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 rules still emphasize trend alignment, positive short-term momentum and contained volatility before rotation, while exits focus on confirmed downside structure.
Entry: BUY seeks multi-timeframe relative momentum before rotating into a destination asset, with stricter conditions in weak markets and a cooldown to reduce churn.
Ordinary exit: SELL looks for sustained deterioration in the current holding rather than requiring a fixed cash profit, which fits a rotation objective.
Protection: The optional stop is a profit-peak guard, not a routine loss-cut rule, and only one current Plan had it enabled.
Measured outcomes and interpretation
The strategy’s strongest evidence remains unit accumulation rather than fiat profit. Over thirty days, it produced 6.80% convert increase but -8.21% portfolio profit; over ninety days, convert increase was 9.14% while portfolio profit was -6.59%. The seven-day window was also negative in portfolio terms at -5.05%, although realized closed trades were positive and profit factor was above two. Active CONVERT evidence showed ten switches across five Plans, with median plan convert increase of about 0.64%. However, only two complete paired switch samples were available, and target-versus-source performance lagged at sixty minutes. That means the unit-growth result is real in the supplied data, but the mechanism is not yet fully validated.
The sideways-heavy crypto universe limited the benefit of momentum rotation. The strategy accumulated units during a falling cash-value period, which can be useful if relative prices later recover, but current data do not prove that recovery.
- Positive convert increase did not translate into positive portfolio value.
- Paired switch evidence was too small to confirm destination quality.
- The prior StopLoss hypothesis remains untested because no stop-loss exits occurred.
- One recent Plan-level outlier showed severe negative portfolio performance.
Adaptive change and expected behavior
A SELL-only refinement was adopted because the limited normal switch evidence suggested some exits were early relative to the source asset, while BUY and STOPLOSS lacked enough adverse evidence for another change.
The revised SELL should require stronger downside persistence before rotation, reducing premature source exits. The risk is slower escape from genuinely weakening assets, so future review should compare sixty- and one-hundred-eighty-minute target-minus-source returns.
Follow-up and next measurement
The earlier expectation was that the revised profit-peak protection would reduce quick-recovery stop exits while preserving positive convert increase. The current active evidence recorded no stop-loss exits and only limited confirmed post-switch comparison, so that expectation remains unresolved; next, measure at least ten stop-loss exits or a larger confirmed switch set, whichever comes later.
Trading idea
The adopted refinement adds higher-timeframe confirmation to entries and adjusts SELL to cut persistent losers earlier while keeping profit exits patient.
Entry: BUY targets trusted assets in non-bear conditions only after trend, momentum and volatility confirmation, with cooldowns to avoid immediate re-entry churn.
Ordinary exit: SELL protects profitable peaks but also includes confirmed-loss exits when deterioration becomes meaningful.
Protection: STOPLOSS remains a separate deep-loss and confirmed-breakdown protection layer; it was not changed in this review.
Measured outcomes and interpretation
The aggregate figures were modest. Seven-day portfolio profit was -0.40%, thirty-day portfolio profit was 0.20%, and ninety-day portfolio profit was -0.08%. Profit factor was 0.21 over seven days, 1.03 over thirty days and nearly flat at 1.00 over ninety days, so longer-window gains only barely offset losses. The BUY/SELL cohort dominated capital and activity: it had 406 trades over thirty days with 1.02 profit factor and 0.16% portfolio profit. The one small CONVERT Plan was strong in percentage terms, with 23.22% thirty-day convert increase and 19.40% portfolio profit, but its balance was tiny and cannot drive the main conclusion. Active evidence showed five buys with four bad-buy observations and much larger losing returns than winning returns, supporting a measured refinement.
A sideways crypto market favored selective recovery entries only when daily context was strong. The recent pullback made intraday bounces unreliable, which is why higher-timeframe confirmation is now more important.
- Longer-window profit factor was close to breakeven.
- Recent active BUY evidence showed too many weak entries.
- Mean losing outcomes were much larger than wins in active evidence.
- The small CONVERT cohort is not representative of the main strategy.
Adaptive change and expected behavior
A refinement was adopted because active evidence showed bad entries and loss magnitude, while stop-loss evidence was absent for the current target revision.
The new BUY filter should reduce short-lived bounce entries, while the adjusted loss branch should reduce outsized losers. The trade-off is fewer entries and possible missed recovery moves.
Follow-up and next measurement
The prior expectation was that BUY tightening and SELL adjustment would improve gain/loss magnitude without reducing trade count below a useful level. The current active revision had sixteen recent events and about one week of age, below the stated one-hundred-event or two-week review threshold, so the expectation remains unresolved; next, compare bad-buy rate, profit factor, mean loss and Buy & Hold excess after a larger sample.
Trading idea
Only the protective layer changed because the strongest evidence came from enabled CONVERT stop exits rather than ordinary BUY or SELL signals.
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; normal SELL evidence was absent in the active sample.
Protection: The adopted STOPLOSS refinement gives more room to ordinary loss and profit-peak branches while retaining severe-loss and market-breakdown protection.
Measured outcomes and interpretation
This strategy has the sharpest split between unit accumulation and fiat value. The active CONVERT Plan recorded 91.20% ninety-day convert increase, and the aggregate ninety-day convert increase was 21.79%, but portfolio profit was -14.55% over ninety days and -20.86% over thirty days. The seven-day portfolio result was -10.16%, with profit factor only 0.21. The active CONVERT event sample included twelve switches and eighteen stop-loss exits. Paired switch evidence was almost unavailable, and the one paired target-versus-source comparison lagged across fifteen, sixty and one-hundred-eighty minutes. The conclusion is not that unit growth is worthless; rather, the strategy is taking substantial mark-to-market risk while accumulating units, and stop-loss behavior may be worsening realized outcomes.
The broad entry design can work in rebounds, but a sideways-to-weak crypto market creates repeated pullbacks. That setting exposed the stop-loss layer to whipsaws and made cash performance poor despite unit growth.
- Large convert increase coincided with negative cash portfolio performance.
- StopLoss exits frequently recovered above the exit soon after triggering.
- Rotation-quality attribution is weak because paired switch evidence is scarce.
- Results are heavily concentrated in one active CONVERT Plan.
Adaptive change and expected behavior
A STOPLOSS-only refinement was adopted because enabled CONVERT protection showed repeated recovery after exits, while BUY-formula true entries did not show the primary weakness and normal SELL evidence was absent.
The new stop should reduce quick-recovery exits and exit-near-low behavior, but it accepts larger tolerated drawdown before protection triggers.
Follow-up and next measurement
The previous expectation was that a STOPLOSS change would reduce wick-driven exits without removing emergency protection. The current evidence still showed eighteen enabled stop-loss exits with high early-exit and quick-recovery behavior, so the prior improvement was not sufficiently demonstrated; next, test the new deeper and more confirmed STOPLOSS against at least ten fresh stop exits.
Trading idea
The refinement tightened entry quality, widened profit-exit tolerance and added protection against sustained losses, aiming to improve the loss profile without abandoning the selective momentum idea.
Entry: BUY avoids bear-regime entries and requires stronger trend efficiency, daily trend support, EMA alignment, positive momentum and contained volatility.
Ordinary exit: SELL was made more patient so ordinary profitable exits require greater drawdown or stronger deterioration before closing.
Protection: STOPLOSS keeps hard and emergency branches but now adds a confirmed-breakdown branch intended to reduce oversized losses earlier.
Measured outcomes and interpretation
The current windows deteriorated sharply. Seven-day portfolio profit was -8.11% with a 0.34 profit factor. Thirty-day portfolio profit was -18.01% with a 0.66 profit factor despite a 72.10% win rate, showing that average losses overwhelmed many small wins. Ninety-day profit factor was near breakeven at 0.98, but portfolio profit remained -9.53%. Active execution evidence was large enough to matter: 391 BUY/SELL events, a 23.96% bad-buy rate, and mean losing return around four times larger than mean winning return. Stop-loss exits were mostly negative, while ordinary sells often looked early. That combination supports a broader refinement rather than another wait-and-see review.
A weak, sideways crypto week exposed the cost of entering choppy trends and exiting winners too soon. A selective design should reduce this, but the current sample shows selectivity alone was insufficient.
- Mean losses were far larger than mean wins.
- High win rate failed to produce positive portfolio performance.
- Bad-buy evidence remained material.
- StopLoss exits had a very high negative-exit share.
Adaptive change and expected behavior
A larger refinement was adopted because the active sample was large and the same weakness appeared in bad buys, premature sells and oversized losses.
The new rules should reduce weak entries and avoid selling ordinary pullbacks too quickly, while the added breakdown branch should reduce large losers. The risk is fewer opportunities and slower participation in fast rebounds.
Follow-up and next measurement
The prior expectation was that retained rules would remain acceptable only if loss magnitude improved relative to wins. Current evidence contradicted that condition: active data showed mean winning return near 1.23% versus mean losing return near -5.00%, with weak seven- and thirty-day portfolio performance. The expectation is therefore not supported, and the next review should test whether the new refinement narrows that gain/loss gap.
Trading idea
No new refinement was adopted this review; the prior SELL and STOPLOSS changes remain the active trading rules.
Entry: BUY remains regime-aware and selective, requiring daily and intraday confirmation rather than reacting to every short-term bounce.
Ordinary exit: SELL seeks to let stock swing positions run until stronger deterioration or a larger retained profit condition appears.
Protection: STOPLOSS is wider than the original protection and requires stronger confirmation, while preserving severe decline and high-volatility emergency exits.
Measured outcomes and interpretation
The strategy’s realized trade quality was still notable. Seven-day profit factor was 0.80, but thirty- and ninety-day profit factor were 2.01, with realized gains of 36.67 against realized losses of 18.26. Portfolio profit, however, was -0.62% over both thirty and ninety days and -0.84% over seven days. The difference implies that open position marks and timing still matter more than the closed-trade ledger alone. Active evidence included sixty-four BUY/SELL events, with low bad-buy evidence but many stop-loss exits in the enabled cohort. The prior refinement appears to have preserved realized trade quality, but it has not yet translated into clear portfolio outperformance.
No broad stock-market regime data were supplied, so crypto conditions should not be used to explain these results. Plan-level Buy & Hold comparisons show mixed excess, making portfolio capture the relevant next test.
- Portfolio value was slightly negative despite strong longer-window profit factor.
- StopLoss early-exit behavior remained elevated in the enabled cohort.
- Buy & Hold excess varied by Plan.
- The active evidence period is still short for a swing strategy.
Adaptive change and expected behavior
Existing rules were retained this review; the outstanding question is whether the prior exit refinement improves portfolio capture over a longer stock swing sample.
The retained rules should continue to favor fewer, more confirmed exits. Future evidence should show whether this improves Buy & Hold excess without allowing materially larger drawdowns.
Follow-up and next measurement
The earlier expectation was that more patient SELL and STOPLOSS behavior would reduce premature exits without sacrificing realized profit factor. Current evidence exceeded the fifty-event review threshold, but the outcome is mixed: realized profit factor stayed high over thirty days, while portfolio profit remained slightly negative and stop-loss early-exit behavior persisted. The expectation remains only partially supported; next, compare fresh exit recovery and Buy & Hold excess under the retained rules.
Trading idea
The adopted change was STOPLOSS-only: hard protection remains, but softer volatility and drawdown exits now require more confirmation or a larger adverse move.
Entry: BUY seeks aligned multi-day trend opportunities, avoiding extended or risk-off entries and requiring daily structure plus intraday confirmation.
Ordinary exit: SELL protects established gains with regime-aware profit and drawdown rules, and it was left unchanged because normal sell evidence was not the main weakness.
Protection: STOPLOSS was refined to reduce minute-level whipsaw exits while retaining independent hard-loss and daily breakdown protection.
Measured outcomes and interpretation
The strategy’s active CONVERT Plan showed strong longer-window evidence. Ninety-day portfolio profit was 11.66%, convert increase was 99.06%, and profit factor was 1.46. The seven-day window was also positive, with 1.30% portfolio profit and 7.37% convert increase. The thirty-day window was nearly flat in portfolio terms at -0.39%, but still had 80.01% convert increase. Execution evidence included fourteen switches, all confirmed, and twenty-eight stop-loss exits. Target-versus-source evidence was mixed: targets lagged slightly at fifteen and sixty minutes but were positive at one-hundred-eighty minutes. That suggests rotation may need more time to prove useful, while the stop layer may still be too reactive.
Because this is a NASDAQ swing strategy, the supplied crypto market vector should not be treated as explanatory. The Plan’s own Buy & Hold excess was positive over the active CONVERT windows, which is the most relevant available benchmark evidence.
- StopLoss exits were frequent and often recovered after triggering.
- Rotation outperformance was mixed at short horizons.
- Current evidence is concentrated in one active CONVERT Plan.
- The BUY/SELL cohort had too little current activity for meaningful comparison.
Adaptive change and expected behavior
A STOPLOSS-only refinement was adopted because the shared protection layer showed frequent early and quick-recovery exits, while normal sell and buy-formula evidence did not justify changes.
The new stop should reduce whipsaw exits, but may allow deeper interim drawdowns. Success should be judged by stop-loss recovery rates, adverse excursion after non-exits and continued Buy & Hold excess.
Follow-up and next measurement
No earlier supplied research history was available for this strategy in the packet, so comparison with a prior expectation is unavailable. The next review should measure whether the new STOPLOSS rule lowers quick recovery after protective exits while preserving the strategy’s strong ninety-day convert increase and Buy & Hold excess.
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 5m-RSI < 46 AND 1m-2 < -0.12 AND 1m-10 < -0.38 AND 1m-20 < -0.65) OR (CurrentPrice < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-RSI-trend = sell AND 5m-RSI < 43 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.32 AND 1m-20 < -0.50) 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 (1d-RSI-trend = buy OR TrendStrength-1d >= 60) 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 <= -2.00 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-10 < -0.50 AND 1m-20 < -0.85 AND (MarketRegime-1d = bear OR CurrentPrice < 1d-EMA-50 OR 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.50)) 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 OR (TimeSinceLastSellMin > 180 AND TrendStrength-1d >= 64 AND 5m-TrendEfficiency-24 >= 60 AND 1m-20 > 1.40)) AND MarketRegime-1d != bear AND 5m-TrendEfficiency-24 >= 42 AND TrendStrength-1d >= 54 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 * 1.30 AND 5m-RSI >= 54 AND 5m-RSI <= 67 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 75) AND ((action = buy AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 75) AND 1m-2 > 0.12 AND 1m-10 > 0.45 AND 1m-20 > 0.35 AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.30% OR (TrendStrength-1d >= 70 AND 1m-20 > 1.20))) OR (TrendStrength-1d >= 62 AND 5m-EMA-50 > 5m-EMA-100 AND 1m-2 > 0.14 AND 1m-10 > 0.55 AND 1m-20 > 1.05 AND 5m-RSI <= 65))
SELL
action = sell AND ProfitSinceBuyPct >= 0.65 AND (((ProfitSinceBuyPct >= 0.65 AND DrawdownFromHighPct > 0.65 AND (1m-MACD-hist < 0 OR 1m-10 < -0.05)) OR (ProfitSinceBuyPct >= 1.20 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct >= 2.20 AND DrawdownFromHighPct > 0.38)) OR (ProfitSinceBuyPct >= 0.90 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.18) OR (ProfitSinceBuyPct >= 0.90 AND CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.25) OR (ProfitSinceBuyPct >= 1.20 AND 5m-RSI > 74 AND DrawdownFromHighPct > 0.40))
STOPLOSS
(ProfitSinceBuyPct <= -3.2 AND CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.45 AND 1m-20 < -0.70 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0 AND 5m-RSI < 42) OR (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
action = buy AND ((MarketRegime-1d = bull AND TrendStrength-1d >= 63 AND CurrentPrice > 1d-EMA-20 AND 1d-EMA-20 > 1d-EMA-50 AND 1d-EMA-50 > 1d-EMA-100 AND 1d-MACD-hist > 0 AND 1d-RSI >= 51 AND 1d-RSI <= 67 AND 1d-NATR-Wilder-14 < 7.0 AND ((CurrentPrice < 1d-BB-upper AND 1d-RSI <= 63) OR (CurrentPrice >= 1d-BB-upper AND TrendStrength-1d >= 82 AND 1d-RSI >= 58 AND 1d-RSI <= 68 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-RSI >= 56 AND 5m-RSI <= 63)) AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-RSI >= 50 AND 5m-RSI <= 64 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.10) OR (MarketRegime-1d = sideways AND TrendStrength-1d >= 38 AND TrendStrength-1d <= 62 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 1d-BB-middle AND CurrentPrice < 1d-BB-upper AND 1d-RSI >= 47 AND 1d-RSI <= 58 AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 6.2 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 >= 50 AND 5m-RSI <= 60 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.09) OR (MarketRegime-1d = bear AND TrendStrength-1d >= 20 AND TrendStrength-1d <= 36 AND 1d-RSI >= 31 AND 1d-RSI <= 41 AND CurrentPrice > 1d-BB-lower AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 5.6 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 >= 50 AND 5m-RSI <= 56 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.00) OR (TrendStrength-1d >= 70 AND CurrentPrice > 1d-EMA-20 AND 1d-EMA-20 > 1d-EMA-50 AND 1d-EMA-50 > 1d-EMA-100 AND 1d-MACD-hist > 0 AND 1d-RSI >= 52 AND 1d-RSI <= 64 AND 1d-NATR-Wilder-14 < 6.8 AND CurrentPrice < 1d-BB-upper AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-RSI >= 52 AND 5m-RSI <= 62 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.07)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 1440)
SELL
((MarketRegime-1d = bull AND ((ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.90 AND DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.45) OR ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 1.35 OR 5m-RSI > 73 OR (CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND DrawdownFromHighPct > 5m-NATR-Wilder-14 * 1.20) OR (CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.90)) OR (MarketRegime-1d = sideways AND ((ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.65 AND DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.35) OR ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 1.05 OR CurrentPrice > 1d-BB-upper OR 1d-RSI > 65 OR (CurrentPrice < 1d-BB-middle AND 5m-MACD-hist < 0) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.70)) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.45 AND DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.25) OR ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.75 OR 1d-RSI > 43 OR (CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.50)))
STOPLOSS
(CurrentPrice < LastBuyPrice * 97.2% OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.75 OR (MarketRegime-1d = bear AND CurrentPrice < 1d-BB-lower AND 1d-MACD-hist < 0) OR ((TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 15 OR CurrentPrice < LastBuyPrice * 98.6%) AND ((1d-NATR-Wilder-14 > 9.0 AND CurrentPrice < 1d-EMA-20 AND 5m-MACD-hist < 0) OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.25 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0) OR (ProfitSinceBuyPct > 0.5 AND DrawdownFromHighPct > 1.55 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0) OR (market-composit-StopLoss = YES AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0) OR (CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND DrawdownFromHighPct > 5m-NATR-Wilder-14 * 1.80))))