BB_RPB_TSL_RNG_TBS Strategy: Dual Trailing Master
Nickname: Dual Trailing Master
Profession: Track Price Before Buying + Track Stop Loss After Buying
Timeframe: 5 minutes
I. What Is This Strategy?
Simply put, BB_RPB_TSL_RNG_TBS is the "Plus Version" of BB_RPB_TSL_RNG_2:
- Has all the features of the base version
- Added a "trailing buy" function—doesn't rush to buy when signal appears, waits for price to drop a bit more before buying
It's like seeing a product on sale at the supermarket, but you think "it could get even cheaper," so you wait. When the price rebounds a bit, you strike!
TBS = Trailing Buy Strategy
II. What's the Difference from the Base Version?
| Feature | Base Version (RNG_2) | TBS Version (RNG_TBS) |
|---|---|---|
| Trailing Buy | ❌ No | ✅ Yes |
| Backtesting Support | ✅ Yes | ❌ No |
| Hyperopt Optimization | ✅ Yes | ❌ No |
| BTC Info Pair | Fixed BTC/USDT | Auto-adapts to quote currency |
| Sell Trigger | Slower | Faster (offset <1) |
One-Sentence Summary:
TBS version is the "deluxe edition" for live trading, base version is the "standard edition" for R&D
III. Trailing Buy: The Soul Function of This Strategy
3.1 What Does Trailing Buy Mean?
Normal Buy: Signal appears → Buy immediately
Trailing Buy: Signal appears → Wait for price to drop a bit more → Buy when price rebounds
Example:
Signal Price: $100
After Trailing: Buy at $99
Saved: 1%
Plain English:
"You say it's buyable, I'll wait a bit, see if I can get it cheaper"
3.2 How Does Trailing Buy Work?
Like fishing:
- Spot the Fish: Buy signal appears, price at 100
- Cast Net and Wait: Start tracking, set upper limit = 100.5 (buy on 0.5% rebound)
- Fish Dives Deeper: Price drops to 99, upper limit adjusts down to 99.5
- Fish Jumps Up: Price rebounds to 99.5, trigger buy!
3.3 Trailing Buy Parameters
| Parameter | Default Value | Plain English Explanation |
|---|---|---|
| trailing_buy_max_stop | 2% | If price rises more than 2% above starting price, stop chasing |
| trailing_buy_max_buy | 0% | Buy when price is below starting price |
| trailing_expire_seconds | 1800 seconds | Give up if waiting more than 30 minutes |
Translation:
- Wait for price to drop, max wait 30 minutes
- If price rises more than 2%, forget it, not chasing
- Buy when price rebounds, snag a bargain!
3.4 Tiered Rebound Thresholds
| Price Drop | Buy on Rebound Of |
|---|---|
| Drop 6% or more | Rebound 2% |
| Drop 3%-6% | Rebound 1% |
| Drop 0-3% | Rebound 0.5% |
Plain English:
"The more it drops, the wider the rebound threshold—because the bargain is bigger, no need to rush"
IV. Protection Mechanism: Dual Trailing
Before Buying (Trailing Buy)
| Scenario | Action | Plain English |
|---|---|---|
| Signal Appears | Start tracking | "Okay, let's see how much more you can drop" |
| Price Falls | Update upper limit | "Keep dropping, limit goes down with it" |
| Price Rebounds | Trigger buy | "Enough, enough, strike!" |
| Price Rises Too Much | Stop tracking | "Rose too much, forget it, not buying" |
| 30 Minute Timeout | Stop tracking | "Waited too long, forget it" |
After Buying (Trailing Stop)
| Profit Level | Stop Loss Protection | Plain English |
|---|---|---|
| Just Entered | -17.8% | "Give enough room first" |
| Above 1.9% Profit | Start breaking even | "Made money, start tightening" |
| Above 6.5% Profit | Follow the profit | "Made big money, follow it" |
Summary:
Wait for bargains before buying, protect earned money after buying—tracking throughout, covering both ends!
V. Buy Conditions: Same as Base Version
7 buy conditions, exactly the same as BB_RPB_TSL_RNG_2:
| Condition Group | Core Logic | Plain English |
|---|---|---|
| BB_checked | Bollinger Bands oversold + breakout | "Fallen to the floor, time for rebound right" |
| local_uptrend | Uptrend pullback | "Trend upward but temporarily pulled back" |
| ewo | Elliott Wave pullback | "Wave theory says time to buy" |
| ewo_2 | EWO momentum upward | "Momentum is going up" |
| cofi | Stochastic golden cross confirmation | "Golden cross, there's a trend" |
| nfi_32 | Deep pullback | "Dropped deep enough" |
| nfi_33 | Extreme oversold | "Extreme oversold, someone will bottom-fish" |
Difference: These 7 conditions just "spot the fish," the actual "net casting" relies on trailing buy.
VI. Sell Logic: More Conservative Than Base Version
TBS version sell offset parameters are smaller (<1), meaning faster sell triggers:
| Parameter | Base Version | TBS Version | Description |
|---|---|---|---|
| high_offset | 1.051 | 0.991 | TBS sells faster |
| high_offset_2 | 1.02 | 0.997 | TBS sells faster |
Plain English:
"TBS version sells faster—maybe because entry price is lower, so not being greedy"
VII. This Strategy's "Personality Traits"
✅ Strengths
- Better Entry Price: Trailing buy may snag cheaper prices
- Full-Process Tracking: Track price before buying, track stop loss after buying
- Auto-Adaptation: Works regardless of exchange quote currency
- Complete Inheritance: Keeps all the good stuff from base version
- Saves Computing Resources: Only calculates on new candles
⚠️ Weaknesses
- Cannot Backtest: Trailing buy can't be simulated in backtesting
- Cannot Optimize: Can't use Hyperopt, must use base version first to tune parameters
- Waiting Too Long May Miss Opportunities: 30-minute timeout, good opportunities may slip away
- API Latency Impact: Real-time tracking depends on API speed
- More Complex Parameters: Added a bunch of trailing buy parameters
VIII. Applicable Scenarios: When to Use It?
| Scenario | Recommended Version | Reason |
|---|---|---|
| Backtesting Research | Base Version (RNG_2) | TBS doesn't support backtesting |
| Parameter Optimization | Base Version (RNG_2) | TBS doesn't support Hyperopt |
| Live Trading Deployment | TBS Version | Trailing buy advantage |
| Volatile Market | TBS Version | Better entry price |
| Fast Trend | Base Version | Waiting for trailing may miss opportunities |
IX. Live Trading Usage Recommendations
9.1 Configuration Process
Step 1: Use base version for backtesting and parameter tuning
Step 2: Copy parameters to TBS version
Step 3: Run TBS version in dry-run mode
Step 4: Deploy live after confirming stability
9.2 Key Parameter Settings
# config.json Key Settings
"dry_run": true, # Run simulation first!
"max_open_trades": 3, # Max 3 trades simultaneously
# TBS Version Special Settings
trailing_buy_order_enabled: true # Enable trailing buy
trailing_expire_seconds: 1800 # 30-minute timeout
9.3 Hardware Requirements
Same as base version:
- ≤10 trading pairs: 8GB memory is enough
-
10 trading pairs: Recommend 16GB
X. Easter Eggs: Hidden Logic of Trailing Buy
Look at the code and you'll find:
-
Force Buy Function:
Timeout + price below starting price + buy signal still active → Force buy "Waited too long but opportunity still there, just buy it"
-
Upward Trend Quick Buy:
trailing_buy_uptrend_enabled = False (disabled by default) If enabled: Quick buy if price rises more than 2% within 90 seconds "Upward trend is here, not waiting, buying directly"
-
Before/After Buy Dual Trailing:
Wait for cheap before buying, protect profits after buying This strategy is "chasing" from start to finish
XI. Summary
One-Sentence Evaluation
"An enhanced version specifically for live trading, chase bargains before buying, chase profits after buying, but still need base version for R&D phase"
Usage Strategy Recommendations
| Phase | What Version to Use |
|---|---|
| Parameter Research/Backtesting | BB_RPB_TSL_RNG_2 |
| Live Trading Deployment | BB_RPB_TSL_RNG_TBS |
Final Recommendations
1. Use base version for parameter optimization first
2. Migrate parameters to TBS version
3. Run TBS in dry-run for at least two weeks
4. Compare both versions with small capital live trading
5. Fully deploy only after confirming TBS performs well
XII. ⚠️ Important Warnings
Traps of Trailing Buy
Cannot Backtest ≠ Definitely Good in Live Trading
Trailing buy effectiveness in live trading depends on:
- API Latency: Too much latency may miss best entry points
- Liquidity: May not be able to buy during extreme conditions
- Slippage: Entry price during rebound may not be ideal
Correct Usage Process
Backtest → Base Version Parameter Tuning → Migrate Parameters to TBS → Dry-Run → Live Trading
Do NOT use TBS version for live trading directly without tuning parameters first!
Risk Reminder Again
- Trailing buy waiting 30 minutes may miss good opportunities
- Unstable API may cause tracking failure
- No backtesting support means unknown effectiveness
Remember: Research first then live trading, staying alive is most important! 🙏