Guyamin FMZ BTC Spot Turtle Breakout

Reconcile the missing performance history and verify flat-day equity against cash, positions, and fills. Confirm that the eight positions and 36 trade events reflect the intended pyramiding. Rerun the complete period before optimization. ## Library refinements (from the knowledge library; test them, do not assume them) The library supports reproducing Guyamin’s published 20-day channel and 14-day ATR settings before testing changes to pyramiding, entry filtering, or exits. The required outbox write was rejected because this session’s filesystem is read-only, so this JSON was not saved to the requested file. 1. [parameter] Reproduce the published settings: Run a separate BTCUSDT.BINANCE_SPOT daily-bar baseline with DC_range=20, atrlength=14, fresh_rete=24 hours, and trade_percent=0.01. Keep 30/24 as a separately labeled baseline. Reconcile daily equity as cash plus marked BTC holdings, match all eight positions to their entry, add, and exit fills, then rerun the complete period before comparing results. — Guyamin’s published backtest used 20/14, while this run uses 30/24. The missing equity history and unresolved relationship between eight positions and 36 trade events prevent a reliable interpretation of its reported return and drawdown. (source: 海龟策略btc现货版 p.1) 2. [sizing] Cap pyramid units: As a separate variant, allow one initial buy and at most three adds. Add only when a completed daily close exceeds the previous filled buy price by 0.5 × ATR(24). Size each unit as the smaller of 1% of account equity divided by ATR(24) and available spot cash divided by the execution price with a 0.2% cash buffer. Count cash and marked BTC holdings exactly once in account equity. — Guyamin specifies 0.5 ATR adds and equity-based volatility sizing without a unit cap; the library’s TurtleRules implementation caps pyramiding at four units. This variant tests whether bounded exposure reduces the observed 49.8% drawdown. (source: 海龟策略btc现货版 p.1; TurtleRules p.1) 3. [filter] Filter buys by the long trend: As a separate variant, permit a 30-day Donchian breakout buy or pyramid add only when the completed daily close is above the SMA of the prior 200 completed daily closes. Leave exits unconditional and require 200 prior closes before trading. — A library Donchian strategy uses SMA200 to confirm long breakouts and identifies sideways-market false signals as a risk. This may improve entry quality, though the current eight-position sample is too small to predict its effect. (source: 基于唐奇安通道和移动平均线的趋势突破交易策略 | Trend Breakout Trading Strategy Based on Donchian Channel and Moving Average p.1) 4. [exit] Test a ratcheting ATR exit: As a separate exit variant, retain the 15-day lower-channel close exit. Initialize a long-only trail at the entry fill minus 3 × ATR(10); after each later completed daily bar, raise it to the greater of its previous value and that close minus 3 × ATR(10). Exit the full position when a completed close falls below the previous bar’s trail. Keep Guyamin’s last-buy-price minus 2 × ATR(24) exit in the faithful baseline. — The library’s Donchian strategy uses a 10-period ATR with a 3 ATR trailing exit. A trail that cannot fall may limit drawdown, but it could also cut the large winning trades behind this run’s high profit factor. (source: 唐奇安通道突破策略|Donchian Channel Breakout Strategy with ATRSL Trailing Stop p.1; 海龟策略btc现货版 p.1)