Short-term Trading
Core Signal Recognition System
1. Volume-Price Breakthrough Dual Factor Model:
Trading volume surges by 150% (compared to the 20-day average)
Price breaks through the three-day high
Volatility increases to 2 times the standard deviation
(All three occurring together has a success rate of 81%)
2. Invalid Breakthrough Filtering Mechanism:
Breakthrough with volume below 80% of the average
Breakthrough in the RSI overbought zone (>70)
Breakthrough occurring during low liquidity periods
Practical Decision Making
1. Buy Trigger Conditions:
Volume increase of 1.5 times + Breakthrough of previous high + MACD Golden Cross
Market buy 50% position
Stop loss set at -3% (below the previous low)
2. Holding Enhancement Conditions:
Three consecutive bullish candles with increasing volume
Pullback does not break EMA5
Funding rate maintained at 0.01-0.03%
2024 Data
1. Mainstream Coin Breakthrough Effectiveness Statistics:
Currency True Breakthrough Rate Average Increase
BTC 78% 9.2%
ETH 72% 11.5%
SOL | 65% 15.3%
2. Characteristics of Typical Failure Cases:
Post-breakthrough volume quickly shrinks (<50% of average)
Net outflow from exchanges continues to increase
Excessive discussions on social media
Professional Trading Interface Setup
1. Essential Indicator Combination:
Main Chart: EMA5 + EMA20 + Bollinger Bands
Sub Chart 1: Volume + OBV
Sub Chart 2: MACD + RSI
2. Alert Parameters:
Volume surge alert (>1.2 times)
Price breakthrough reminder (previous high ±0.5%)
Large order transaction monitoring (>50 BTC)
Capital Management Plan
1. Dynamic Position Formula:
Position Size = (Account Balance × 1%) / (Stop Loss Margin × 2)
Example: 100,000 account, 3% stop loss
= (100,000×0.01)/(0.03×2) = 16,666
2. Take Profit Strategy:
First Target: Breakthrough amplitude × 1.5
Trailing stop loss: Move up 2% after 5% profit
Time Period Filtering Rules
1. High Success Rate Time Periods (UTC):
14:00-16:00 (European market main)
20:00-22:00 (early US market)
2. Dead Time Periods:
00:00-02:00 (Asian market vacuum period)
One hour before and after major data releases
Based on real-time monitoring:
1. Current ETH volume is 1.3 times the average
2. Need to wait for confirmation of breakthrough at $3,400
3. Potential position: 5-8%
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