BTC Dynamic Volatility Trend

Backtested from 2017 to present, this strategy has delivered a staggering 7100%+ cumulative return. It doesn't just track the market; it dominates it. By capturing major trends and strictly limiting drawdowns, it has significantly outperformed the standard 'Buy & Hold' BTC strategy, proving its ability to generate massive alpha across multiple bull and bear cycles.

自 2017 年至今，本策略实现了惊人的 7100%+ 累计收益率。它不仅仅是跟随市场，更是超越了市场。通过精准捕捉主升浪并严格控制回撤，该策略在穿越多轮牛熊周期后，大幅度跑赢了比特币‘买入持有’（Buy & Hold）的基准收益，展现了极致的阿尔法（Alpha）捕捉能力。"

Introduction ：Simplicity is the ultimate sophistication. This strategy is designed specifically for Bitcoin (BTC), capturing its unique characteristics: high volatility, frequent fakeouts, and massive trend persistence. It abandons complex indicators in favor of a robust logic: "Follow the Trend, Filter the Noise, Let Profits Run."

Core Logic

Trend Filter (Fibonacci EMA 144): We use the 144-period Exponential Moving Average as the baseline. Longs are only taken above this line, and shorts only below. This keeps you on the right side of the major trend.

Volatility Breakout (Donchian Channel 20): Entries are triggered only when price breaks the 20-day high (for longs) or low (for shorts). This confirms momentum and avoids trading in chop.

Dynamic Risk Management (ATR Chandelier Exit):

Instead of fixed % stops, we use Average True Range (ATR) to calculate stop losses.

The Ratchet Mechanism: The stop loss moves up with the price but never moves down (for longs). This locks in profits automatically as the trend develops and exits immediately when volatility turns against you.

Why Use This Strategy?

Zero Repainting: All signals are confirmed.

No Curve Fitting: Uses classic parameters (144, 20) that have worked for decades.

Mental Peace: The strategy handles the exit. You don't need to guess where to sell. It holds through minor corrections and exits only when the trend truly reverses.

Settings

Leverage %: Adjust your position size based on equity (default 100% = 1x).

Timeframe: Recommended for 4H charts.

中文版 (Chinese Version)

简介 ：大道至简。本策略专为 比特币 (BTC) 设计，针对其高波动、假突破多但趋势爆发力强的特点，摒弃了复杂的过度拟合指标，回归交易本质：“顺大势，滤噪音，截断亏损，让利润奔跑”。

核心逻辑

趋势过滤器 (斐波那契 EMA 144)： 使用 144 周期指数移动平均线作为多空分水岭。价格在均线之上只做多，之下只做空。这能有效过滤掉大部分震荡市的噪音。

波动率突破 (唐奇安通道 20)： 只有当价格突破过去 20 根 K 线的最高价（做多）或最低价（做空）时才进场。这确保了我们只在趋势确立的瞬间入场。

动态风控 (ATR 吊灯止损)：

拒绝固定点数止损，使用 ATR（平均真实波幅）根据市场热度动态计算安全距离。

棘轮机制： 止损线会跟随价格上涨而上移，但绝不会下移（做多时）。这实现了自动化的“利润锁定”，既能扛住正常的波动回调，又能在大势反转时果断离场。

策略优势

绝不重绘： 所有信号均为收盘确认或实时触价。

拒绝拟合： 使用经过数十年市场验证的经典参数组合。

心态管理： 策略全自动管理出场。你不需要纠结何时止盈，它会帮你吃到完整的鱼身，直到趋势结束。

使用建议

资金管理： 可通过参数调整仓位占比（默认 100% = 1倍杠杆）。

推荐周期： 建议在4小时 图表上运行效果最佳。