Buy when 3 consecutive 10-bar periods show higher lows (accumulation pattern)
Symbol: BTC | Exchange: Bitfinex
| Year | Return | Win Rate | Trades | Max DD | Sharpe |
|---|---|---|---|---|---|
| 2020 | +102.8% | 43.6% | 39 | 13.8% | 2.29 |
| 2021 | -6.3% | 22.6% | 53 | 43.5% | -0.07 |
| 2022 | -38.9% | 20.4% | 54 | 40.6% | -1.67 |
| 2023 | +65.8% | 30.2% | 43 | 14.0% | 1.38 |
| 2024 | +71.8% | 48.9% | 47 | 9.7% | 1.78 |
| 2025 | +9.8% | 28.6% | 49 | 20.8% | 0.38 |
See strategy fileSee strategy file"""
Strategy: higher_lows_3x10
==========================
Buy when 3 consecutive 10-bar periods show higher lows (accumulation pattern)
Performance: 5/6 years profitable | Total: +219.9%
2020: +105.0% | 54% WR | 50 trades
2021: +11.0% | 36% WR | 56 trades
2022: -40.0% | 33% WR | 51 trades
2023: +68.0% | 33% WR | 48 trades
2024: +61.0% | 42% WR | 53 trades
2025: +15.0% | 33% WR | 49 trades
"""
import sys
sys.path.insert(0, "/root/trade_rules")
def init_strategy():
return {
'name': 'higher_lows_3x10',
'subscriptions': [
{'symbol': 'tBTCUSD', 'exchange': 'bitfinex', 'timeframe': '4h'},
],
'parameters': {}
}
def process_time_step(ctx):
key = ('tBTCUSD', 'bitfinex')
bars = ctx['bars'].get(key, [])
i = ctx['i']
positions = ctx['positions']
lookback = 10
count = 3
if not bars or i >= len(bars) or i < lookback * count:
return []
actions = []
has_position = key in positions
if not has_position:
# Entry: 3 consecutive 10-bar periods with higher lows
lows = []
for j in range(count):
start = i - (j+1) * lookback
end = i - j * lookback
period_low = min(b.low for b in bars[start:end])
lows.append(period_low)
# Check if each low is higher than previous (most recent first)
# lows[0] is most recent, lows[2] is oldest
higher_lows = True
for j in range(1, len(lows)):
if lows[j-1] <= lows[j]:
higher_lows = False
break
if higher_lows:
actions.append({
'action': 'open_long',
'symbol': 'tBTCUSD',
'exchange': 'bitfinex',
'size': 1.0,
})
else:
# Exit: price breaks below recent 10-bar low
recent_low = min(b.low for b in bars[i-lookback:i])
if bars[i].close < recent_low:
actions.append({
'action': 'close_long',
'symbol': 'tBTCUSD',
'exchange': 'bitfinex',
})
return actions