BTC Low-Volatility Range Grid
Observe whether BTC repeatedly trades around a recent center, then make controlled counter-moves with limited exposure.
Trend-following system that enters only on fresh multi-day price extremes (excluding the signal bar itself), filtered to trade only with the prevailing long-term trend direction. Position size is set from a fixed fraction of equity divided by a volatility-based stop distance, equalizing risk per trade across regimes. Exits use a wide initial volatility stop plus a ratcheting volatility trailing stop computed from closes only (re-evaluated and re-issued every completed bar, never loosens), a maximum holding-period exit measured from the actual fill bar, and no fixed profit target so winners can
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 samples
2026-07-22T15:59:59Z · 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.