INVITE-ONLY SCRIPT

Black_Whale_Trend_SOL

142
## SOL_Trend — SOL-only Trend-Following Strategy (Research / Backtest)

This script is a **trend-following strategy designed for SOL (Solana) only**.
If you apply it to other symbols (e.g., BTC/ETH) without retuning, **signal frequency and behavior may change** due to different volatility and volume structures.

### 1) Overview

The strategy attempts long entries when an uptrend is detected and **momentum + participation (volume)** are confirmed.

* Uses **Keltner Channel position (p)** to identify trend conditions
* Uses a **strong bullish candle** (body strength vs. wicks) to confirm momentum
* Uses a **volume threshold breakout** to confirm participation

### 2) Trade Rules

**Entry (Long)**

* `p > enterPosTh`
* AND `strongBull` (strong bullish candle condition)
* AND `highVol` (volume condition)

**Exit**

* `p < exitPosTh`

### 3) Position Sizing (Leverage / Exposure)

**Manual mode**

* Uses `manualLevPct` directly (**ignores levMinPct / levMaxPct clamp**).

**AutoRisk mode**

* Estimates stop width using ATR and derives leverage:

* `stopPct = ATR(stopAtrLen) * stopMult / close * 100`
* `autoLevPct = riskPct / stopPct * 100`
* Then clamps the result within `levMinPct ~ levMaxPct`.

### 4) Stop Mode

* **Close**: No stop-loss line; exits are channel-based only.
* **DisasterStop**: Fixes ATR at entry and places a stop via
`strategy.exit(stop=stopPrice)`.

### 5) Parameter Guide (Core / Range)

* Default values were derived from backtest research under a specific baseline setting (e.g., Manual + Close).
* When adjusting parameters, stay within the **recommended ranges shown in tooltips**, and validate changes on **out-of-sample periods**.

### 6) Notes / Disclaimer

* Real-world results can differ materially due to **fees, slippage, and execution/market conditions**.
* This script is for **education and research only** and is **not financial advice**. All decisions and responsibility remain with the user.

Wyłączenie odpowiedzialności

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