Hypotheses
vn.py DualThrustStrategy by 用Python的交易员: Faithful AVAX Perpetual Port
Translate the supplied MIT-licensed DualThrustStrategy into FactoryStrategy, preserving its trading branches and defaults: k1=0.4, k2=0.6, fixed_size=1, exit_time=14:55, and load_bar(10). Trade AVAXUSDT.BINANCE using…
Hypothesis
Translate the supplied MIT-licensed DualThrustStrategy into FactoryStrategy, preserving its trading branches and defaults: k1=0.4, k2=0.6, fixed_size=1, exit_time=14:55, and load_bar(10). Trade AVAXUSDT.BINANCE using 1-MINUTE bars, a MARGIN netting account, and leverage=1.0. The original instrument, timezone, and contract multiplier are unspecified; this experiment explicitly chooses AVAX and UTC. Source attribution: [vn.py DualThrustStrategy by 用Python的交易员](https://github.com/vnpy/vnpy_ctastrategy/blob/6ef76981624bf55b2ea978f8587f74d633aafc72/vnpy_ctastrategy/strategies/dual_thrust_strategy.py). This implementation uses the previous accumulated calendar day's high minus low, not the textbook multi-day Dual Thrust range formula. Preserve the signal and order rules; the only sizing adaptation is mapping one source size unit to a capital-relative platform quantity. Performance is unverified.
Analysis
DualThrustStrategy
Backtest and paper results are hypothetical. Trading involves risk of loss.