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jackyu66gitandClaude Opus 4.7 2bd338ad47 Refactor BTC1h strategy: EMA crossover trend-following

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>

2026-05-07 15:30:05 +08:00

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CLAUDE.md

This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.

Project Overview

Freqtrade BTC/USDT bot on the 1h timeframe. Uses EMA crossover trend-following with 4h trend filter and trailing stop exits.

File Structure

├── docker-compose.yml          # freqtrade + download-data services
├── config.json                 # Exchange, pairs, stake, API server
├── CLAUDE.md
└── user_data/
    ├── strategies/
    │   ├── BTC_1h.py           # EMA crossover strategy
    │   └── TrendStructureExecutor.py  # 5m trend-continuation strategy
    ├── data/                   # Downloaded OHLCV data (gitignored)
    └── backtest_results/       # Backtest results (gitignored)

Commands

Download data

docker compose run --rm freqtrade download-data --exchange binance --pairs BTC/USDT --timeframe 1h 4h --days 400

Backtest

docker compose run --rm freqtrade backtesting --strategy BTC1h --timeframe 1h --timerange 20251201-

Hyperopt

docker compose run --rm freqtrade hyperopt --strategy BTC1h --timeframe 1h --epochs 500 --spaces buy sell stoploss

Start live/dry-run

docker compose up -d

View logs

docker compose logs -f

Stop

docker compose down

Configuration Notes

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.
The API server runs on 127.0.0.1:8080. Default credentials: freqtrader / changeme.
Data and backtest results persist in user_data/ across restarts.

Strategy (BTC1h)

Aspect	Detail
Type	Trend-following EMA crossover
Entry	4h price > EMA50 + 1h price > EMA200 + 12 EMA crosses above 26 EMA
Exit	12 EMA crosses below 26 EMA, or trailing stop at +1% after +2.5% peak
Stop	-2.5% fixed
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%.

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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