BTC Low-Volatility Range Grid
Observe whether BTC repeatedly trades around a recent center, then make controlled counter-moves with limited exposure.
Invert the trend and signal logic to trade short positions instead of long. Change `uptrend` to `downtrend` (emaFast < emaSlow), `momentumOk` to `rsi < 50`, and execute `strategy.entry('S', 'short', ...)` with inverted stop/take-profit calculations. Given the strong negative Sharpe and net PnL, the long bias may be fighting a prevailing downtrend in the tested market.
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 · 1h · 240 samples
2026-07-21T00:00:00Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
model-based fees · model-based slippage
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.
Historical results do not guarantee future performance.