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Guías de estrategias de trading crypto
Guías largas sobre backtesting, optimización walk-forward, ladders de órdenes inteligentes, sizing de posición y el resto de la caja de herramientas cuant — escritas para traders retail que quieren la verdad aburrida en vez del discurso de marketing.
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The HalfTrend indicator, explained — and what its latch is actually worth, in numbers
HalfTrend's whole idea is refusing to flip until price proves it. We explain the latch mechanic, then measure what it buys you against Parabolic SAR and SuperTrend on 50 coins of real history — including the part none of them were fitted to.
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guía
Guías prácticas — sizing, salidas, elegir timeframe, construir estrategias de principio a fin.
- guía·9 min de lectura
Volatility targeting: how professional desks keep risk constant
Fixed dollar size ignores the obvious: a $10,000 position in BTC has 5× the dollar volatility of a $10,000 position in gold. Vol-targeting scales the position so the dollar risk stays constant — and it's how every serious systematic shop sizes trades.
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- guía·8 min de lectura
How to backtest a strategy on Binance (fees, data, and pairs)
Backtesting for Binance means testing against Binance's real fees, real pairs, and real data — not a generic simulation. Here's how to make the test match the venue.
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- guía·7 min de lectura
Trendlines, drawn properly: two-touch rule, slope, and why most are wrong
A trendline is the simplest tool on the chart and the easiest to lie with. Here is how to draw one that means something — and the discipline that keeps it from becoming a Rorschach test.
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- guía·8 min de lectura
What timeframe should you trade? The honest answer
There is no best timeframe — but there is a best timeframe for you. The choice is a trade-off between noise, costs, and how much of your life trading will consume.
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- guía·8 min de lectura
Diversification for traders: running many strategies, not many coins
Holding ten crypto assets that all crash together is not diversification. For an algo trader, real diversification comes from uncorrelated strategies — here's why.
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- guía·10 min de lectura
Estrategias de trading algorítmico: los tipos principales, evaluados con honestidad
Un recorrido por las familias de estrategias que los traders algorítmicos minoristas usan de verdad — a qué apuesta cada una, el mercado que necesita y lo difícil que es realmente hacerla funcionar.
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concepto
Una idea por artículo — un indicador, una métrica o un trozo de teoría, explicado con claridad.
- concepto·7 min de lectura
Does the best backtest predict the future? We measured it 200 times
When you optimize a strategy and ship the best-Sharpe settings, you're betting the in-sample ranking of your parameters holds up out-of-sample. Across 200 strategy-coin grids, that ranking correlated just 0.37 with reality — and a quarter of the time it was no better than random.
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- concepto·8 min de lectura
Buy-and-hold vs trading crypto: what the data actually says
HODL maximalists quote the returns. Traders quote the drawdowns. Both are cherry-picking halves of the same dataset — so let's put the whole thing on the table.
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- concepto·7 min de lectura
How many trades does a backtest need before you can trust it?
Fifteen trades tell you almost nothing, no matter how many years they span. Here is the honest arithmetic of backtest sample sizes — and why trade count beats calendar length every time.
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- concepto·7 min de lectura
R-multiples: the only way to compare trades that actually scales
Was that +$80 trade good? You cannot tell from dollars alone. Expressed as R-multiples — units of initial risk — every trade gets the same currency, and your strategy's quality becomes measurable.
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- concepto·6 min de lectura
Velas Heikin-Ashi: gráficos más suaves, con una trampa crítica
Las velas Heikin-Ashi suavizan el ruido del gráfico para que las tendencias salten a la vista. Hacen intuitivo el trend-following — y engañan en silencio a quien trata como real el precio que muestran.
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- concepto·7 min de lectura
Donchian channels: the breakout indicator the Turtles got rich on
Two lines — the N-bar high and the N-bar low — and a rule to enter on breakouts. That's a Donchian channel. The system trained the most famous prop-trading class in history. Here is how it works and where it breaks.
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análisis a fondo
Artículos largos y directos sobre lo que de verdad mata las estrategias retail — y cómo sobrevivir.
- análisis a fondo·6 min de lectura
Parabolic SAR vs SuperTrend: 50 coins, five and a half years, one honest scoreboard
Both flip between long and short with a trailing line — but one of them trades four times as often. We ran both through the same engine on identical data, with fees, and scored the part of history neither was fitted to.
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- análisis a fondo·8 min de lectura
Which crypto strategy families survive out-of-sample? All 10, ranked
We tuned ten classic strategy families on twenty coins, then ran each tuned winner once on data it had never seen. Only two families kept a positive median edge. Here is the full ranking — including the three that were negative before fees even bit.
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- análisis a fondo·6 min de lectura
SuperTrend vs EMA crossover: we tested both on 50 coins so you don't have to argue about it
Two of the most popular trend-following systems, identical conditions, fifty crypto pairs, an out-of-sample honesty check — and a scoreboard that isn't close this month.
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- análisis a fondo·10 min de lectura
Ejecutamos 11,440 backtests. La estrategia 'ganadora' media perdió la mitad de su ventaja en datos que nunca había visto
Diez familias clásicas de estrategias, 5,720 configuraciones de parámetros, veinte pares de cripto y una regla honesta: ajustar solo con el pasado y luego probar una única vez en datos que la estrategia nunca vio. Esto es exactamente cuánto de la 'rentabilidad backtesteada' sobrevivió.
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- análisis a fondo·11 min de lectura
CPCV: the cross-validation method that catches overfitting walk-forward misses
Walk-forward optimisation gives you one out-of-sample equity curve. Combinatorial purged cross-validation gives you hundreds — and shows you the distribution of your strategy's true performance, not the lucky-path artefact.
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- análisis a fondo·8 min de lectura
Backtest data quality: the bad candles that fake an edge
Your backtest is only as honest as the candles you feed it. Bad ticks, gaps, and survivorship bias quietly fabricate edges — or hide real ones. Here's how to spot them.
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tutorial
Recorridos paso a paso por la plataforma — funciones, pantallas y los flujos que hay detrás.
- tutorial·8 min de lectura
How to backtest an ATR strategy on crypto (stops and sizing that adapt)
ATR isn't an entry signal — it's a volatility measure. The right way to backtest it is as the engine behind your stops and position sizing. Here's how, step by step.
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- tutorial·8 min de lectura
How to backtest a Donchian breakout strategy on crypto
The channel breakout that powered the original Turtle traders is simple to state and easy to overfit. Here's how to backtest it honestly, from rules to walk-forward.
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- tutorial·8 min de lectura
How to backtest a VWAP strategy on crypto (filter, not trigger)
VWAP is a fair-value benchmark, so the strategies worth backtesting use it as a filter or a reversion reference — not a crossover signal. Here's how to test one honestly.
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- tutorial·8 min de lectura
Momentum trading strategy: how to backtest one on crypto
Momentum is the simplest edge in markets — buy what's going up — and one of the easiest to ruin by buying the exact top. Here's how to backtest it honestly.
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- tutorial·8 min de lectura
How to backtest an ADX trend-strength strategy on crypto
ADX measures how strong a trend is, not its direction. Learn to turn that into testable rules, run it on real crypto history, and validate the edge with walk-forward.
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- tutorial·8 min de lectura
How to backtest a Bollinger Bands strategy on crypto
Turn a Bollinger Bands idea — mean-reversion fade or volatility breakout — into testable rules, run it on real crypto history, and tell whether the edge holds up.
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