Strategy Framework: 37 Strategies Unified with Risk Management and Position Sizing

Description

This comprehensive framework integrates over 37 independent strategies into a single, powerful trading system. Each strategy contributes its unique market perspective, culminating in a holistic decision-making process.
The framework is further enhanced with sophisticated risk management and position sizing techniques.

Key Strategies Include:
Moving average analysis
Market structure evaluation
Percentage rank calculations
Sine wave correlation
Fourier Frequency Transform (FFT) for signal composition analysis
Bayesian statistical methods
Seasonality patterns
Signal-to-noise ratio assessment
Horizontal level identification
Trendline and channel recognition
Various oscillator-based strategies
Open interest analysis
Volume and volatility measurements

This diverse array of strategies provides a multi-faceted view of the asset, offering a clear and comprehensive understanding of market dynamics.
Optimization and Implementation:
Each strategy is designed for easy optimization, with a maximum of 4 parameters.
All strategies produce consistent signal types, which are aggregated for final market direction decisions.
Individual optimization of each strategy is performed using the Zorro Platform, a professional C++ based tool.
All strategies are tested to work by themselves with Walk-Forward back testing
Strategies that don't enhance market regime definition are excluded, ensuring efficiency.

Two-Tiered Approach:
Market Regime Identification: The combined output of all strategies determines the market regime, visually represented by a color-coded cloud.
Trade Execution: Based on the identified regime, the system applies different entry and exit rules, employing trend-following in bull markets and mean reversion in bear markets.
This framework is optimized for cryptocurrencies, including BTC, ETH, and others, offering a robust solution for trading in these volatile markets.

https://docs.google.com/document/d/1ZQljhR8vHpvDNpsJ7-1ni7dStfsyoYyT6DfFKygEx70/edit