jackyu66gitandClaude Opus 4.7
2bd338ad47
Replaced pullback strategy with EMA 12/26 crossover on 1h, filtered by 4h EMA50 uptrend and 1h EMA200. Exits via bearish cross or trailing stop. Dec 2025-May 2026 backtest: +1.89 USDT (+0.19%), 27 trades, 37% win rate, 0.29% max drawdown, while BTC dropped 6.7%. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
72 lines
2.3 KiB
Markdown
72 lines
2.3 KiB
Markdown
# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## Project Overview
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Freqtrade BTC/USDT bot on the 1h timeframe. Uses EMA crossover trend-following with 4h trend filter and trailing stop exits.
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## File Structure
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```
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├── docker-compose.yml # freqtrade + download-data services
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├── config.json # Exchange, pairs, stake, API server
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├── CLAUDE.md
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└── user_data/
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├── strategies/
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│ ├── BTC_1h.py # EMA crossover strategy
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│ └── TrendStructureExecutor.py # 5m trend-continuation strategy
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├── data/ # Downloaded OHLCV data (gitignored)
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└── backtest_results/ # Backtest results (gitignored)
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```
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## Commands
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### Download data
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```bash
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docker compose run --rm freqtrade download-data --exchange binance --pairs BTC/USDT --timeframe 1h 4h --days 400
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```
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### Backtest
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```bash
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docker compose run --rm freqtrade backtesting --strategy BTC1h --timeframe 1h --timerange 20251201-
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```
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### Hyperopt
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```bash
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docker compose run --rm freqtrade hyperopt --strategy BTC1h --timeframe 1h --epochs 500 --spaces buy sell stoploss
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```
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### Start live/dry-run
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```bash
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docker compose up -d
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```
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### View logs
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```bash
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docker compose logs -f
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```
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### Stop
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```bash
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docker compose down
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```
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## Configuration Notes
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- Dry-run is enabled by default (`dry_run: true`). Set to `false` and add exchange API key/secret to `exchange.key` / `exchange.secret` to trade live.
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- The API server runs on `127.0.0.1:8080`. Default credentials: `freqtrader` / `changeme`.
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- Data and backtest results persist in `user_data/` across restarts.
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## Strategy (BTC1h)
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| Aspect | Detail |
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|--------|--------|
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| **Type** | Trend-following EMA crossover |
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| **Entry** | 4h price > EMA50 + 1h price > EMA200 + 12 EMA crosses above 26 EMA |
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| **Exit** | 12 EMA crosses below 26 EMA, or trailing stop at +1% after +2.5% peak |
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| **Stop** | -2.5% fixed |
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| **Performance** | +1.89 USDT in 157 days (BTC dropped 6.7%). 27 trades, 37% win rate, 0.29% drawdown. Winners avg +2.48%, losers avg -1.24%. |
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The strategy is asymmetric: it wins big (trailing stop at +2.48% avg on 37% of trades) and loses small (exit signal at -1.24% avg on 63%). It loses on most trades but profits overall.
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