Methodology: how we evaluate strategies
CoinRobot research regularly reviews real trading results to understand which trading ideas are working, where they struggle, and what could be improved. We compare recent activity with longer observation periods, normally seven, thirty and ninety days. We assess returns, gains relative to simply holding the asset, the balance between winning and losing trades, drawdowns and the amount of trading evidence. Missing observations are not treated as zero performance, and a small sample does not justify a firm conclusion.
This edition includes 3 regularly followed strategies and 3 additional strategies selected by review priority. The additional selection is not random. Public strategies are ranked by current live usage, broader adoption, requests for adaptive management, time since the last review and whether a review is due. Latest versions are preferred; an older version is eligible only when it retains substantial live usage exceeding the latest version. This focuses research on strategies that traders actually use, rather than providing a representative sample of every available strategy.
Closed-trade results count completed gains and losses. Portfolio value change also reflects open holdings, so these measures can have opposite signs. Positive profit factor alone does not prove outperformance against holding the same assets. An unavailable observation is shown as a dash, not zero.
A strategy is a set of trading rules built from indicators such as trend, momentum and volatility, together with the state of the current position. BUY rules identify eligible entries, SELL rules identify ordinary exits, and STOPLOSS rules identify protective exits when that protection is enabled for the trading Plan. Rules are assessed as market observations arrive; a signal is a trading condition, not a guarantee of execution or profit. The Plan also determines the execution model and its risk settings.
BUY/SELL seeks effective entries and exits and is judged on realized outcomes as well as remaining exposure. CONVERT rotates between assets with the primary aim of accumulating more asset units. A rotation need not mean that an ordinary BUY or SELL signal fired. A fall in the cash value of a CONVERT holding, or the absence of StopLoss, does not alone establish strategy failure: unit growth, relative asset performance, fees, time spent holding and downside exposure must be considered together. More units may benefit from a later price recovery, but recovery and future profit are not assured.
Refinements target specific observed weaknesses, such as late entries, avoidable exits or ineffective rotations. We distinguish changes adopted from rules left unchanged. Where previous research and comparable later observations are available, we revisit the earlier expectation and report whether it is supported, contradicted or still uncertain. A before-and-after difference alone does not prove that a change caused the result. Each strategy review ends with what to measure next.
Individual strategy reviews
Trading idea
The current rule set remains unchanged: it requires trend alignment, positive short-term momentum and contained volatility before rotating, while exits focus on confirmed downside structure.
Entry: BUY seeks confirmed multi-timeframe momentum before entering a destination asset, with stricter requirements in weak markets and a cooldown to reduce churn.
Ordinary exit: SELL is designed to identify sustained deterioration in the currently held asset, allowing rotation even without a fixed profit target.
Protection: The optional protection is intended as a profit-peak guard, not a routine loss-cut rule, and only one current Plan has it enabled.
Measured outcomes and interpretation
The headline contrast is constructive unit growth but weak portfolio value. The strategy recorded 11.11% convert increase over thirty days and 9.02% over ninety days, yet portfolio profit was -2.13% and -2.47% over the same windows. The seven-day result was worse, with only one win against five losses, a 0.01 profit factor and -7.82% portfolio profit. Current execution evidence showed six switches across four Plans and 1.05% convert increase, but the one paired switch sample was not enough to validate destination selection: the target beat the source after fifteen minutes but lagged after sixty and one hundred eighty minutes. This supports retention rather than a fresh refinement.
A sideways-heavy crypto market and weaker weekly performance in BTC, ETH and SOL likely reduced the benefit of relative momentum rotation. The strategy’s positive unit growth suggests some accumulation discipline, but weak fiat performance shows that rotations did not offset the broader pullback.
- Positive convert increase did not translate into positive fiat portfolio performance.
- The current week had a very weak win rate and profit factor.
- Paired switch evidence was too small to confirm destination quality.
- The prior StopLoss hypothesis has not yet been stress-tested.
Adaptive change and expected behavior
Existing rules were retained because current observations were insufficient to support another refinement after the prior StopLoss change.
The next review should expect unit growth to remain the primary success measure, but should require better target-versus-source performance over sixty and one hundred eighty minutes before treating rotations as improved.
Follow-up and next measurement
The previous expectation was that the revised StopLoss would reduce quick recovery after StopLoss exits while preserving positive convert increase. That remains unresolved because the current active-revision evidence recorded no StopLoss exits, while the strategy did preserve positive 30-day and 90-day convert increase; next, measure at least ten StopLoss exits or ten confirmed switches before judging the change.
Trading idea
The adopted refinement tightens BUY quality and adjusts SELL in two directions: more patience for profit-taking, but earlier action when a losing position shows confirmed breakdown.
Entry: BUY targets trusted assets in non-bear conditions after trend, momentum and volatility confirmation, with cooldowns to avoid immediate re-entry churn.
Ordinary exit: SELL protects profitable positions after peak pullbacks and includes confirmed-loss exits when deterioration becomes meaningful.
Protection: STOPLOSS remains a separate loss-protection layer with a deep-loss threshold and confirmed breakdown requirements; it was not changed in this review.
Measured outcomes and interpretation
Current aggregate results improved from the previous review’s weak short-term tone but remained modest in portfolio terms. The strategy delivered 0.93% portfolio profit over seven days, 0.85% over thirty days and 0.30% over ninety days. Profit factor was 1.63 over seven days, 1.08 over thirty days and 1.03 over ninety days, showing that realized gains only slightly exceeded realized losses in the longer windows. BUY/SELL Plans drove nearly all activity, with 586 trades in the thirty-day BUY/SELL cohort and a 1.07 profit factor. A small CONVERT Plan performed well in percentage terms, but its balance was tiny and should not dominate interpretation. The active evidence still showed a material bad-buy rate and early-exit behavior, supporting a fresh refinement rather than a conclusion that the strategy is fixed.
The sideways crypto setting suited a trusted-asset recovery concept better than a pure breakout system, but weak weekly momentum still made entries vulnerable to quick reversals. Modest positive portfolio performance is encouraging, yet outperformance versus holding varied by Plan and cannot be assumed from profit factor alone.
- Longer-window profit factor is only slightly above breakeven.
- Bad-buy evidence remained material in the active revision.
- Several exits still appeared premature or loss-heavy.
- The small CONVERT cohort is not representative of the main strategy outcome.
Adaptive change and expected behavior
A new refinement was adopted because BUY evidence showed too many weak entries and SELL evidence showed both premature profit exits and oversized negative exits.
The refinement should reduce bad buys and improve gain/loss magnitude, but it may reduce trade count and miss some recoveries if the stricter BUY filters are too selective.
Follow-up and next measurement
The previous expectation was that the SELL change would improve gain/loss magnitude and profit factor without reducing trade count below a usable level. The current active revision had forty-three events over about seven days, below the stated two-week or one-hundred-event threshold, so the hypothesis remains unresolved; next, compare profit factor, mean win, mean loss and Buy & Hold excess after the new BUY and SELL tightening has enough post-activation events.
Trading idea
Only the protective layer changed; BUY and SELL were left intact because the strongest evidence came from enabled CONVERT stop-loss exits, not from normal entries or exits.
Entry: BUY remains broad and opportunistic, allowing bull, sideways and selective rebound entries when short-term momentum turns positive.
Ordinary exit: SELL remains unchanged and focuses on profitable pullbacks or momentum deterioration, but there were no normal SELL exits to judge in the current active evidence.
Protection: The adopted STOPLOSS refinement gives more room to profit-peak and loss branches while retaining severe-loss and confirmed-breakdown protections.
Measured outcomes and interpretation
The current performance split is unusually sharp. In the active CONVERT Plan, thirty-day convert increase was 92.22%, yet the same thirty-day portfolio profit was -6.76%, and the seven-day portfolio result was -11.98%. Realized thirty-day profit factor was below one at 0.87, and the seven-day profit factor was only 0.11. The ninety-day aggregate was also negative in portfolio terms at -13.34%. This does not mean the rotation objective failed outright, because unit accumulation can matter if relative prices later recover, but it does show substantial mark-to-market risk. The decisive observation was the StopLoss cohort: thirteen stop exits, many recovering quickly and many near subsequent lows, indicating that protection was often triggered into recoverable weakness.
A broad weekly crypto pullback magnified the difference between unit growth and fiat value. The strategy’s wider entry coverage can help in rebounds, but in a sideways-to-weak market it also exposes the Plan to repeated pullbacks and protective exits.
- High convert increase coincided with negative fiat portfolio performance.
- StopLoss exits frequently recovered within minutes.
- The current sample lacks normal SELL exits, limiting SELL assessment.
- Large mark-to-market drawdown remains despite unit accumulation.
Adaptive change and expected behavior
A STOPLOSS-only refinement was adopted because stop-loss-enabled CONVERT evidence showed repeated wick-driven exits while BUY-formula evidence was not the primary weakness.
The new protection should reduce quick-recovery stop exits, but it accepts greater tolerated drawdown and must be checked for missed emergency exits.
Follow-up and next measurement
The previous expectation was that the StopLoss change would reduce wick-driven exits without removing emergency protection. The current evidence met the stop-loss sample requirement with thirteen exits, but 76.92% were still early and 76.92% recovered within five minutes, so the prior change was not sufficiently supported; next, measure whether the new deeper and more confirmed StopLoss reduces five-minute recovery while preserving adverse-move protection.
Trading idea
The current formula set remains in effect; no new refinement was adopted despite the weak week, because evidence was mixed across horizons.
Entry: BUY avoids bear-regime entries and requires trend efficiency, EMA alignment, positive momentum, RSI confirmation and contained volatility.
Ordinary exit: SELL waits for at least modest profit before using profit-drawdown exits, with additional deterioration exits when momentum weakens.
Protection: STOPLOSS remains active in one Plan and is designed to require a meaningful open loss plus stronger breakdown confirmation.
Measured outcomes and interpretation
The seven-day window was poor: portfolio profit was -7.94%, profit factor was 0.22 and realized result was -30.78. Longer windows soften but do not eliminate the concern. The thirty-day profit factor was 1.14 with a positive realized result, while portfolio profit was still -0.92%. The ninety-day profit factor was 1.02 and portfolio profit was -1.55%. This combination suggests many small wins but insufficient compensation for larger losses. Execution analysis supports that view: mean winning return was about 1.29%, while mean losing return was about -5.15%. The strategy’s selectivity did not prevent significant downside during the week, but a structural rewrite was not adopted because broader realized evidence remained near breakeven rather than conclusively broken.
The sideways and weakening crypto market worked against trend continuation. A selective strategy should, in theory, reduce low-quality exposure, but current losses show that trend filters alone did not prevent drawdown when reversals accelerated.
- Mean losing trades were much larger than mean winners.
- The seven-day portfolio drawdown was severe.
- Longer-window profit factor was only marginally positive.
- StopLoss protection may still crystallize large losses.
Adaptive change and expected behavior
Existing rules were retained; the current evidence raised risk concerns but did not establish a clean, evidence-backed refinement.
The next review should focus on loss magnitude, downside capture and whether StopLoss exits reduce later damage rather than merely recording negative exits.
Follow-up and next measurement
The earlier StopLoss confirmation expectation is now partly assessable: the current evidence exceeds the ten-exit threshold and quick recovery after StopLoss exits is lower than in the previous review, but the negative-exit rate remains very high. The hypothesis is therefore only partially supported; next, measure whether protection reduces future drawdown without continuing to crystallize disproportionately large losses.
Trading idea
The adopted refinement changed SELL and STOPLOSS only; BUY was preserved because bad-buy evidence was low relative to exit-quality problems.
Entry: BUY remains regime-aware and selective, requiring daily and intraday confirmation rather than reacting to every short-term bounce.
Ordinary exit: SELL was refined to require stronger deterioration or a larger retained profit before closing, aiming to reduce exits on normal swing noise.
Protection: STOPLOSS was widened and made more confirmation-dependent, while preserving severe decline and high-volatility emergency branches.
Measured outcomes and interpretation
The current aggregate numbers are superficially strong but require caution. Profit factor was 2.91 over seven days and 2.95 over thirty and ninety days, with realized gains exceeding realized losses by about 20.00 over the thirty-day view. Portfolio profit, however, was only 0.50% over seven days and 0.23% over the longer current windows. The BUY/SELL execution evidence showed mean winning return of about 2.02% and mean losing return of about -0.71%, which is healthy, but exit diagnostics still flagged premature exits, especially in protected Plans. Because no broad equity-market benchmark is supplied, the best comparison is Plan-level Buy & Hold data, where individual Plans showed mixed excess. The refinement therefore targets exit quality rather than entry design.
No separate stock-market regime context is supplied, so crypto weakness should not be used to explain these stock results. Plan-level Buy & Hold comparisons show that realized trade quality was better than portfolio value capture, suggesting execution timing mattered more than broad market interpretation in this review.
- Portfolio gain was small despite strong profit factor.
- StopLoss and SELL exits still showed premature-exit behavior.
- Buy & Hold excess varied by Plan and was not uniformly positive.
- The current evidence covers only a short live period for the latest refinement.
Adaptive change and expected behavior
SELL and STOPLOSS were refined because exits, not entries, were the main measured weakness after the prior change.
The new rules should allow more swing participation, but they may tolerate deeper interim drawdowns and must be judged against Buy & Hold excess, not profit factor alone.
Follow-up and next measurement
The previous expectation was that more patient SELL and STOPLOSS behavior would reduce premature exits. The current active sample had seventy-nine events, exceeding the stated event threshold, but evidence was mixed: realized profit factor was strong, while stop-loss and sell early-exit rates remained elevated. The expectation is not yet fully supported, so the next review should compare post-refinement exit recovery, portfolio profit and Buy & Hold excess.
Trading idea
The adopted refinement tightened entry quality and loss-exit confirmation without changing the separate protective StopLoss rule.
Entry: BUY is intended to adapt to bull, sideways and bear-rebound regimes, but now requires stronger trend alignment, longer cooldowns and cleaner short-term momentum.
Ordinary exit: SELL was adjusted to preserve the profit-trail concept while acting earlier on confirmed failed breakdowns to reduce repeated large losses.
Protection: STOPLOSS remains unchanged because the observed Plan had protection disabled and no enabled StopLoss evidence was available.
Measured outcomes and interpretation
The current results were poor. Portfolio profit was -10.75% over seven days and -8.27% over thirty and ninety days. Profit factor was 0.18 over seven days and 0.53 over the longer current windows, with only 25.81% win rate over thirty days. The active disabled-protection cohort had sixteen sell exits, with a 62.50% early-exit rate and 81.25% negative-exit rate. Mean winning return was around 3.27%, but mean losing return was about -4.02%, so the strategy was not capturing enough upside to compensate for failed entries and heavy losses. Buy & Hold excess was negative in the thirty-day Plan view, confirming that the issue is not merely low win rate but weak relative performance.
The sideways-to-weak crypto environment exposed the strategy’s attempt to capture trends across regimes. In this week’s market, stricter confirmation was needed because looser participation produced losses without enough upside capture.
- Seven-day and thirty-day portfolio returns were strongly negative.
- Bad-buy and negative-exit evidence remained material.
- Loss magnitude exceeded winning-trade magnitude.
- No enabled StopLoss evidence was available for protection assessment.
Adaptive change and expected behavior
BUY and SELL were refined because the active evidence showed poor entry quality, repeated negative exits and insufficient Buy & Hold excess; STOPLOSS was unchanged due to lack of enabled-plan evidence.
The stricter BUY should reduce weak entries, while the revised SELL should reduce large failed-position losses; the cost may be fewer trades and missed early reversals.
Follow-up and next measurement
The previous expectation was that stricter BUY and more patient SELL would improve Buy & Hold excess if upside participation improved. The stated threshold was one hundred events or two full weeks; the current active revision had thirty-four events over about seven days, so the hypothesis remains unresolved, although the interim evidence was adverse. Next, measure bad-buy rate, upside capture, negative-exit rate and Buy & Hold excess after the new refinement has enough events.
Optional technical reference
Exact trading rules and indicator definitions
Indicator reference: from market concepts to formulas
Formulas combine indicator comparisons and position state into trading rules. AND requires all conditions in its branch; OR allows alternative branches. Read parentheses, comparison operators and units together. A condition describes eligibility, not proof of execution or future profit.
Timeframes below describe calculator inputs; they are distinct from the 7, 30 and 90 day performance windows. Timeframe-prefixed tokens are grouped by indicator; use the listed prefix plus the indicator name in formulas (for example, 1m-RSI). Similar indicators on different timeframes can confirm or contradict each other. Position and market-state fields are included alongside technical indicators.
Strategy version 1
BUY
((MarketRegime-1d != bear AND 5m-TrendEfficiency-24 >= 36 AND TrendStrength-1d >= 48 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-RSI >= 51 AND 5m-RSI <= 70 AND 1m-2 > 0.06 AND 1m-10 > 0.26 AND 1m-20 > 0.48) OR (MarketRegime-1d = bear AND 5m-TrendEfficiency-24 >= 42 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI >= 48 AND 5m-RSI <= 62 AND 1m-2 > 0.12 AND 1m-10 > 0.38 AND 1m-20 > 0.65) OR (TradeCount = 0 AND 5m-TrendEfficiency-24 >= 28 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI >= 48 AND 5m-RSI <= 68 AND 1m-2 > 0.06 AND 1m-10 > 0.20 AND 1m-20 > 0.34)) AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.55 AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 45)
SELL
((5m-TrendEfficiency-24 >= 34 AND CurrentPrice < 5m-EMA-20 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.10 AND 1m-10 < -0.32 AND 1m-20 < -0.55) OR (CurrentPrice < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-RSI-trend = sell AND 5m-RSI < 45 AND 5m-MACD-hist < 0 AND 1m-10 < -0.25) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.20 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.35 AND 1m-10 < -0.70 AND 5m-MACD-hist < 0))
STOPLOSS
(ProfitSinceBuyPct > 1.50 AND DrawdownFromHighPct > 1.70 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI < 42 AND 1m-10 < -0.55) OR (ProfitSinceBuyPct > 0.40 AND DrawdownFromHighPct > 3.80 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND (1m-20 < -1.10 OR (CurrentPrice < 5m-EMA-50 AND 5m-RSI < 40)))
Strategy version 1
BUY
(TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 180) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 180) AND MarketRegime-1d != bear AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.25 AND (((LastSellPrice != null AND CurrentPrice <= LastSellPrice * 99.5%) AND 5m-TrendEfficiency-24 >= 42 AND TrendStrength-1d >= 52 AND 5m-RSI >= 51 AND 5m-RSI <= 62 AND 1m-2 > 0.14 AND 1m-10 > 0.42 AND 1m-20 > 0.78) OR ((LastSellPrice = null OR CurrentPrice > LastSellPrice * 99.5%) AND 5m-TrendEfficiency-24 >= 46 AND TrendStrength-1d >= 56 AND 5m-RSI >= 55 AND 5m-RSI <= 66 AND 1m-2 > 0.18 AND 1m-10 > 0.50 AND 1m-20 > 0.90))
SELL
((ProfitSinceBuyPct >= 1.25 AND CurrentPrice < 5m-EMA-20 AND ((5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.25 AND DrawdownFromHighPct > 1.05) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.25 AND 5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 1.45) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 2.05)) AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND (5m-RSI-trend = sell OR CurrentPrice < 5m-EMA-50)) OR (ProfitSinceBuyPct <= -2.25 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-2 < -0.25 AND 1m-10 < -0.65 AND 1m-20 < -1.05 AND (MarketRegime-1d = bear OR CurrentPrice < 1d-EMA-50 OR 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.70)) OR (5m-TrendEfficiency-24 >= 42 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-2 < -0.20 AND 1m-10 < -0.55 AND 1m-20 < -0.90) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-BB-lower AND 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.80 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.65))
STOPLOSS
ProfitSinceBuyPct <= -3.0 AND (CurrentPrice <= LastBuyPrice * 95.0% OR (ProfitSinceBuyPct <= -3.25 AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-2 < -0.50 AND 1m-10 < -1.00 AND 1m-20 < -1.50) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 3.00 AND CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.70 AND 1m-10 < -1.30 AND 1m-20 < -1.85))
Strategy version 1
BUY
(LastSellPrice = null OR CurrentPrice <= LastSellPrice * 1.003 OR TimeSinceLastSellMin > 360) AND (5m-TrendEfficiency-24 >= 35 AND ((action = buy AND ((TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 90) OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 68 AND 1m-10 > 0.65 AND 1m-20 > 1.05 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0)) AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.35% OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 70 AND 1m-10 > 0.75 AND 1m-20 > 1.20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100)) AND ((MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 56 AND CurrentPrice > 1d-EMA-50 AND 1d-MACD-hist > -0.05 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.08 AND 1m-10 > 0.24 AND 1m-20 > 0.03 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 50 AND 5m-RSI < 67 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.35) OR (MarketRegime-1d = sideways AND 5m-TrendEfficiency-24 >= 40 AND TrendStrength-1d >= 38 AND TrendStrength-1d <= 58 AND CurrentPrice > 1d-BB-middle AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 >= 5m-EMA-50 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > -0.05 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 49 AND 5m-RSI < 63 AND CurrentPrice < 5m-BB-upper) OR (MarketRegime-1d = bear AND TrendStrength-1d <= 30 AND 1d-RSI < 34 AND CurrentPrice > 1d-BB-lower AND CurrentPrice > 5m-EMA-20 AND 1m-2 > 0.10 AND 1m-10 > 0.32 AND 1m-20 > 0.10 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 47 AND 5m-RSI < 57)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120)) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 45 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.10 AND 1m-10 > 0.45 AND 1m-20 > 0.90 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 55 AND 5m-RSI <= 74 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.50 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120))) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 42 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 1m-2 > 0.08 AND 1m-10 > 0.30 AND 1m-20 > 0.65 AND 5m-RSI >= 53 AND 5m-RSI <= 78 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.65 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 90)))
SELL
action = sell AND ProfitSinceBuyPct > 0.35 AND (((ProfitSinceBuyPct > 0.65 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct > 1.35 AND DrawdownFromHighPct > 0.34) OR (ProfitSinceBuyPct > 2.75 AND DrawdownFromHighPct > 0.26)) OR (5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.18 AND DrawdownFromHighPct > 0.20) OR (CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.25) OR (5m-RSI > 78 AND DrawdownFromHighPct > 0.35))
STOPLOSS
(ProfitSinceBuyPct <= -2.5 AND ((CurrentPrice < LastBuyPrice * 94.4%) OR (CurrentPrice < LastBuyPrice * 95.2% AND 1m-10 < -0.60 AND 1m-20 < -0.90 AND 5m-MACD-hist < 0 AND (CurrentPrice < 5m-EMA-100 OR CurrentPrice < 5m-BB-lower)) OR (MarketRegime-1d = bear AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 1m-2 < -0.55 AND 1m-10 < -1.00 AND 1m-20 < -1.50 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.90 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.70 AND 1m-10 < -1.20 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0))) OR (ProfitSinceBuyPct > 0.5 AND DrawdownFromHighPct > 1.70 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0 AND 1m-10 < -0.30 AND CurrentPrice < 5m-EMA-50)
Strategy version 1
BUY
(LastSellPrice = null OR CurrentPrice <= LastSellPrice * 1.003 OR TimeSinceLastSellMin > 360) AND MarketRegime-1d != bear AND 5m-TrendEfficiency-24 >= 36 AND TrendStrength-1d >= 48 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.35 AND 5m-RSI >= 53 AND 5m-RSI <= 68 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 60) AND ((action = buy AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 60) AND 1m-2 > 0.08 AND 1m-10 > 0.28 AND 1m-20 > 0.20 AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.55% OR (TrendStrength-1d >= 68 AND 1m-20 > 0.95))) OR (TrendStrength-1d >= 56 AND 5m-EMA-50 > 5m-EMA-100 AND 1m-2 > 0.10 AND 1m-10 > 0.42 AND 1m-20 > 0.82 AND 5m-RSI <= 66))
SELL
action = sell AND ProfitSinceBuyPct >= 0.65 AND (((ProfitSinceBuyPct >= 0.65 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct >= 1.20 AND DrawdownFromHighPct > 0.38) OR (ProfitSinceBuyPct >= 2.20 AND DrawdownFromHighPct > 0.30)) OR (5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.12) OR (CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.18) OR (5m-RSI > 74 AND DrawdownFromHighPct > 0.28))
STOPLOSS
(ProfitSinceBuyPct <= -2.5 AND (((CurrentPrice < LastBuyPrice * 95.2%) AND ((CurrentPrice < LastBuyPrice * 94.6%) OR (1m-2 < -0.45 AND 1m-10 < -0.80 AND 1m-20 < -1.10 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0))) OR (MarketRegime-1d = bear AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 1m-2 < -0.50 AND 1m-10 < -0.90 AND 1m-20 < -1.40 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.80 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.65 AND 1m-10 < -1.10 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0))) OR (ProfitSinceBuyPct > 0.5 AND DrawdownFromHighPct > 1.25 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0)
Strategy version 1
BUY
action = buy AND ((MarketRegime-1d = bull AND TrendStrength-1d >= 68 AND CurrentPrice > 1d-EMA-20 AND 1d-EMA-20 > 1d-EMA-50 AND CurrentPrice > 1d-EMA-50 AND 1d-MACD-hist > 0 AND 1d-RSI-trend = buy AND 1d-RSI > 52 AND 1d-RSI < 66 AND 1d-NATR-Wilder-14 < 7.5 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI > 54 AND 5m-RSI < 66 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.12) OR (MarketRegime-1d = sideways AND TrendStrength-1d >= 35 AND TrendStrength-1d <= 46 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 1d-BB-middle AND CurrentPrice < 1d-BB-upper AND 1d-RSI >= 47 AND 1d-RSI <= 57 AND 1d-RSI-trend = buy AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 7.0 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI > 52 AND 5m-RSI < 62 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.08) OR (MarketRegime-1d = bear AND TrendStrength-1d <= 24 AND 1d-RSI < 25 AND 1d-RSI-trend = buy AND CurrentPrice > 1d-BB-lower AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 6.5 AND CurrentPrice > 5m-EMA-50 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI > 48 AND 5m-RSI < 56 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.05)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 1440)
SELL
((action = sell AND (5m-MACD-hist < 0 OR 1d-RSI > 74 OR CurrentPrice > 1d-BB-upper)) OR (5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND CurrentPrice < 5m-EMA-50)) AND ((CurrentPrice > LastBuyPrice * 102.4% AND (DrawdownFromHighPct > 5m-NATR-Wilder-14 * 2.4 OR (CurrentPrice < 5m-EMA-50 AND 5m-RSI < 50) OR 1d-RSI > 76)) OR (MarketRegime-1d = bull AND (((TrendStrength-1d < 48 AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0) OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.75 AND 5m-RSI < 52 AND 5m-MACD-hist < 0)) AND CurrentPrice > LastBuyPrice * 100.6%)) OR (MarketRegime-1d = sideways AND ((TrendStrength-1d < 26 AND 1d-MACD-hist < 0) OR (CurrentPrice > 1d-BB-upper AND 1d-RSI > 74) OR (CurrentPrice < 1d-BB-middle AND 1d-MACD-hist < 0 AND 5m-RSI < 48) OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.85 AND 5m-MACD-hist < 0)) AND CurrentPrice > LastBuyPrice * 99.8%) OR (MarketRegime-1d = bear AND (TrendStrength-1d > 42 OR CurrentPrice < 1d-BB-lower OR 1d-RSI > 48 OR 1d-MACD-hist < -0.08 OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.55) AND CurrentPrice > LastBuyPrice * 98.8%))
STOPLOSS
(1d-NATR-Wilder-14 > 13.5 AND 1d-MACD-hist < -0.02 AND 5m-MACD-hist < 0) OR CurrentPrice < LastBuyPrice * 96.2% OR (CurrentPrice < LastBuyPrice * 97.2% AND 1d-MACD-hist < 0 AND 5m-MACD-hist < 0 AND 5m-RSI < 42) OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 2.45 AND 5m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 5m-RSI < 45 AND CurrentPrice < 5m-EMA-50) OR (CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 5m-RSI < 44 AND DrawdownFromHighPct > 5m-NATR-Wilder-14 * 2.8) OR (MarketRegime-1d = bear AND CurrentPrice < LastBuyPrice * 97.4% AND 1d-MACD-hist < 0 AND 5m-MACD-hist < 0 AND 5m-RSI < 46)
Strategy version 1
BUY
(TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 120) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 90) AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 1m-RSI-trend = buy AND 1m-RSI >= 54 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.30 AND ((MarketRegime-1d = bull AND CurrentPrice > 1d-EMA-20 AND CurrentPrice > 1d-EMA-50 AND TrendStrength-1d >= 55 AND 5m-TrendEfficiency-24 >= 40 AND 5m-RSI >= 52 AND 5m-RSI <= 66 AND 1d-MACD-hist > 0 AND 1d-RSI-trend = buy AND 1m-2 > 0.10 AND 1m-10 > 0.35 AND 1m-20 > 0.70) OR (MarketRegime-1d = sideways AND market-action = buy AND CurrentPrice > 1d-EMA-20 AND CurrentPrice > 1d-BB-middle AND TrendStrength-1d >= 45 AND 5m-TrendEfficiency-24 >= 48 AND 5m-RSI >= 53 AND 5m-RSI <= 63 AND 1m-2 > 0.14 AND 1m-10 > 0.45 AND 1m-20 > 0.85 AND CurrentPrice < 5m-BB-upper) OR (MarketRegime-1d = bear AND market-action = buy AND TrendStrength-1d <= 30 AND 1d-RSI <= 34 AND 1d-RSI-trend = buy AND CurrentPrice > 1d-BB-lower AND CurrentPrice > 5m-EMA-100 AND 5m-TrendEfficiency-24 >= 55 AND 5m-RSI >= 55 AND 5m-RSI <= 61 AND 1m-2 > 0.20 AND 1m-10 > 0.65 AND 1m-20 > 1.20))
SELL
((MarketRegime-1d = bull AND ProfitSinceBuyPct >= 2.20 AND DrawdownFromHighPct > 1.60 AND CurrentPrice < 5m-EMA-20 AND 5m-MACD-hist < 0 AND (1m-MACD-hist < 0 OR 1m-10 < -0.20)) OR (MarketRegime-1d = sideways AND ProfitSinceBuyPct >= 1.40 AND DrawdownFromHighPct > 1.10 AND CurrentPrice < 5m-EMA-20 AND 5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND (1m-MACD-hist < 0 OR 1m-10 < -0.25)) OR (MarketRegime-1d = bear AND ProfitSinceBuyPct >= 0.90 AND DrawdownFromHighPct > 0.90 AND CurrentPrice < 5m-EMA-20 AND 5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (ProfitSinceBuyPct <= -1.60 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-RSI < 45 AND 5m-RSI-trend = sell AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-20 < -0.90) OR (ProfitSinceBuyPct <= -2.60 AND CurrentPrice < 5m-EMA-100 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.60) OR (ProfitSinceBuyPct <= -3.40 AND CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.60) OR (ProfitSinceBuyPct <= -4.20 AND CurrentPrice < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0))
STOPLOSS
ProfitSinceBuyPct <= -4.50 OR (ProfitSinceBuyPct <= -2.50 AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.65)