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Guides de stratégies de trading crypto
Guides détaillés sur le backtesting, l'optimisation walk-forward, les ladders d'ordres intelligents, le sizing de position et le reste de la boîte à outils quant — écrits pour les traders particuliers qui veulent la vérité ennuyeuse plutôt que le discours 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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guide
Guides pratiques — sizing, sorties, choix du timeframe, construction de stratégies de bout en bout.
- guide·Lecture de 9 min
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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- guide·Lecture de 8 min
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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- guide·Lecture de 7 min
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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- guide·Lecture de 8 min
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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- guide·Lecture de 8 min
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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- guide·Lecture de 10 min
Stratégies de trading algorithmique : les grands types, évalués honnêtement
Un tour des familles de stratégies que les traders algo particuliers utilisent réellement — le pari de chacune, le marché dont elle a besoin, et sa vraie difficulté de mise en œuvre.
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concept
Une idée par article — un indicateur, une métrique ou un pan de théorie, expliqué clairement.
- concept·Lecture de 7 min
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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- concept·Lecture de 8 min
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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- concept·Lecture de 7 min
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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- concept·Lecture de 7 min
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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- concept·Lecture de 6 min
Les bougies Heikin-Ashi : des graphiques plus lisses, avec un piège critique
Les bougies Heikin-Ashi lissent le bruit du graphique et font ressortir les tendances au premier coup d'œil. Elles rendent le suivi de tendance intuitif — et trompent silencieusement quiconque prend le prix qu'elles affichent pour un prix réel.
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- concept·Lecture de 7 min
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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analyse approfondie
Articles longs et directs sur ce qui tue vraiment les stratégies retail — et comment survivre.
- analyse approfondie·Lecture de 6 min
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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- analyse approfondie·Lecture de 8 min
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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- analyse approfondie·Lecture de 6 min
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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- analyse approfondie·Lecture de 10 min
Nous avons lancé 11 440 backtests. La stratégie « gagnante » moyenne a perdu la moitié de son edge sur des données qu'elle n'avait jamais vues
Dix familles de stratégies classiques, 5 720 configurations de paramètres, vingt paires crypto, une seule règle honnête : optimiser uniquement sur le passé, puis tester une seule fois sur des données que la stratégie n'a jamais vues. Voici exactement quelle part de la « rentabilité backtestée » a survécu.
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- analyse approfondie·Lecture de 11 min
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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- analyse approfondie·Lecture de 8 min
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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tutoriel
Visites guidées de la plateforme — fonctions, écrans, et les workflows qui les sous-tendent.
- tutoriel·Lecture de 8 min
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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- tutoriel·Lecture de 8 min
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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- tutoriel·Lecture de 8 min
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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- tutoriel·Lecture de 8 min
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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- tutoriel·Lecture de 8 min
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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- tutoriel·Lecture de 8 min
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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