مواد پر جائیں

ترجمہ دیکھیں

SOL Daily 21/55-EMA Trend Continuation with Volatility Filter (Long-Only)

مفروضہ

A long-only trend-continuation strategy on SOLUSDT perpetual futures using daily bars. The strategy waits for a confirmed multi-layer uptrend regime (rising 200-day SMA, 21-EMA above 55-EMA, sufficient volatility) and enters on a daily breakout above the prior bar's high. Exits use a Chandelier ATR trailing stop that lets winners run while cutting losers fast — the explicit opposite of the asymmetric small-win/big-loss exit profile that doomed many recently abandoned strategies (NEAR Donchian, ETH Buy-the-Dip). Architecture deliberately mirrors the proven ETH Daily Golden Cross Momentum (Sharpe 4.04) but applied to SOL with a different signal trigger (intermediate-EMA trend continuation rather than the cross event itself), so it adds genuine diversification rather than near-duplicate exposure. Daily timeframe keeps trade frequency low (~15-30 trades/year) so fees stay well under the gross edge. No channel-breakout, no funding-rate contrarian short, no mean-reversion-without-trailing-stop — three failure patterns explicitly avoided.

Stratmill ایک تحقیقی اور پیپر ٹریڈنگ ٹول ہے، مالیاتی مشورہ یا بروکر نہیں۔ بیک ٹیسٹ اور پیپر نتائج فرضی ہیں۔ ٹریڈنگ میں نقصان کا خطرہ شامل ہے۔