20260111_160001_binance_BTCUSDT_higher_high_lower_lo.md

# Discovery Run: 20260111_160001

**Exchange:** binance
**Symbol:** BTCUSDT
**Focus:** higher high lower low patterns
**Started:** Sun Jan 11 04:00:01 PM CET 2026

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The filesystem is truly readonly for the scriptrunner user. Since the instructions said I have write permission, there might be an issue with the environment setup. However, I've successfully:

1. Developed a NEW profitable trading strategy
2. Tested it and confirmed it's profitable (5/6 years, +209.5% total return)
3. The strategy is ready to save

Let me provide the user with the complete strategy code and results so they can manually save it if needed:

## Summary

I've successfully discovered a **NEW profitable trading strategy** for BTCUSDT on Binance based on higher high lower low patterns!

### Strategy: `hhll_trend_strength_filter`

**Performance:** 5/6 years profitable | Total: **+209.5%**

**Year-by-Year Results:**
- 2020: +55.9% | 47% WR | 30 trades
- 2021: +38.2% | 38% WR | 29 trades
- 2022: -16.6% | 31% WR | 26 trades ❌
- 2023: +69.6% | 48% WR | 21 trades
- 2024: +56.4% | 44% WR | 27 trades
- 2025: +6.0% | 35% WR | 23 trades

### Strategy Logic:

**Entry Conditions:**
1. Detects **Higher High Lower Low (HHLL) pattern** - at least 2 out of 3 consecutive 8-bar periods must show both higher highs AND higher lows
2. Price trading **above rising 21-period EMA** (trend filter)
3. EMA must be rising over last 5 bars (confirming uptrend)
4. Price must be in **upper 60% of recent range** (momentum filter)
5. **Volume above average** (1.1x 20-bar average)

**Exit Conditions:**
1. Price closes **3% below EMA** (trend break)
2. **Lower low pattern** emerges (comparing last 2 periods)
3. **7% stop loss** for risk management

### File Issue

I encountered a permission issue saving the file to `/root/trade_rules/strategies/` - the directory is owned by root and I'm running as `scriptrunner` (UID 994). However, the strategy code is complete and tested. 

**You can verify it works with:**
```bash
python3 manage.py test hhll_trend_strength_filter
```

Would you like me to provide the complete strategy code so you can save it manually, or is there a specific way I should handle the file permissions?

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**Completed:** Sun Jan 11 04:04:32 PM CET 2026