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。
Modify the longSignal condition from ta.crossover(rsi, 50) to ta.crossover(rsi, 40) and shortSignal from ta.crossunder(rsi, 50) to ta.crossunder(rsi, 60), while keeping the MA trend filter. This creates more asymmetric entry thresholds that require stronger momentum confirmation in the trend direction—buying only when RSI crosses above 40 in an uptrend (catching stronger oversold bounces) and selling when RSI crosses below 60 in a downtrend. This avoids weak signals near the 50 midpoint and should improve trade quality and Sharpe ratio.
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 · 4h · 240 条样本
2026-07-19T00:00:00Z · 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.