BTC Low-Volatility Range Grid
Observe whether BTC repeatedly trades around a recent center, then make controlled counter-moves with limited exposure.
Require that price is not overextended from emaFast: |close - emaFast| / atrVal < 2.0 at entry. BB breakouts that occur when price is already 2+ ATRs away from the 50 EMA are often late entries near exhaustion, leading to poor risk-reward. Filtering these out keeps only well-positioned breakouts with room to run, improving average trade PnL and sharpe.
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。
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