Systematic Cryptocurrency Trading
Multi-phase architecture for intraday swing trading
This is not financial advice. Trading cryptocurrency carries substantial risk of loss.
A sophisticated algorithmic trading system designed to navigate cryptocurrency markets through systematic analysis, disciplined risk management, and adaptive market classification. Built on three years of development and continuous refinement.
Multi-Asset Framework
Trades five major cryptocurrencies (BTC, ETH, SOL, ADA, AVAX) with symbol-specific calibration and position sizing adapted to each asset's characteristics.
Market Regime Classification
Dynamically identifies market conditions including trending, volatile, quiet, and bearish states using volatility and trend strength indicators across multiple timeframes.
Database-Driven Configuration
All trading rules, thresholds, and parameters stored in a PostgreSQL database, enabling systematic optimisation and configuration management without code changes.
Drawdown Circuit Breakers
Automated pause mechanisms that halt trading for individual symbol-strategy pairs when drawdown thresholds are reached, with multi-criteria resume logic.
Conservative Position Sizing
Leverages between 1.5x and 2.0x with virtual capital allocation across strategies, prioritising capital preservation over aggressive returns.
Quality Over Quantity
Three-phase evaluation process filters opportunities through market classification, hard thresholds, and condition scoring to focus on higher-probability setups.
Trading Architecture
Phase 1: Market Classification
Analyses current market regime using ATR-based volatility and ADX trend strength across multiple timeframes to determine appropriate trading strategies for current conditions.
Phase 2: Hard Threshold Gates
Applies strict filtering criteria including trend alignment, RSI positioning, volume confirmation, and pattern validation. Opportunities failing these gates are immediately rejected.
Phase 3: Condition Scoring
Evaluates qualified opportunities against configurable weighted conditions, calculating composite scores that determine trade execution priority and sizing.
Risk Management Layer
Monitors strategy-level drawdowns with automated pause/resume logic, virtual capital allocation, and position size limits. Includes hypothetical trade tracking during pause periods.
Development Philosophy
Transparency
All trading logic is explicit and reviewable. No hidden algorithms or black boxes.
Systematic Optimisation
Parameters are calibrated through extensive backtesting using SQL-based configuration updates.
Risk-First Design
Capital preservation mechanisms are built into every layer of the system architecture.
Continuous Refinement
Three years of iterative development, learning from both successes and failures.
Follow the Development
Track the ongoing development and real-world testing of this trading system on Bybit. This is a live learning journey, not a performance guarantee.
