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CombinedBinHAndClucHyperV0 Strategy: The Hyperparameter-Optimized "Twin Swords Combined"

Nickname: Super Evolved Twin Swords Combined Profession: 1-Minute High-Frequency Trading + Hyperparameter Optimization Player Feature: 12 parameters to tweak — you brave enough?


1. What's This Strategy?​

CombinedBinHAndClucHyperV0 literally means "Combined Bollinger Bands and Cluc Hyperparameter Optimized Version V0."

Simply put:

  • Two old strategies BinHV45 and ClucMay72018 forcibly merged together
  • Whichever one says buy, you listen (OR gate logic)
  • Here's the key: This is a "super evolved version" with 12 parameters you can freely adjust!
  • Timeframe is 1 minute, "fast"!

Think of it as a general with two super military advisors: "Advisor A says buy, buy! Advisor B says buy, also buy! And I can adjust their judgment standards based on market conditions anytime!" 🧙‍♂️⚡


2. Core Settings: So Many Parameters Your Scalp Will Tingle​

Take-Profit Rules (Staged)​

At 0 minutes:    Make 10%? → Run!
After 30 mins: Make 5%? → Run!
After 60 mins: Make 2%? → Run!

Plain English: High bar initially (10%), lower requirement as time passes (2%) — time space!

Stop-Loss Rules​

Lose 10%? → Cut!

Plain English: Allowing 10% loss, giving you enough rope!

Trailing Stop​

Activates after profit exceeds 0.8%

Plain English: Don't celebrate too early after making money — if profit drops below 0.8%, run!

Adjustable Parameters (12!)​

ParameterDefaultMeaning
buy_a_bbdelta_rate0.016How wide BB must be to buy
buy_a_closedelta_rate0.0088How big the fluctuation must be to buy
buy_a_tail_rate0.9How short the wick must be to buy
buy_a_time_window21How many days to look at for BB
buy_a_min_sell_rate1.03Sell safety cushion
buy_b_close_rate0.979How far from BB lower band to buy
buy_b_ema_slow50How many days to look at for MA
buy_b_time_window20BB period
buy_b_volume_mean_slow_window30How many days to look at for volume MA
buy_b_volume_mean_slow_num20How many times volume shrinks
sell_bb_middleband_window91How many days to look at for BB to sell
sell_trailing_stop_positive_offset0.008Trailing stop trigger point

Plain English: This is why it's called Hyper (hyperparameter optimization) version — so many parameters you can't even remember them all! 😅


3. Entry Conditions: 2 Modes, Either One Works​

This strategy has two buy modes — buy when either is satisfied:

🎯 Mode 1: BinHV45 (Hammer Pattern Plus)​

Trigger Conditions (optimized version):

  1. BB width wide enough (> 1.6% of close)
  2. Price fluctuation large enough (> 0.88% of close)
  3. Lower wick short (< 90% of width)
  4. Close breaks below BB lower band
  5. Close lower than previous
  6. BB middle band above 1.03× close

Plain English:

"Price dropped below BB, and it's a hammer pattern (short lower wick), plus BB middle band is supporting above — isn't this stable? Buy it!"

🎯 Mode 2: ClucMay72018 (Shrinking Volume Rebound Plus)​

Trigger Conditions (optimized version):

  1. Price below EMA50
  2. Price < 97.9% of BB lower band
  3. Volume extremely low (< 1/20th of average)

Plain English:

"Price dropped below BB, nobody's trading (ground volume), isn't this abnormal? Buy it!"

Summary: Both modes essentially say the same thing — "Price dropped below BB, might rebound!"


4. Protection Mechanisms: Triple Protection​

This strategy's protection is relatively comprehensive:

Protection TypeTriggerPlain English
Hard Stop-LossLose 10%"Lost 10%, don't hold, bail out!"
ROI Take-ProfitMake 10%/5%/2%"Exit in stages, don't be greedy!"
Trailing StopProfit exceeds 0.8%"Made money, don't give it back, activate protection!"

Plain English: Triple protection — you scared yet! 😅


5. Exit Logic: Multiple Options​

Technical Sell: Breaking BB Middle Band​

Price > BB middle band (91-day MA)

Plain English:

"Price rose to BB middle band, transitioned from downtrend to consolidation — run!"

Other Exit Options​

Exit TypeTrigger
ROI Take-Profit10% (immediate) / 5% (after 30 mins) / 2% (after 60 mins)
Trailing StopProfit drops below 0.8%
Stop-LossLose 10%

Plain English: So many exit options, can't remember? My advice — just remember "run"! 🏃‍♂️


6. Strategy "Personality"​

Personality Analysis​

TraitDescription
Aggressive1-minute level itself is high-frequency aggressive
GreedyDoesn't run until 10%, has big appetite
CautiousDoesn't cut until 10%, gives opportunities
Flexible12 parameters adjustable, adaptable
ComplexTwo systems superimposed, many parameters

Who's It For?​

  • ✅ People who like high-frequency trading
  • ✅ People with Hyperopt optimization experience
  • ✅ People who can accept 10% stop-loss
  • ✅ People with low trading fees (high-frequency needs!)
  • ❌ Beginner newcomers (too many parameters will overwhelm)
  • ❌ People with high fees (1-minute level gets eaten by fees)
  • ❌ People who like long-term holding

7. Applicable Scenarios​

  1. High-Frequency Trading: Just playing 1-minute level
  2. High-Volatility Markets: Many opportunities when price jumps around
  3. Parameter Optimization: Want to find optimal parameters via Hyperopt
  4. Multi-Coin Allocation: Run multiple pairs simultaneously
  5. Strategy Combination: Use with other strategies
  1. High Fees: 1-minute level trades too frequently, fees hurt
  2. Low-Volatility Markets: 1 minute with no movement = watching a show
  3. Unilateral Uptrend: May miss rally
  4. Unilateral Downtrend: Easily stopped out

8. Summary​

CombinedBinHAndClucHyperV0 = BinHV45 + ClucMay72018 + 12 Adjustable Parameters

ItemValue
Buy Modes2 (either one)
Adjustable Parameters12
Take-Profit10%/5%/2% staged
Stop-Loss10%
Trailing Stop0.8% activation
Timeframe1 Minute
Complexity⭐⭐⭐⭐ (Complex)

One-Line: Two strategies combined + 12 parameters to adjust = 1-minute high-frequency trading nuclear weapon! But — you gotta know how to tune parameters! 😅


9. Market Performance​

Ideal Situations​

  • ✅ Excellent performance in high-volatility markets
  • ✅ Captured effective hammer patterns
  • ✅ Rebounded after shrinking volume
  • ✅ Found best configuration after parameter optimization

Not Ideal Situations​

  • ❌ High fees eat all profits
  • ❌ May get stopped out consecutively in unilateral downtrends
  • ❌ False breakouts happen
  • ❌ Parameter optimization overfits historical data

10. Configuration Suggestions​

Beginner Suggestions (Conservative Configuration)​

# Don't tweak parameters first, use defaults
minimal_roi = {"0": 0.05, "30": 0.03} # Lower expectations
stoploss = -0.08 # Cut at 8%
trailing_stop_positive_offset = 0.005 # Activate trailing earlier
max_open_trades = 1 # Only play 1

Plain English: Beginners, don't tweak parameters — use defaults! Otherwise you'll die without knowing how! 😅

Veteran Configuration (Aggressive)​

# After Hyperopt optimization
minimal_roi = {"0": 0.15, "60": 0.08} # Higher targets
stoploss = -0.12 # Cut at 12%
trailing_stop_positive_offset = 0.015 # Give more room
max_open_trades = 3 # Play 3

Plain English: Veterans go wild, but remember to run Hyperopt!

My Suggestions​

  1. Don't tweak parameters first: Run with defaults for a while
  2. Use Hyperopt: Run hundreds of rounds to find optimal parameters
  3. Start with small position: Try with pocket change first
  4. Watch fees: Fee over 0.2%? Don't play
  5. Review regularly: Check strategy performance weekly
  6. Don't over-optimize: Don't tune parameters too "perfect" — or you'll crash!

11. Bonus​

Strategy Founder​

This strategy was written by iterativ, a quantitative player who likes combining multiple strategies and tweaking parameters.

Strategy Evolution​

VersionCharacteristics
Basic VersionCombinedBinHAndCluc
V7Added more modes
HyperV0Hyperparameter optimized version (this article)
HyperV3Higher version of optimization

What's Special About This Version?​

  1. 12 Adjustable Parameters: This is the signature of the Hyper version
  2. 1-Minute Level: More aggressive than 5 minutes
  3. Custom Stop-Loss: Considers slippage, more precise
  4. Trailing Stop: Let profits run

Fun Facts​

  • 1-minute backtesting needs lots of data to be reliable
  • One round of Hyperopt can take hours to days
  • Not more parameters = better — easy to overfit!

12. The Bottom Line​

Mindset When Using This Strategy:

  1. Don't randomly tweak parameters: Beginners use defaults, veterans use Hyperopt
  2. Watch fees: 1-minute level is extremely sensitive to fees!
  3. Don't be greedy: 10% and run, don't dream of overnight riches
  4. Don't fear losses: 10% stop-loss is normal loss
  5. Don't slack: Review regularly, check strategy performance

Remember: High-frequency strategy + random parameter tweaking = losing money! 🤑


⚠️ Risk Reminder​

Main Risks​

RiskLikelihoodConsequence
Fees Eat ProfitsExtremely HighThe fatal wound of high-frequency trading
Consecutive Stop-OutsMediumAccount drawdown
Parameter OverfittingHighPerfect backtest, poor live
False BreakoutHighBought at the top
Missing RallyMediumMissed profit

Risk Control Suggestions​

  1. Check fees first: Abandon exchanges with fees over 0.15%
  2. Use default parameters: Beginners don't tweak, wait until familiar
  3. Don't over-optimize: Hyperopt parameters may just be "historically optimal"
  4. Set stop-loss: Don't be sentimental, cut at 10%
  5. Diversify investment: Don't full-position one coin
  6. Paper trade: Run months of paper trading before live
  7. Watch the market: Good in bull markets, careful in bear markets
  8. Review regularly: Check monthly strategy performance

Most Important One Line​

High-frequency strategy plays execution, not parameters! Fees are your biggest enemy! Learn to respect the market, learn to accept losses.


Happy trading everyone! Remember: Stay steady, we can win! 🚀💰


Appendix: Default Parameters (For Reference)

buy_params = {
'buy_a_bbdelta_rate': 0.0160,
'buy_a_closedelta_rate': 0.0088,
'buy_a_tail_rate': 0.9,
'buy_a_time_window': 21,
'buy_a_min_sell_rate': 1.03,
'buy_b_close_rate': 0.979,
'buy_b_time_window': 20,
'buy_b_ema_slow': 50,
'buy_b_volume_mean_slow_num': 20,
'buy_b_volume_mean_slow_window': 30,
}

sell_params = {
'sell_bb_middleband_window': 91,
"sell_trailing_stop_positive_offset": 0.008,
}