BTC OT Quant Alpha: Institutional Trend Hunter based on Optimal

4 hari lalu

Core Philosophy:
This is not your average RSI or MACD mashup. BTC OT [Quant Alpha] introduces a Nobel-level mathematical framework—Optimal Transport Theory—to treat Bitcoin's price action as a problem of probability distribution transport. Instead of predicting price, it calculates the Wasserstein Distance between short-term price distributions and long-term baselines to precisely identify shifts in "Market Regimes."

Key Features:

1. The Mathematical Edge: Moving beyond lagging traditional indicators, it captures trend initiations directly in probability space. This is a quantitative method often used by hedge funds, now available on TradingView.
   
2. 4H Swing Hunter: Specifically fine-tuned for the Bitcoin 4-Hour (4H) timeframe. It ignores intraday noise and refuses to "HODL" blindly through bear markets. It targets only the most profitable impulsive waves.
   
3. Trend Shield: A unique "EMA Dual-Verification Mechanism." Even if an OT signal triggers, the strategy refuses to open a trade if the price is below the key Trend Shield. This perfectly filters out "dead cat bounces" and bull traps in bear markets.
   
4. No Repainting: Strictly executed with process_orders_on_close=true. The backtest results you see are the real signals generated. What you see is what you get—no repainting, ever.
   

Performance (2016-2026 Backtest):
Total Return: > 40,000% (400x Return, significantly outperforming Buy & Hold)
Max Drawdown: < 50% (Exceptional risk control for a volatile asset like BTC)
Profit Factor: > 1.45

Win Rate: ~38% (Typical of robust trend-following strategies: Cut losses short, let profits run. We don't chase win rate; we chase high Risk/Reward ratios.)

Risk Warning:
This strategy is not a "money printer." There will be periods of consecutive stop-losses (whipsaws). This is the "premium" paid to catch the massive trends. It is recommended to allocate only 10%-20% of your total capital.

核心理念： 这不是一个普通的 RSI 或 MACD 拼接指标。 BTC OT [Quant Alpha] 引入了前沿数学工具——最优传输理论 (Optimal Transport Theory)，将比特币的价格波动视为概率分布的“能量传输”问题。 它不预测价格，而是通过计算短期分布与长期基准分布之间的 Wasserstein 距离，精准识别“市场体制 (Market Regime)”的突变。

策略亮点：

1. 数学降维打击： 摒弃滞后的传统指标，直接在概率空间捕捉趋势的起始点。这是对冲基金级别的量化手段，首次下沉到 TradingView 脚本中。
   
2. 4小时波段猎手 (4H Swing Hunter)： 专为 BTC 4小时 (4H) 周期深度调校。它过滤了日内的随机噪音，拒绝了死拿不动的迟钝，只吃鱼身最肥美的主升浪。
   
3. 趋势盾牌 (Trend Shield)： 独创的“EMA 双重验证机制”。即使 OT 信号触发，如果价格位于关键均线盾牌之下，策略会拒绝开单。这完美过滤了熊市中的诱多反弹和“死猫跳”。
   
4. 绝无重绘 (No Repainting)： 基于 process_orders_on_close=true 严格执行。您看到的回测就是真实的信号。所见即所得，绝无马后炮。
   

历史表现 (2016-2026 回测数据)：
总回报 (Total Return): > 40,000% (400倍收益，大幅跑赢买入持有)
最大回撤 (Max Drawdown): < 50% (在 BTC 这种高波动资产中，这是极佳的风控表现)
盈利因子 (Profit Factor): > 1.45
胜率 (Win Rate): ~38% (趋势策略的典型特征：截断亏损，让利润奔跑。我们不追求高胜率，只追求极高的盈亏比)
https://cn.tradingview.com/chart/W4Hd7Ao5/
风险提示： 本策略非“圣杯”，会有连续止损 (Whipsaw) 的时期。这是捕捉大趋势必须支付的“保险费”。建议仅使用总资金的 10%-20% 进行配置。

如何获取权限： 本脚本为**“仅限邀请 (Invite-Only)”**的私有策略。

订阅方式： 终身买断制 / 年度订阅

联系邮箱： [e-mail]

邮件标题： TradingView ID + 申请 BTC OT 策略

4 hari lalu

Nota Keluaran

This update maintains the exact same core strategy logic (still the +40,000% return 4H Speed Demon engine) but focuses entirely on enhancing chart readability and professional aesthetics.

New Features:

Dynamic Trend Shield:

The EMA line is now dynamic. Green indicates a bullish safe zone, while Grey indicates a bearish/neutral observation zone. The trend status is clear at a glance.

Signal Icons:

Added ▲ (Buy) and ❌ (Sell) icons. No more guessing—entry and exit points are now crystal clear on the chart.

Immersive Status:

When you hold a position, the background glows with a very subtle Aurora Green. This provides an "atmospheric" cue, allowing you to instantly confirm if you are currently in a trade.

Declutter:

Removed the large areas of background color from the previous version to restore the clean look of the candlesticks. Perfectly optimized for TradingView's Dark Mode.

(Core logic remains unchanged. Same Alpha, better look.)