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Spécifications
Act as a professional Quantitative Developer and Risk Manager. I want to build a systematic trading strategy rulebook that prioritizes capital preservation and statistical edge over raw performance.
Please generate a structured trading strategy using the following framework:
1. ASSET CLASS & TIMEFRAME:
- Asset: [e.g., Apple (AAPL), Bitcoin (BTC), or EUR/USD]
- Timeframe: [e.g., 5-minute, 1-hour, Daily]
2. CORE THESIS:
- Explain the market inefficiency or behavioral anomaly this strategy is trying to exploit (e.g., mean reversion after an overextended move, or momentum breakout).
3. SYSTEMATIC LOGIC (No Ambiguity):
- Precise Entry Conditions: What exact mathematical or technical indicator conditions must be met to trigger a BUY or SELL signal? (Include specific lookback periods).
- Precise Exit Conditions: What technical triggers signal that the move is over?
4. DEEP RISK MANAGEMENT (Crucial):
- Stop-Loss: How is the invalidation point calculated? (e.g., Average True Range (ATR) multiplier, or fixed percentage).
- Take-Profit: What is the Risk-to-Reward ratio per trade? (Minimum 1:2 recommended).
- Position Sizing: Use a fixed-fractional model where no single trade risks more than 1% of the total account equity. Show the formula for calculating share/contract size based on the distance to the stop-loss.
5. FAILSALES & SYSTEMIC RISK:
- Define a daily maximum drawdown limit (e.g., if the account loses 3% in a single day, the bot completely halts all trading).
- How should the system handle high-impact macroeconomic news events?
Please output this strategy as a clean, step-by-step specification sheet, followed by a Python code snippet using `pandas` and `numpy` to backtest the logic.
Répondu
1
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
2
Évaluation
Projets
31
42%
Arbitrage
9
22%
/
33%
En retard
3
10%
Chargé
Publié : 8 articles, 35 codes
3
Évaluation
Projets
574
35%
Arbitrage
83
31%
/
45%
En retard
207
36%
Gratuit
4
Évaluation
Projets
3418
68%
Arbitrage
77
48%
/
14%
En retard
343
10%
Travail
Publié : 1 code
5
Évaluation
Projets
12
33%
Arbitrage
0
En retard
2
17%
Travail
Publié : 1 code
6
Évaluation
Projets
92
24%
Arbitrage
8
75%
/
13%
En retard
44
48%
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7
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1
0%
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0
En retard
1
100%
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8
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0
0%
Arbitrage
0
En retard
0
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9
Évaluation
Projets
8
38%
Arbitrage
2
50%
/
50%
En retard
2
25%
Gratuit
10
Évaluation
Projets
30
40%
Arbitrage
3
33%
/
67%
En retard
7
23%
Travail
11
Évaluation
Projets
4
25%
Arbitrage
0
En retard
0
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12
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0
0%
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0
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0
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13
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35
40%
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0
En retard
3
9%
Gratuit
14
Évaluation
Projets
275
21%
Arbitrage
25
52%
/
16%
En retard
0
Travail
15
Évaluation
Projets
4
25%
Arbitrage
1
0%
/
100%
En retard
0
Gratuit
Publié : 2 articles
16
Évaluation
Projets
21
29%
Arbitrage
2
50%
/
0%
En retard
4
19%
Gratuit
17
Évaluation
Projets
7
0%
Arbitrage
3
0%
/
33%
En retard
1
14%
Travail
18
Évaluation
Projets
6
0%
Arbitrage
4
25%
/
75%
En retard
2
33%
Gratuit
19
Évaluation
Projets
459
55%
Arbitrage
24
58%
/
17%
En retard
31
7%
Gratuit
20
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0
0%
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0
En retard
0
Gratuit
21
Évaluation
Projets
736
34%
Arbitrage
49
53%
/
39%
En retard
15
2%
Travail
22
Évaluation
Projets
53
57%
Arbitrage
2
100%
/
0%
En retard
1
2%
Gratuit
Publié : 5 codes
23
Évaluation
Projets
0
0%
Arbitrage
1
0%
/
100%
En retard
0
Gratuit
24
Évaluation
Projets
97
32%
Arbitrage
9
22%
/
56%
En retard
5
5%
Travail
25
Évaluation
Projets
15
40%
Arbitrage
2
50%
/
50%
En retard
1
7%
Gratuit
26
Évaluation
Projets
246
74%
Arbitrage
7
100%
/
0%
En retard
1
0%
Gratuit
Publié : 1 article
27
Évaluation
Projets
478
40%
Arbitrage
105
40%
/
24%
En retard
82
17%
Chargé
Publié : 2 codes
28
Évaluation
Projets
21
24%
Arbitrage
0
En retard
2
10%
Gratuit
Publié : 3 codes
29
Évaluation
Projets
99
57%
Arbitrage
5
80%
/
20%
En retard
5
5%
Chargé
30
Évaluation
Projets
35
37%
Arbitrage
0
En retard
2
6%
Travail
31
Évaluation
Projets
20
40%
Arbitrage
1
0%
/
100%
En retard
1
5%
Gratuit
32
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
33
Évaluation
Projets
1
100%
Arbitrage
0
En retard
0
Gratuit
Publié : 4 codes
34
Évaluation
Projets
553
50%
Arbitrage
57
40%
/
37%
En retard
227
41%
Travail
35
Évaluation
Projets
24
75%
Arbitrage
0
En retard
2
8%
Gratuit
Publié : 62 codes
36
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0
0%
Arbitrage
0
En retard
0
Gratuit
37
Évaluation
Projets
31
13%
Arbitrage
14
0%
/
79%
En retard
9
29%
Gratuit
38
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Projets
0
0%
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0
En retard
0
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39
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Gratuit
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