Trend Following Strategy

Overview:

1. Data Collection:

   • Use ByBit's API to get data from n days in the past.

2. Strategy:

   • Identify local resistance levels and long at next testing, ideally catching a breakout rally.
   • Intialize stop-loss and take-profit parameters to basic random parameters(1.25%).
   • Get plots of entries and exits.

   

   

   

3. Analysis:

   • Optimize risk-parameters using grid search to find better parameters.
   • Get plots of simulated perpetual trade pnls and fund performance.