Class "Build Your Cryptocurrency Trading System" - Summary of Contract Trading Strategies

1. Strategy Overview

Trading Objects: BTC/USDT, ETH/USDT and other mainstream perpetual contracts

Strategy Type: Multi-strategy Combination (Trend Following + Mean Reversion)

Time Frame: 15-minute - 4-hour K-line

Leverage: 3-10 times (recommended for beginners ≤ 5 times)

2. Core Strategy Modules

1. Trend Following Strategy

Indicator Combination:

Double EMA Moving Averages (7-period + 30-period); MACD (12,26,9); ATR Volatility Indicator.

Entry Conditions:

EMA Golden Cross and price breaks above previous high (go long); EMA Death Cross and price drops below previous low (go short); MACD histogram shows 3 consecutive bars in the same direction.

Take Profit and Stop Loss:

Dynamic Take Profit: EMA reverse cross or ATR*2 times take profit

Hard Stop Loss: Entry price ± 1.5% or ATR*1.5

2. Oscillation Grid Strategy

Parameter Settings:

Base Position: Total Capital 5%-10%

Grid Spacing: 0.8%-1.5% (adjust based on volatility)

Grid Levels: 5-8 levels

Execution Logic:

Set buy and sell orders above and below the current price as the axis, trigger a reverse close for each grid hit while placing new orders combined with Bollinger Bands (20,2) to determine the oscillation range

3. Event-Driven Strategy

Applicable Scenarios:

30 minutes before major policy announcements; abnormal liquidation data from exchanges; significant on-chain transfer activity.

Operational Points:

Set breakout orders in advance (±3% limit orders); activate trailing take profit during increased volatility; holding time ≤ 2 hours.

3. Risk Management System

Position Control:

Single risk ≤ 2% of total capital, while holding ≤ 3 types of assets.

Dynamic Adjustment:

Reduce position by 50% when account drawdown reaches 5%, pause trading after 3 consecutive stop losses.

Hedging Strategy:

BTC/ETH spread hedging, basis arbitrage between quarterly contracts and perpetual contracts.

4. Technical Analysis Tools

On-chain Data Monitoring:

Net inflow of exchanges; movements of large wallets; long/short position ratio of contracts.

Sentiment Indicators:

Greed and Fear Index, social media sentiment analysis.

Order Book Analysis:

Support/Resistance dense areas, distribution of large order transactions.

5. Risk Alerts

Avoid:

Counter-trend holding; high leverage (>20 times); emotional scaling.

Note:

Exchange pin risk, funding rate impact, liquidity risk.

6. Summary

This plan needs to be executed with strict discipline, it is recommended to conduct a 3-month historical data backtest first, then verify through a simulated account, and finally conduct small-scale live testing. Continuous tracking of market microstructure changes is required, and parameters should be optimized quarterly.