BTC 低波动区间网格
依据滚动价格中枢和区间带宽生成反向调仓信号,并用异常波动门限限制追单。
Entries occur on RSI cross up from OS or cross down from OB while price is near the lower/upper Bollinger Band, ATR volatility is above a floor, and ADX is below the ranging threshold (no pyramiding — only when flat). Stops and targets are placed on the entry bar using ATR multiples (SL = entry ± SL ATR Mult * ATR; partial TP at TP Partial ATR Mult and full TP at TP ATR Mult with qty_percent). Position size uses Base Margin % of equity times strategy leverage, and an optional 'RSI Neutral Exit' closes positions if RSI reverts to the neutral level. The strategy therefore combines RSI mean-rever
第三方公开时序研究的技术指标迁移草稿;待 QuantElse 使用原始行情复现。
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 15m · 240 条样本
2026-06-11T14:59:59Z · Public third-party claim; retain attribution and source terms.
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费率按模型计算 · 滑点按模型计算
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.