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Guide alle strategie di trading crypto
Guide approfondite su backtesting, walk-forward, ladder di smart order, position sizing e il resto della cassetta degli attrezzi quant — scritte per i trader retail che vogliono la verità noiosa, non il discorso di marketing.
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Leggi la guida completa alle strategie di trading crypto
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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guida
Guide pratiche — sizing, uscite, scelta del timeframe, costruzione di strategie end-to-end.
- guida·9 min di lettura
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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- guida·8 min di lettura
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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- guida·7 min di lettura
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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- guida·8 min di lettura
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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- guida·8 min di lettura
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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- guida·10 min di lettura
Strategie di trading algoritmico: le principali tipologie, valutate con onestà
Un tour delle famiglie di strategie che i trader algoritmici retail usano davvero — su cosa scommette ciascuna, il mercato di cui ha bisogno, e quanto è davvero difficile farla funzionare.
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concetto
Un'idea per articolo — un indicatore, una metrica o un pezzo di teoria, spiegati con chiarezza.
- concetto·7 min di lettura
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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- concetto·8 min di lettura
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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- concetto·7 min di lettura
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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- concetto·7 min di lettura
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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- concetto·6 min di lettura
Candele Heikin-Ashi: grafici più puliti, con un'insidia critica
Le candele Heikin-Ashi smussano il rumore del grafico così che i trend saltino all'occhio. Rendono il trend-following intuitivo — e ingannano in silenzio chiunque tratti il prezzo che mostrano come reale.
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- concetto·7 min di lettura
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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approfondimento
Articoli lunghi e diretti su cosa uccide davvero le strategie retail — e come sopravvivere.
- approfondimento·6 min di lettura
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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- approfondimento·8 min di lettura
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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- approfondimento·6 min di lettura
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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- approfondimento·10 min di lettura
Abbiamo eseguito 11.440 backtest. La strategia 'vincente' media ha perso metà del suo edge su dati mai visti prima
Dieci famiglie di strategie classiche, 5.720 configurazioni di parametri, venti coppie crypto, una sola regola onesta: ottimizzare solo sul passato, poi testare una volta sola su dati che la strategia non aveva mai visto. Ecco esattamente quanta 'redditività da backtest' è sopravvissuta.
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- approfondimento·11 min di lettura
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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- approfondimento·8 min di lettura
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
Tour passo-passo della piattaforma — funzioni, schermate e i flussi che ci stanno dietro.
- tutorial·8 min di lettura
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 di lettura
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 di lettura
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 di lettura
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 di lettura
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 di lettura
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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