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LAZY DOG
OVERVIEW
LAZY DOG is a systematic, intraday cryptocurrency options trading model designed for BTCUSD. It tracks simulated out-of-the-money (OTM) Call (CE) and Put (PE) premium metrics based on direct underlying price shifts. The model relies on dynamic capital rotation, hyper-aggressive scaling breakout parameters, and an automatic mathematical memory reset engine.
[2] CORE PARAMETERS & CONVERSIONS
* Target Asset: BTCUSD (Spot / Futures Index)
* Base Multiplier Setup: 1 Trading Lot = 0.001 BTC
* Initial Baseline Unit Quantity: 10 Lots per leg
* Re-entry / Breakout Scaling Factor: 10x Multiplier (100 Lots)
* OTM Strike Matrix Deviation: 2.5% Out-of-the-Money
[3] EXECUTION RULES & LOGICAL ROUTINES
* Session Launch Window:
At exactly 18:00, the system initiates a balanced market neutrality posture by simultaneously purchasing a base lot size of 2.5% OTM Call and 2.5% OTM Put contracts.
* Breakout Aggression Protocol (10x Momentum Build):
- If the simulated CE contract value gains 100%, it creates an immediate buy trigger for a 10x sized OTM Put contract.
- If the simulated PE contract value gains 100%, it creates an immediate buy trigger for a 10x sized OTM Call contract.
* Trailing Mitigation Routine (50% Peak Floor):
All running active execution legs are continuously monitored by a trailing high filter. If the current value of an option contract decreases by 50% from its absolute lifetime peak premium value, the script terminates that underperforming leg and immediately rotates capital by buying a 10x sized position in the opposite option contract type.
RISK GUARDRAILS AND AUTOMATED TERMINATION
• Account Protective Cap Filters:
Global maximum risk caps are verified on every market tick. The absolute performance ceiling is capped at a maximum profit of +$50 USD per unit, and the absolute loss floor is locked at a maximum loss of -$25 USD per unit.
• Auto-Reset Memory Engine:
If either the +$50 profit target or the -$25 loss floor is struck inside the daily active trading window, the system terminates all live trades, wipes the tracking variables clean, and instantly launches a fresh baseline contract cycle on the very same bar.
• Hard Cutoff Window:
At exactly 17:28, the engine breaks all loops, clears out existing position parameters, and forcefully closes all remaining open legs to lock in final net returns before the daily close.
LAZY DOG is a systematic, intraday cryptocurrency options trading model designed for BTCUSD. It tracks simulated out-of-the-money (OTM) Call (CE) and Put (PE) premium metrics based on direct underlying price shifts. The model relies on dynamic capital rotation, hyper-aggressive scaling breakout parameters, and an automatic mathematical memory reset engine.
[2] CORE PARAMETERS & CONVERSIONS
* Target Asset: BTCUSD (Spot / Futures Index)
* Base Multiplier Setup: 1 Trading Lot = 0.001 BTC
* Initial Baseline Unit Quantity: 10 Lots per leg
* Re-entry / Breakout Scaling Factor: 10x Multiplier (100 Lots)
* OTM Strike Matrix Deviation: 2.5% Out-of-the-Money
[3] EXECUTION RULES & LOGICAL ROUTINES
* Session Launch Window:
At exactly 18:00, the system initiates a balanced market neutrality posture by simultaneously purchasing a base lot size of 2.5% OTM Call and 2.5% OTM Put contracts.
* Breakout Aggression Protocol (10x Momentum Build):
- If the simulated CE contract value gains 100%, it creates an immediate buy trigger for a 10x sized OTM Put contract.
- If the simulated PE contract value gains 100%, it creates an immediate buy trigger for a 10x sized OTM Call contract.
* Trailing Mitigation Routine (50% Peak Floor):
All running active execution legs are continuously monitored by a trailing high filter. If the current value of an option contract decreases by 50% from its absolute lifetime peak premium value, the script terminates that underperforming leg and immediately rotates capital by buying a 10x sized position in the opposite option contract type.
RISK GUARDRAILS AND AUTOMATED TERMINATION
• Account Protective Cap Filters:
Global maximum risk caps are verified on every market tick. The absolute performance ceiling is capped at a maximum profit of +$50 USD per unit, and the absolute loss floor is locked at a maximum loss of -$25 USD per unit.
• Auto-Reset Memory Engine:
If either the +$50 profit target or the -$25 loss floor is struck inside the daily active trading window, the system terminates all live trades, wipes the tracking variables clean, and instantly launches a fresh baseline contract cycle on the very same bar.
• Hard Cutoff Window:
At exactly 17:28, the engine breaks all loops, clears out existing position parameters, and forcefully closes all remaining open legs to lock in final net returns before the daily close.
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Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.