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Apollo11 Strategy: The "Moon Landing Program" of Quant Trading

Nickname: Three-Eye Radar, Defensive Offensive Master
Job: Multi-Signal Fusion Strategy / Risk Control Expert
Timeframe: 15 minutes (15m)
Author: Shane Jones (Twitter: @shanejones)

1. What Is This Strategy?​

Simply put, Apollo11 is:

  • A "radar" with triple signal scanning
  • A "defense tower" protected by 5 layers of fuses
  • A "profit harvester" with dynamic stop loss locking

Like a hunter equipped with 3 different radars—one watching trends, one finding oversold, one tracking volume-price—whichever goes off, you can shoot 🎯

One-sentence summary: A defensive offensive strategy, trading complexity for safety.

2. Core Configuration: Simply Put, "Protect When Profiting, Limit When Losing"​

Take Profit Rules (ROI Table)​

After 0 minutes: Sell at ≥ 10% profit
After 30 minutes: Sell at ≥ 5% profit
After 60 minutes: Sell at ≥ 2% profit

Translation: Just bought? Need 10% to sell. 30 minutes later? 5% is fine. After an hour? Even 2% is good enough. This isn't greed, it's "the longer you wait, the more conservative you get."

Stop Loss Rules​

Fixed stop loss: Admit defeat at 16% loss
Dynamic stop loss: More profit = tighter protection
  - Profit > 20%: Lock in 4% profit
  - Profit > 10%: Lock in 3% profit
  - Profit > 6%: Lock in 2% profit
  - Profit > 3%: Lock in 1% profit

Translation: Made money? Don't panic, I'll guard it for you. The more you make, the tighter I guard.

Special Handling for Long Holdings​

Loss > 10%, holding > 60 hours: Dynamically tighten stop loss
Loss > 8%, holding > 120 hours: Further tighten

Plain English:

"Held for 2.5 days and still losing 10%? Fine, stop holding on, I'll help you stop loss."

3. 3 Entry Signals: I've Categorized Them for You​

This strategy's entry conditions are quite complex, I've grouped them into 3 categories:

🎯 Category 1: Trend Following Type (Signal #1)​

Core Logic: Follow the big trend, wait for pullback to board

Indicator Configuration:

  • 240 EMA (Ultra-long trend line)
  • 5 EMA / 10 EMA (Short trend crossover)
  • VWMACD (Volume-weighted MACD)

Trigger Conditions (Plain English translation):

  1. VWMACD below signal line → "Momentum not yet overheated"
  2. Low broke 240 EMA but close recovered → "Fake breakdown, real support"
  3. 5 EMA crosses above 10 EMA → "Short trend starting to look up"
  4. 3 EMA below 50 EMA → "Not chasing at high position"

Plain English:

"Big trend is up, short-term pullback to support, then small trend starts turning. Time to board!"

Suitable Scenario: Moderate uptrend market, trend is clear but not overheated.

📉 Category 2: Extreme Oversold Type (Signal #2)​

Core Logic: Be greedy when others are fearful, buy bottoms at extreme oversold

Indicator Configuration:

  • Bollinger lower band (3 standard deviations, very wide)
  • Fibonacci extension lower band (4.236 × ATR, even wider)
  • 50 EMA offset line

Trigger Conditions (Plain English translation):

  1. Fibonacci lower band crosses above Bollinger lower band → "Price has fallen to grandma's house"
  2. Close below offset EMA → "Still at low position"
  3. Volume exists → "Someone is trading"

Plain English:

"Price broke below Bollinger lower band, even below Fibonacci extension's extreme level. At this point? Others are fearful, I'm greedy!"

Suitable Scenario: Rebounds after crashes, bottom fishing at oscillation range edges.

Roast: This signal triggers very rarely, but when it does, it's usually a nice bottom fishing opportunity. Just need patience 🤣

📊 Category 3: Volume-Price Breakout Type (Signal #3)​

Core Logic: Price oversold + capital involvement = Rebound opportunity

Indicator Configuration:

  • Bollinger lower band (oversold detection)
  • Volume-weighted MA (volume-price relationship)
  • 50 EMA (trend confirmation)

Trigger Conditions (Plain English translation):

  1. Low below Bollinger lower band → "Oversold"
  2. High above slow volume-price MA → "Capital starting to get involved"
  3. High still below 50 EMA → "Not at high position"
  4. Volume exists → "Confirmed valid"

Plain English:

"Price is oversold, but big money is starting to secretly buy in. Follow the smart money!"

Suitable Scenario: Bottom reversals, accumulation phase.

4. Protection Mechanisms: 5 Layers of "Fuses"​

Each entry signal comes with 5 layers of protection, like installing 5 fuses on the strategy:

Protection TypeTrigger ConditionStop DurationPlain English
Cooldown PeriodAfter each sell0 minutes"Can buy again immediately" (seems useless 🤣)
Maximum Drawdown20 trades within 12h with >20% drawdown1 hour"Lost too much, take a break"
Stop Loss Protection≥4 stop losses within 6h30 minutes"Consecutively trapped, calm down"
Low Profit Protection (Short)≥2 trades with <2% profit within 1.5h15 minutes"This pair isn't working, take a break"
Low Profit Protection (Long)≥4 trades with <1% profit within 6h30 minutes"Not making money long-term, pause a bit"

Roast: These 5 layers of protection are like putting 5 bulletproof vests on the strategy. A bit over the top, but better than naked exposure 🛡️

5. Exit Logic: No Active Selling, All Relies on Stop Loss and ROI​

5.1 No Technical Exit Signals​

This strategy doesn't use technical indicators to judge exits, completely relies on:

  • ROI table (the longer the time, the lower the take-profit threshold)
  • Custom stop loss (profit protection + time stop loss)

Plain English:

"I only handle entry timing, exit timing is left to stop loss and ROI."

5.2 Tiered ROI Take-Profit​

Just bought: Only sell at 10% profit
After 30 minutes: Sell at 5% profit
After 1 hour: Sell at 2% profit
After 1+ hours: Let stop loss decide

Translation:

  • "New position? I want to make it big!"
  • "Held for half an hour and still haven't made 10%? 5% is fine too."
  • "It's been an hour already, 2% and I'm out."

6. This Strategy's "Personality Traits"​

✅ Advantages (Compliment Section)​

  1. Multi-Dimensional Signals: 3 signals cover trend, oversold, volume-price, don't rely on single judgment
  2. Protection in Place: 5 layers of protection mechanisms, from drawdown to stop loss to low profit, layers of defense
  3. Dynamic Stop Loss: More profit = tighter protection, scientific profit locking
  4. Open Parameters: All parameters adjustable, easy to optimize
  5. Community Verified: From open-source project, someone has used it

⚠️ Disadvantages (Roast Section)​

  1. No Active Selling: Misses optimal technical exit points, all relies on stop loss
  2. Too Many Parameters: 7 EMAs alone, optimizing gives headaches
  3. Large Startup Data: Needs 480 candles (5 days data) for warmup
  4. Overfitting Risk: So many indicators, backtesting looks good but live trading might flop

7. Applicable Scenarios: When to Use It?​

Market EnvironmentRecommended ActionReason
Moderate Uptrend✅ Enable all 3 signalsTrend signals most effective
Oscillating Market✅ Enable signal 2Focus on oversold rebounds
High Volatility⚠️ Enable signals 1+3Combine trend and volume-price
Downtrend❌ Use cautiouslyMay trigger frequent stop losses

8. Summary: How Is This Strategy Really?​

One-Sentence Review​

"A defensive offensive strategy, trading complexity for safety. Suitable for intermediate to advanced players willing to study parameters."

Who Should Use It?​

  • ✅ Intermediate to advanced quantitative traders—can understand various indicators
  • ✅ People focused on risk control—5 layers of protection is reassuring
  • ✅ People who like optimizing parameters—many open parameters
  • ✅ People with live trading experience—know the difference between backtesting and live

Who Shouldn't Use It?​

  • ❌ Beginners—too many parameters, easy to get confused
  • ❌ People who want to save effort—needs debugging and optimization
  • ❌ Short-term maniacs—15-minute timeframe not for ultra-short-term
  • ❌ People pursuing simplicity—this strategy is quite complex

My Advice​

  1. Backtest with default parameters first: Understand the strategy's basic performance
  2. Understand each signal one by one: Don't optimize everything at once
  3. Focus on protection mechanisms: This strategy's core advantage is risk control
  4. Small position live trading: Good backtesting doesn't mean good live trading

9. What Market Can This Strategy Make Money In?​

9.1 Core Logic: Using Complexity to Build a "Defense Net"​

Apollo11 is a defensive offensive strategy. 200+ lines of code, 10+ indicators, what does that mean? Equivalent to a fully equipped special forces soldier 🎖️

Its Money-Making Philosophy: Better to earn less than to lose big

  • Trend Following Primary: Signals 1 and 3 both follow trends
  • Oversold Rebound Secondary: Signal 2 specializes in bottom fishing
  • Protection Mechanism Safety Net: 5 layers of protection prevent consecutive losses
  • Dynamic Stop Loss Profit Locking: The more earned, the tighter the guard

9.2 Performance in Different Markets (Plain English Version)​

Market TypePerformance RatingPlain English Explanation
📈 Moderate Uptrend⭐⭐⭐⭐⭐Trend aligns, signals 1 and 3 work great, take-profit on point
🔄 Oscillating Market⭐⭐⭐⭐☆Signal 2 bottom fishing effective, protection mechanisms reduce losses
📉 Downtrend⭐⭐☆☆☆Frequent stop loss triggers, recommend reducing position
⚡️ High Volatility⭐⭐⭐☆☆Trend judgment may be wrong, need parameter adjustment

One-sentence summary: Suitable for moderate uptrend or oscillating markets, be careful in downtrend markets.

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

10.1 Trading Pair Configuration​

Configuration ItemRecommended ValueComment
max_open_trades3-5Not too many, protection mechanisms will limit you
stake_amount2-5%Single position, don't go all-in
startup_candle_count480+Must be this much, one less won't work

10.2 Key Config File Settings​

{
    "max_open_trades": 4,
    "stake_amount": "unlimited",
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "dry_run": true,
    "cancel_open_orders_on_exit": false,
    "unfilledtimeout": {
        "buy": 10,
        "sell": 30
    }
}

10.3 Hardware Requirements (Important!)​

This strategy has moderate computation, has certain memory requirements for VPS:

Number of PairsMinimum MemoryRecommended MemoryExperience
1-10 pairs2GB4GBSmooth
10-30 pairs4GB8GBSmooth
30+ pairs8GB16GBWatch CPU

Warning: 480 candle warmup + 10+ indicator calculations, low-spec VPS might lag 😅

10.4 Backtesting vs Live Trading​

Due to custom stop loss, backtesting and live trading may differ:

  • Volume-weighted indicators may differ across exchanges
  • Stop loss logic may not be precise in backtesting
  • Recommend dry_run testing first

Recommended Process:

  1. Backtest to understand basic performance
  2. dry_run to test actual signals
  3. Small position live verification
  4. Optimize parameters based on performance

Don't go all-in on day one, no matter how good the strategy, it needs磨合!

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

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

  1. Signal Switch Design: buy_signal_1 = True etc. switch design

    "I've reserved optimization space for you, turn on whichever you want"

  2. 240 EMA as Trend Baseline: Ultra-long period EMA

    "I use 240 EMA to judge big trend,不服?"

  3. Fibonacci 4.236× Extension: Extreme oversold detection

    "Normal people use 1.618, I use 4.236. This is real bottom fishing!"

  4. 5-Layer Protection Mechanism: Layers of defense

    "I'd rather miss out than be wrong. Safety first!"

  5. Custom Stop Loss Tiered Protection: Profit in 4 tiers

    "Made 3%, guard 1%. Made 20%, guard 4%. Stair-step protection, scientific!"

12. Final Words​

One-Sentence Review​

"A defensive offensive strategy, suitable for intermediate to advanced players. Worth diving deep if you're willing to study parameters."

Who Should Use It?​

  • ✅ Intermediate to advanced quantitative traders
  • ✅ People focused on risk control
  • ✅ People who like multi-signal confirmation
  • ✅ People with time to optimize parameters

Who Shouldn't Use It?​

  • ❌ Quantitative beginners—too many parameters, easy to get confused
  • ❌ People who want to save effort—needs debugging
  • ❌ Ultra-short-term players—15-minute timeframe not suitable
  • ❌ People pursuing simplicity—this strategy is complex

Advice for Manual Traders​

This strategy has good reference value for manual traders:

  1. Dynamic Stop Loss: Learn this tiered profit protection approach
  2. Multi-Signal Confirmation: Don't place orders based on just one indicator
  3. Protection Mechanisms: Set up a few layers of "fuses" for yourself too
  4. Time Stop Loss: Holding too long without profit? Consider stopping loss

13. ⚠️ Risk Re-emphasis (This Part Is a Must-Read)​

Backtesting Looks Great, Live Trading Requires Caution​

Apollo11's historical backtesting performance might be very good—but there's a trap:

Because there are so many parameters, the strategy can easily "fit" the optimal solution for past market conditions, but this doesn't mean it will definitely profit in the future.

Simply put: A student who memorizes answers won't do well on a different test.

Hidden Risks of Complex Strategies​

In live trading, complex logic may cause:

  • Slippage Loss: Time difference between signal trigger and order placement
  • Volume Differences: Backtesting volume data may not be accurate
  • Stop Loss Imprecision: Custom stop loss may fail in extreme markets
  • Over-Protection: 5 layers of protection may cause you to miss some opportunities

My Advice (Honest Words)​

1. dry_run for at least a week first
2. Observe signal trigger frequency and quality
3. Compare backtesting results with dry_run results
4. Small position live trading, gradually increase
5. Record every trade, periodically review

Remember: No matter how good the strategy, when the market teaches you a lesson, it won't give advance notice. Test with small positions, survival is most important! 🙏

Final Reminder: No matter how complex the strategy, the market is always more complex. Respect the market, control risk!