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Hypotheses

Myquant MA Multi-Signals: Frozen Price–SMA Cross with Staged Exposure

Faithful rule port of Myquant's Apache-2.0 ma_multi_signals.py at commit 17595e6bf4a118e1fa87c90bfb0fd78afa69a60b, adapted to LTCUSDT.BYBIT. Preserve the Python fallback settings: window_size=200, timeperiod=20,…

Hypothesis

Faithful rule port of Myquant's Apache-2.0 ma_multi_signals.py at commit 17595e6bf4a118e1fa87c90bfb0fd78afa69a60b, adapted to LTCUSDT.BYBIT. Preserve the Python fallback settings: window_size=200, timeperiod=20, source_bar_type=60 seconds, threshold=0.235, tick_size=0.2, half_tick_size=0.1, significant_diff=0.52, eps=0.000001 and trade_unit=[3,1,2,0]. Rename the source's bar_type parameter to source_bar_type; the platform's reserved bar_type remains the string LTCUSDT.BYBIT-1-MINUTE-LAST-EXTERNAL and is excluded……Show moreShow less

Faithful rule port of Myquant's Apache-2.0 ma_multi_signals.py at commit 17595e6bf4a118e1fa87c90bfb0fd78afa69a60b, adapted to LTCUSDT.BYBIT. Preserve the Python fallback settings: window_size=200, timeperiod=20, source_bar_type=60 seconds, threshold=0.235, tick_size=0.2, half_tick_size=0.1, significant_diff=0.52, eps=0.000001 and trade_unit=[3,1,2,0]. Rename the source's bar_type parameter to source_bar_type; the platform's reserved bar_type remains the string LTCUSDT.BYBIT-1-MINUTE-LAST-EXTERNAL and is excluded from the optimization parameter plan. The source's ma.ini was not supplied, so these are Python fallback values, not verified INI settings. Preserve the two-bars-apart crossing test, latest-trade confirmation, staged additions and opposite-signal liquidation. Replace contract lots with equity-relative quantities while preserving the 3:1:2:0 schedule. Submit limit orders at the latest observed trade price, as the source's priced orders imply; fills are not guaranteed. The source contains an indexing defect: after four same-direction opportunities, its no-opposite-position condition still permits an out-of-range trade_unit access. Make this explicit: the translation must suppress further additions at trade_count>=4 until an opposite signal closes the position and resets the counter. This is a runtime safety adaptation, not an extra trading signal. Do not add a stop, target, trend filter or time exit.

Analysis

MA

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