Alpha v0

Timeline: 2025 Q2

Overview

Alpha v0 is our initial test release featuring a minimal implementation. At this stage, users can select from pre-defined trading strategies and adjust only the provided parameters.

Primary Objectives

• Validate core functionality and ensure system stability.

• Collect targeted user feedback to guide further development.

• Identify and promptly resolve critical usability or technical issues.

This version serves as the foundational step toward enabling more flexible and customizable strategy-building in subsequent releases.

Supported Strategies

Breakout Strategy (Long Only)

Summary: A trend-following strategy that enters long positions when the price breaks above the highest price of a specified look-back period. Positions are exited when the price breaks below the lowest price of the specified period, or when triggered by an ATR-based stop-loss.

Core Logic:

• Calculate the highest and lowest prices over a specified look-back period.

• Enter a long position when the current price breaks above the highest price.

• Exit the long position when the current price breaks below the lowest price, or when the ATR-based stop-loss is triggered.

Formulas:

• Entry Condition:

  • Price_current > max(Price_t-1, Price_t-2, ..., Price_t-period)

• Exit Condition:

  • Price_current < min(Price_t-1, Price_t-2, ..., Price_t-period)

• ATR-based Stop-Loss:

  • Stop_Loss_Price = Entry_Price - (ATR × Multiplier)

Parameters:

• period: Look-back period for breakout calculation (default: 20)

• atr_period: Period for calculating ATR (Average True Range) (default: 14)

• atr_multiplier: Multiplier for setting ATR-based stop-loss (default: 2.0)

• position_size: Value of each trade position in USD (default: 100)

This revised documentation aligns precisely with the implemented strategy, clearly specifying the long-only nature and incorporating the ATR-based stop-loss mechanism.