Black_Whale_Trend_BTC

## Black_Whale_Trend (BTC) — Trend-Following Strategy (Research)

This script is a **BTC-only** trend-following strategy.
(Using it on other assets may change signal frequency and performance due to different volatility/volume structures.)

### 1) Concept

The strategy aims to participate in strong trend legs by confirming:

* **Trend regime** via **Keltner Channel position (p)**
* **Momentum** via a **strong bullish candle** (body strength vs. wick)
* **Participation** via **volume expansion** above a threshold

### 2) Entry / Exit Rules

**Entry (Long)**

* `p > enterPosTh`
* AND `strongBull`
* AND `highVol`

**Exit**

* `p < exitPosTh`

### 3) Position Sizing (Leverage / Exposure)

**Manual mode**

* Uses `manualLevPct` directly (**ignores** levMin/levMax clamp).

**AutoRisk mode**

* Estimates stop distance using ATR:

* `stopPct = ATR(stopAtrLen) * stopMult / close * 100`
* `autoLevPct = riskPct / stopPct * 100`
* Then applies clamp: `levMinPct ~ levMaxPct`

### 4) Stop Mode

* **Close**: No stop-loss; exits are channel-based only.
* **DisasterStop**: Fixes ATR at entry and places a stop via `strategy.exit(stop=stopPrice)`.

### 5) Parameters (Core/Range Guidance)

Default values reflect a **flattened Core (P50)** derived under **(Manual + Close)**.
When tuning, it is recommended to stay within the **suggested ranges** shown in each input tooltip and validate changes on out-of-sample periods.

### 6) Notes & Disclaimer

* Results can vary significantly depending on **fees, slippage, and execution**.
* This script is provided for **research/educational purposes** and is **not financial advice**. Use at your own risk.