Cryptocurrency Strategies

Volatility Breakouts • Momentum • ATR Stops • Adaptive & ML Systems

Overview

Built for BTC, ETH, and major alts. Crypto markets are highly volatile, trend-prone, and operate 24/7. They respond well to momentum, volatility-breakout, and on-chain/volume analysis, but also exhibit violent mean-reversions. These strategies emphasize volatility breakout, momentum, ATR-based risk, and adaptive filters. Each module is a ready-to-run .py for Backtrader with clear parameters and usage notes.

Included Strategies

Adaptive MA Volatility Strategy

Adapts moving-average behavior to wild crypto volatility.

Adaptive Trend Following Strategy

Regime-aware entries/filters that adapt to volatility states.

Adaptive Volatility Momentum Regime Strategy

Trades volatility acceleration—crucial for fast crypto moves.

Adaptive Volatility Breakout Strategy

Classic squeeze-to-breakout play for 24/7 markets.

Adaptive Vortex Strategy

Vortex momentum with volatility gating for trend legs.

ATR Breakout (Variants)

ATR-based volatility breakouts with robust risk control.

Bollinger–Keltner Squeeze Breakout

Detects compression before expansion; great for alts.

Bollinger Band Squeeze Breakout

Pure BB squeeze → momentum expansion entries.

Bollinger Band Momentum with Volume & Volatility Filters

Momentum continuation when volume/volatility confirm.

Dynamic Momentum Breakout

Adaptive breakout rules that catch explosive bursts.

Enhanced / Simple Dual Momentum

Cross-asset and time-horizon momentum for crypto.

Heston–Bates Momentum Strategy

Jump-diffusion dynamics tailored to crypto’s gap-like spikes.

Isolation Forest Anomaly Strategy

ML-based anomaly detection to spot pumps/dumps.

ML-Enhanced Volatility Breakout / Momentum

Machine learning improves entries/exits and regime timing.

Momentum Exhaustion Reversal

Fades overextended runs; targets sharp pullbacks.

Momentum Ignition

Signals when momentum “switches on” after compression.

RSI–MACD Volatility + Trend/Mean-Reversion (Crypto)

Explicitly designed for crypto market regimes.

Simple Volatility Momentum

Lightweight momentum using volatility cues.

Squeeze Breakout

Generalized squeeze framework with configurable filters.

Volatility Breakout / Adjusted Breakout

Core crypto tactic with adjustable thresholds.

Volatility-Clustering Reversion

Exploits clustering to fade extremes back to center.

Volatility Momentum

Rides momentum proportional to changing volatility.

Volatility Spike Reversal

Fades sudden spikes—useful during news/liquidity shocks.

What You Get

Backtrader .py modules mapped to your manual’s crypto set (titles only, no numbers)
PDF notes: parameter ranges, risk controls (ATR), and regime toggles
Examples for hourly/daily bars and 24/7 scheduling nuances

Instant download. Ready-to-run crypto strategies.

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