MQL5
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Forex
Trading robot/indicator debugging
Strategy optimization
Statistics and mathematics
Strategy modules
Python
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Şartname
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.
Yanıtlandı
1
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
2
Derecelendirme
Projeler
20
45%
Arabuluculuk
5
40%
/
20%
Süresi dolmuş
2
10%
Çalışıyor
Yayınlandı: 7 makale, 35 kod
3
Derecelendirme
Projeler
566
35%
Arabuluculuk
82
30%
/
45%
Süresi dolmuş
204
36%
Çalışıyor
4
Derecelendirme
Projeler
3413
68%
Arabuluculuk
77
48%
/
14%
Süresi dolmuş
342
10%
Serbest
Yayınlandı: 1 kod
5
Derecelendirme
Projeler
6
50%
Arabuluculuk
0
Süresi dolmuş
0
Yüklendi
Yayınlandı: 1 kod
6
Derecelendirme
Projeler
92
24%
Arabuluculuk
8
75%
/
13%
Süresi dolmuş
44
48%
Serbest
7
Derecelendirme
Projeler
1
0%
Arabuluculuk
0
Süresi dolmuş
1
100%
Serbest
8
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
9
Derecelendirme
Projeler
8
38%
Arabuluculuk
1
100%
/
0%
Süresi dolmuş
2
25%
Serbest
10
Derecelendirme
Projeler
29
38%
Arabuluculuk
3
33%
/
67%
Süresi dolmuş
6
21%
Çalışıyor
11
Derecelendirme
Projeler
4
25%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
12
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Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
13
Derecelendirme
Projeler
33
42%
Arabuluculuk
0
Süresi dolmuş
3
9%
Serbest
14
Derecelendirme
Projeler
270
21%
Arabuluculuk
24
50%
/
17%
Süresi dolmuş
0
Çalışıyor
15
Derecelendirme
Projeler
4
25%
Arabuluculuk
1
0%
/
100%
Süresi dolmuş
0
Serbest
Yayınlandı: 2 makale
16
Derecelendirme
Projeler
20
25%
Arabuluculuk
2
50%
/
0%
Süresi dolmuş
4
20%
Çalışıyor
17
Derecelendirme
Projeler
7
0%
Arabuluculuk
3
0%
/
33%
Süresi dolmuş
1
14%
Çalışıyor
18
Derecelendirme
Projeler
6
0%
Arabuluculuk
4
25%
/
75%
Süresi dolmuş
2
33%
Serbest
19
Derecelendirme
Projeler
448
55%
Arabuluculuk
23
57%
/
17%
Süresi dolmuş
30
7%
Yüklendi
20
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
21
Derecelendirme
Projeler
718
33%
Arabuluculuk
46
48%
/
41%
Süresi dolmuş
15
2%
Yüklendi
22
Derecelendirme
Projeler
53
57%
Arabuluculuk
2
100%
/
0%
Süresi dolmuş
1
2%
Serbest
Yayınlandı: 5 kod
23
Derecelendirme
Projeler
0
0%
Arabuluculuk
1
0%
/
100%
Süresi dolmuş
0
Serbest
24
Derecelendirme
Projeler
95
32%
Arabuluculuk
9
22%
/
56%
Süresi dolmuş
5
5%
Çalışıyor
25
Derecelendirme
Projeler
15
40%
Arabuluculuk
2
50%
/
50%
Süresi dolmuş
1
7%
Serbest
26
Derecelendirme
Projeler
246
74%
Arabuluculuk
7
100%
/
0%
Süresi dolmuş
1
0%
Serbest
Yayınlandı: 1 makale
27
Derecelendirme
Projeler
478
40%
Arabuluculuk
105
40%
/
24%
Süresi dolmuş
82
17%
Yüklendi
Yayınlandı: 2 kod
28
Derecelendirme
Projeler
20
25%
Arabuluculuk
0
Süresi dolmuş
2
10%
Çalışıyor
Yayınlandı: 3 kod
29
Derecelendirme
Projeler
81
57%
Arabuluculuk
6
67%
/
17%
Süresi dolmuş
1
1%
Meşgul
30
Derecelendirme
Projeler
34
35%
Arabuluculuk
0
Süresi dolmuş
2
6%
Serbest
31
Derecelendirme
Projeler
20
40%
Arabuluculuk
1
0%
/
100%
Süresi dolmuş
1
5%
Serbest
32
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Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
33
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
Yayınlandı: 3 kod
34
Derecelendirme
Projeler
553
50%
Arabuluculuk
57
40%
/
37%
Süresi dolmuş
227
41%
Çalışıyor
35
Derecelendirme
Projeler
24
75%
Arabuluculuk
0
Süresi dolmuş
2
8%
Serbest
Yayınlandı: 62 kod
36
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
37
Derecelendirme
Projeler
31
13%
Arabuluculuk
13
0%
/
77%
Süresi dolmuş
9
29%
Çalışıyor
38
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
39
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
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0
Serbest
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