Hypotheses
LTC Spot Icebreaker: Bounded Average-Cost Recovery
Test a cost-aware adaptation of 发明者量化-小小梦's Icebreaker mechanism on LTCUSDT.BINANCE_SPOT using 1-HOUR bars. Start long, add below average entry, and exit the entire inventory above its updated average. Preserve the…
Hypothesis
Test a cost-aware adaptation of 发明者量化-小小梦's Icebreaker mechanism on LTCUSDT.BINANCE_SPOT using 1-HOUR bars. Start long, add below average entry, and exit the entire inventory above its updated average. Preserve the source's average-price targeting formula and absence of direction reversal. Explicit adaptations are percentage price distances, capital-relative sizing, bounded additions, a campaign-wide loss limit, and decisions executed at completed-bar closes. This is not a faithful reproduction of the original one-second resting-order execution. Claimed source performance is unverified.
Analysis
破冰者（原版）代码浅析，如有错误请指正。
Backtest and paper results are hypothetical. Trading involves risk of loss.