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BigZ03: The "Classic Old Cannon" in Quant World

Nickname: Classic Old Cannon
Profession: "Founding Father" of BigZ Series
Timeframe: 5 minutes (entry) + 1 hour (confirmation)

1. What Is This Thing?​

Simply put, BigZ03 is:

  • The "original authentic" BigZ series
  • Core philosophy: Low drawdown, quick sell, high capital efficiency
  • 12 entry conditions, cover various oversold patterns

Like an experienced old hunter, doesn't greed for big prey, steady and sure 🎯

One-Sentence Summary: "Conservative party's first choice" pursuing stability and disliking drawdown

2. Core Config: Simply "Make Some and Run"​

Profit-Taking Rules (ROI Table)​

Holding 0-10 min: Make 2.8% and run
Holding 10-40 min: Make 1.8% is also okay
Holding 40-180 min: Make 0.5% makes do
Holding 180+ min: Make 1.8% leave

Translation: Core philosophy is "fast"! 2.8% isn't much, but make it fast, high capital turnover efficiency.

Stoploss Rules​

Default stoploss: Disabled (-99%)
Actual stoploss: Check after 50 minutes, dynamically decide whether to stoploss
Trailing stop: Activate after profit > 1%, stoploss line moves up 2.5%

Translation: Don't actively stoploss in first 50 minutes, give market time to rebound. After 50 minutes decide based on situation.

3. 12 Entry Conditions: Classic "Combination Punch"​

BigZ03 has 12 entry conditions, divided into 5 major categories:

🎯 Category 1: RSI Oversold Type (Condition 0)​

Core Logic: Buy when RSI below 30

In Plain English:

"Price above 200-day moving average, but RSI fell below 30? This is healthy pullback, buy!"

Condition 0:
- Close > EMA200 (trend up)
- RSI < 30 (short-term oversold)
- 3 candles ago was big bullish (means recently falling)
- 1-hour RSI < 71 (big cycle not overheated)

📉 Category 2: Lower Bollinger Band Type (Conditions 1, 2, 12)​

Core Logic: Buy when price touches lower Bollinger Band

In Plain English:

"Fell to lower Bollinger Band? Buy! Broke below more? Even more certain!"

Representative Conditions:

  • Condition 1: Price < Lower Band × 0.989 + Bearish close + Volume contraction

    "Touched band and still bearish, high probability of rebound tomorrow"

  • Condition 2: Price < Lower Band × 0.982

    "Deeply broke below band, buy more aggressively"

  • Condition 12: False breakout pattern

    "Broke below band then recovered? Fake! Buy during rebound"

🔄 Category 3: MACD Momentum Type (Conditions 5, 6, 7)​

Core Logic: MACD golden cross + low price = entry

In Plain English:

"MACD golden cross means momentum turned positive, price still at bottom, double confirmation!"

Representative Conditions:

  • Condition 5: MACD fast line > slow line + difference big enough + price at lower band
  • Conditions 6-7: Different RSI threshold combinations

🌊 Category 4: Multi-Cycle Resonance Type (Conditions 3, 4, 8, 9)​

Core Logic: 5-minute + 1-hour dual-cycle confirmation

In Plain English:

"Big cycle up, small cycle oversold, this is real opportunity!"

Representative Conditions:

  • Condition 3: Above 1-hour EMA200 + 5-minute touches lower band + RSI < 14.2
  • Condition 4: 1-hour RSI < 16.5 + 5-minute touches lower band

    "1-hour RSI as low as 16.5, this is extremely oversold, rebound probability extremely high!"

🎪 Category 5: Special Pattern Type (Conditions 10, 11)​

In Plain English: These two conditions disabled by default, author thinks not mature enough

4. Protection: 50-Minute Observation Period​

Core Stoploss Logic​

if holding time < 50 minutes:
    Don't actively stoploss, give market breathing time

if holding time >= 50 minutes:
    if 1-hour RSI < 35:
        # Market extremely oversold, continue waiting
        Don't stoploss
    elif price above EMA200 and fell more than 2.5%:
        # Trend may reverse
        Stoploss 1%
    elif fell more than 1.5%:
        # Judgment mistake
        Stoploss 1%

Plain English Explanation:

SituationHandlingReason
Holding < 50 minDon't stoplossGive enough time for market to reverse
RSI extremely lowContinue waitingDon't stoploss at lowest point
Still fallingAdmit defeat stoplossAdmit judgment was wrong

Trailing Stop​

Activate after profit > 1%
Stoploss line follows price increase, keep 2.5% pullback room

5. Exit Logic: No Active Exit Signals​

BigZ03's design philosophy: No exit signals, either ROI take-profit or stoploss close.

In Plain English:

"12 conditions for entry, exit just depends on ROI and stoploss. Simple crude, but effective."

6. This Strategy's "Personality"​

✅ Pros (Praise Session)​

  1. Low Drawdown: First target only 2.8%, not easily trapped
  2. High Capital Efficiency: Quick take-profit, capital can frequently turnover
  3. Multi-Condition Coverage: 12 conditions cover various oversold patterns
  4. Smart Stoploss: 50-minute observation period + RSI exception, avoid stoplossing at lowest point
  5. Concise Code: Compared to subsequent versions, logic clear easy to understand

⚠️ Cons (Roast Session)​

  1. Frequent Trading: 2.8% target means frequent buying selling, fees accumulate
  2. Sell Too Early: When big moves come, may only eat 2.8%
  3. Fixed Parameters: No adaptation, needs manual adjustment
  4. Not Suitable for Strong Trends: Normal pullbacks in trends may be misjudged as "oversold"

7. When to Use It?​

Market EnvironmentRecommended ActionReason
Wide Range Oscillation✅ BestFrequent oversold-rebound cycle
Range Upward✅ SuitablePullback is entry opportunity
Strong Trend⚠️ CautionNormal pullbacks may be misjudged
Continuous Decline❌ Don't UseEach oversold may continue falling

8. Bottom Line: How Is This Strategy?​

One-Sentence Review​

"Stability prevails over everything,not seeking quick riches but seek steady earnings classic strategy"

Who Should Use It?​

  • ✅ Risk-averse traders
  • ✅ Pursuing stable returns
  • ✅ Can accept frequent trading
  • ✅ Have time to monitor

Who Should NOT Use It?​

  • ❌ Pursuing high returns
  • ❌ Don't want frequent operations
  • ❌ Hope for "set and forget"
  • ❌ Long-term investors

My Recommendations​

  1. First understand logic: This is strategy's foundation, must understand before using
  2. Suitable for range markets: Need enough oscillation to trigger signals
  3. Set good position management: Don't exceed 25% of total capital per trade
  4. Have psychological expectations: 2.8% isn't much, but accumulates

9. What Markets Make Money?​

9.1 Core Logic: Using Classic Indicators to "Buy Dips"​

BigZ03's profit philosophy: Don't greed for big moves, seek stable small profits.

12 entry conditions, each is a net. Some nets specialize in catching "RSI oversold", some specialize in "lower Bollinger Band", some specialize in "MACD golden cross".

No one can predict what opportunities market will give. But with many nets, one will always catch something.

9.2 Performance in Different Markets (Plain English Version)​

Market TypePerformance RatingPlain English Explanation
📈 Wide Range Oscillation⭐⭐⭐⭐⭐Best environment, frequently triggers oversold-rebound
🔄 Range Upward⭐⭐⭐⭐☆Pullback is entry opportunity
📉 Continuous Decline⭐⭐☆☆☆Each oversold may continue falling
⚡️ Strong Trend⭐⭐☆☆☆Normal pullbacks may be misjudged

One-Sentence Summary: Range market is home field, other markets need caution.

10. Want to Run This Strategy? Check These First​

10.1 Pair Configuration​

Configuration ItemRecommended ValueRoast
Maximum Positions3-4Diversify risk
Pair TypeMajor coinsGood liquidity
Single Trade Capital20-25% of totalDon't go all-in

10.2 Condition Switches​

buy_params = {
    # Conditions 0-9: Same as original
    "buy_condition_10_enable": False,  # Disabled by default
    "buy_condition_11_enable": False,  # Disabled by default
    "buy_condition_12_enable": True,   # False breakout enabled
}

10.3 Hardware Requirements​

This strategy computation not large, ordinary VPS can run:

Number of PairsMinimum MemoryRecommended Memory
1-3 pairs2GB4GB
4-5 pairs4GB8GB

10.4 Backtest vs Live Trading​

Backtest Performance: Usually looks good, because historical data "perfect"

Live Reality:

  • 2.8% take-profit may be easily reached in backtests
  • Fees and slippage in live trading may affect execution
  • Need patience for frequent trading

Recommended Process:

  1. Backtest at least 6 months of data first
  2. Then simulated trading for 2-4 weeks
  3. Small capital live test
  4. Increase position only after confirming effectiveness

11. Easter Egg: Strategy Author's "Little Thoughts"​

Looking carefully at code, you'll find some interesting things:

  1. 2.8% First Target Very Conservative

    "Make a bit and run, don't be greedy" — author's risk preference

  2. 50-Minute Observation Period

    "Don't stoploss too early, may stoploss exactly at lowest point" — author deeply understands leek psychology

  3. 12 Conditions Cover Various Patterns

    "More nets, more likely to catch fish" — author's probability thinking

12. Last But Not Least​

One-Sentence Review​

"Stability prevails over everything, classic strategy for conservative traders"

Who Should Use It?​

  • ✅ Risk-averse traders
  • ✅ Pursuing stable returns
  • ✅ Can accept frequent trading
  • ✅ Have time to monitor

Who Should NOT Use It?​

  • ❌ Pursuing high returns
  • ❌ Don't want frequent operations
  • ❌ Hope for "set and forget"
  • ❌ Long-term investors

Manual Trader Recommendations​

If you trade manually, can borrow BigZ03's thinking:

  • Focus on oversold opportunities in uptrend
  • Use 1-hour RSI to confirm big trend
  • Set an "observation period", don't stoploss too fast
  • Take profits quickly, don't be greedy

13. ⚠️ Final Risk Reminder (Must Read This Section)​

Backtests Look Beautiful, Live Trading Requires Caution​

BigZ03's historical backtest performance may look good, but there are traps:

  • 2.8% Target Too Small: May be eaten up by fees and slippage
  • Frequent Trading: Fees accumulate into mountain
  • May Sell Too Early: Big moves come, only eat 2.8%

Simply put:

"Making 2.8% ten times may not cover one 10% loss!"

Hidden Risks of Frequent Trading​

This strategy looks stable, but live trading may lead to:

  • High Fee Cost: Frequent trading fees accumulate
  • Slippage Impact: Each trade has slippage, accumulates
  • Mentality Exhaustion: Frequent operations easily tired

My Recommendations (Real Talk)​

1. Calculate fees first: Make sure 2.8% covers fees
2. Run simulated trading first: Observe 2-4 weeks before live
3. Small capital! Small capital! Small capital! Can't stress enough
4. Mental preparation: May have consecutive small losses
5. If fees too high, consider increasing take-profit target

Remember:

"In crypto, staying alive is more important than making money! Light position test, don't go all-in!"

Final Reminder: Strategy may be classic, but market always changing. Tread carefully 🙏

This article is for entertainment and learning only, not investment advice. Investment involves risks, enter the market with caution.