period is 14. Preserve Jesse's indicator initialization and ATR smoothing; do not substitute EMA-based KDJ. Source: [KDJstrategy, pinned commit](https://github.com/jesse-ai/example-strategies/blob/7c91e0a37bf62165790120d730442e4f6eb00364/KDJstrategy/__init__.py). Defaults verified against [Jesse KDJ implementation](https://raw.githubusercontent.com/jesse-ai/jesse/master/jesse/indicators/kdj.py); the strategy does not pin its Jesse dependency version.

Analysis

KDJstrategy

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