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。
Replace the fixed baseMarginPct of 20 with dynamic position sizing based on ATR: calculate ATR(14) and scale position inversely with volatility (e.g., smaller positions when ATR is high, larger when ATR is low). This should improve risk-adjusted returns by reducing exposure during choppy/high-volatility periods where false signals are more likely.
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 · 1d · 240 条样本
2026-07-20T15:59:59Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
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.