Hypotheses

51bitquant HighFrequencyStrategy: faithful tick-driven widening grid on LTC Binance futures

Hypothesis

Faithful port of HighFrequencyStrategy by 51bitquant, MIT licensed. Preserve the source's absolute-price grid, net long/short inventory, limit-order exits, timer counters, cancellation behavior and defaults: grid_step=1.0, stop_multiplier=15.0, trading_size=1.0, max_pos=15.0 and stop_mins=15.0. Trade LTCUSDT.BINANCE using genuine quote ticks and trade ticks; bars must not substitute for ticks. The source's on_bar and on_stop_order callbacks do nothing. Adapt only position sizing: one logical trading_size unit represents 1% of current equity in LTC notional, calculated and frozen when starting a new flat cycle. Maintain source inventory thresholds in logical units. Use one netted position, not independent opposing positions. Reproduce the source's one-second timer with the platform clock, including between market-data events. Stop-loss orders are ordinary limit orders submitted after a quote breach, not protective stop-market orders; preserve this distinction. No additional indicator, regime filter, time exit or hard inventory cap is added. Performance is unverified.

Analysis

HighFrequencyStrategy

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