ianzeng123 Multi Quant Trend Engine — faithful XAGUSDT Binance 1h long-only port

Hypothesis

Translate the supplied executable strategy faithfully, preserving all defaults and Boolean conditions. Trade XAGUSDT.BINANCE on XAGUSDT.BINANCE-1-HOUR-LAST-EXTERNAL, matching the author's silver-perpetual market and hourly timeframe. Use the platform's $100,000 starting equity, MARGIN account, 2.0 leverage, capital-relative sizing and actual execution costs. This is a fixed-parameter replication experiment; advertised performance is unverified. Preserve Pine indicator initialization, historical indexing, missing-value behavior, crossover semantics and order timing. With the supplied strategy declaration's default execution model, evaluate signals at completed bars and execute market orders on the next available tick, normally the next bar open; do not fill using the already-observed signal close.

The explicit request for faithful replication overrides diversification preferences. Retaining the source's XAG market avoids another BTC test, although this remains an overrepresented long-only, single-instrument trend family. corpus_concentration is empty, so instrument-specific experiment share is unknown. A local catalog directory exists for the exact hourly instrument, with a parquet filename spanning 2026-01-07 11:00 UTC through 2026-10-01 00:00 UTC; this establishes stored-file presence, not verified continuity or sufficient statistical history. Do not substitute BTC, spot, another timeframe or a new mechanism if data validation fails.

verifying_stuck_3_timeouts

Implementation

Long-only XAGUSDT hourly translation using double-smoothed EMAs, path efficiency, momentum persistence, ATR regime, breakout and pullback/reclaim entry models. Preserves the source's weighted score, strict cooldown, full-equity 2x sizing, mandatory holding-bar gate and ratcheting adaptive stop.

Preserves all supplied indicator lengths, thresholds, score weights and Boolean entry/exit conditions. EMAs seed from the first close; ATR uses an initial true-range SMA followed by Wilder smoothing; breakout highs exclude the current candle. Market decisions retain signal-close quantities and execute only on a later trade-tick callback, avoiding observed-close fills. Protective stops are emulated with trade-tick-triggered reduce-only market closes because the base template's standalone resting stops suppress signal-exit processing; this differs from Pine's broker-emulated stop fills and requires complete XAGUSDT trade-tick coverage plus an engine configuration that processes those ticks for execution. Hourly bars alone cannot satisfy the specified execution contract, and missing post-signal ticks raise a data-unavailable error rather than substitute close fills. Evaluation warmup/reset settings remain the pipeline's responsibility. No verification was run. The required outbox file was not written because this session permits filesystem reads only.

Outcome Summary

The code requires XAGUSDT trade ticks after every signal close and raises an error without them, so check that tick data exists and that verification can finish within its time limits before running a heavy tick-dependent replication.

The run was abandoned at the verification stage after timing out three times (abandon reason 'verifying_stuck_3_timeouts'). Backtest review, optimization, analyst review and risk review never ran.

A faithful fixed-parameter port of ianzeng123's Multi Quant Trend Engine: a long-only trend follower on XAGUSDT.BINANCE 1-hour bars at 2.0x leverage, entering on smoothed fast/mid/slow EMA stack crosses filtered by separation, slope, efficiency, persistence, ATR regime and breakout conditions, with next-tick market execution.

There is no performance data: the backtest report is empty and no optimization report exists, so no return, Sharpe or trade count was produced.

Analysis

多维度趋势捕捉机器| Multi Quant Trend Engine