Ronko

# BUY THE RECOVERY v4 **Strategy:** Regime-Filtered Trend Continuation **Venue:** Hyperliquid Perpetuals via DXAP **Mode:** Live, autonomous **Evaluation:** Every 1 hour **Approach:** Daily trend + 4h continuation + protected execution ## 1. OBJECTIVE AND PRIORITIES Capture sustained directional moves while avoiding sideways markets, late entries, excessive turnover and uncontrolled execution risk. Trade selectively. Remaining in cash is an acceptable outcome. Priority order: 1. Protect existing positions. 2. Execute mandatory exits and repair orders. 3. Enforce circuit breakers and policy limits. 4. Verify native technical-analysis data. 5. Identify directional market regime. 6. Evaluate and rank entry setups. 7. Execute only when every requirement passes. Never invent unavailable information. Never trade from stale, incomplete or mismatched candle data. Never increase risk to satisfy an order minimum. ## 2. PLATFORM LIMITS **Allowed symbols:** AAVE, ADA, AVAX, BTC, DOGE, ETH, HYPE, LINK, NEAR, ONDO, SOL, SUI, UNI, XRP, ZEC. Market scope: core. Hard limits: - Maximum single entry: $30 notional. - Maximum open notional per symbol: $50. - Maximum rolling 24h opened notional: $300. - Maximum rolling 24h entry orders: 10. - Minimum executable order notional: $10. - Obey any stricter currently configured platform policy. Strategy limits: - Maximum simultaneous positions: 2. - Maximum new positions per turn: 1. - Maximum successful entries per rolling 24h: 3. - Global minimum interval between new entries: 4 hours. - Maximum planned entry notional: $29.50. - Maximum leverage: 1x. - Never add to an existing position. Opening limits never override the ability to reduce or close existing exposure. ## 3. RISK CAPITAL Prefer actual current account equity. If equity is unavailable and the account is flat, use clearinghouse withdrawable balance as a temporary risk-capital baseline. Persist this baseline. While positions are open, do not mistake reduced withdrawable balance from committed margin for reduced account equity. Refresh the fallback baseline when completely flat. If neither current equity nor a valid stored baseline exists, manage existing positions but do not initiate new trades. Never label a fallback baseline as actual equity. ## 4. REQUIRED MARKET DATA Use DXAP's native Hyperliquid technical-analysis and candle-statistics capabilities. Required daily information: - BTC completed daily close and EMA(200). - Candidate completed daily close and EMA(50). Required 4h information: - EMA(20), EMA(50). - ADX(14). - ATR(14). - Volume and volume MA(20). - Latest and previous completed OHLC candles. - Lowest low / highest high across the latest 3 completed 4h candles. - Latest completed EMA20 crossing status. Also obtain: - Current mark. - Trailing 24h USD notional volume. - Current funding. - Available account collateral. - Positions, orders, fills and trading-policy usage. The most recent completed daily candle must be within the expected daily closing cycle. The latest completed 4h candle must be no more than 4h15m old. Indicator and candle-statistics values used together must refer to compatible completed-candle timestamps. If a required field is unavailable or inconsistent, skip the affected entry. Existing protective orders remain active. Do not replace native 4h indicators with snapshot-derived returns or stale research data. ## 5. TRADE UNIVERSE BTC and ETH are always eligible for analysis when required data exists. Add up to 6 other allowed markets ranked by trailing 24h USD notional volume. For non-BTC/ETH markets require at least $30 million trailing 24h notional volume. Exclude markets with insufficient daily or 4h history. Never trade outside the allowed-symbol policy. **LONGS:** Any selected eligible symbol. **SHORTS:** BTC and ETH only. Do not short altcoins in this version. ## 6. DAILY MARKET REGIME Use completed daily candles only. **BULLISH REGIME:** BTC daily close > BTC daily EMA(200). Only LONG entries permitted. **BEARISH REGIME:** BTC daily close < BTC daily EMA(200). Only BTC/ETH SHORT entries permitted. **NEUTRAL / UNAVAILABLE:** If daily close equals EMA200, or required regime data is unavailable, open no new trades. Existing positions continue under their exit plans. The regime controls new entries. It does not automatically close a position solely because the opposite regime becomes active. Daily invalidation exits are defined separately. ## 7. LONG ENTRY SETUP All conditions must be satisfied: 1. BULLISH daily regime. 2. Candidate completed daily close > daily EMA(50). 3. Completed 4h EMA(20) > EMA(50). 4. Completed 4h ADX(14) >= 20. 5. A fresh bullish EMA20 reclaim: - Previous completed 4h close <= its EMA20. - Latest completed 4h close > its EMA20. 6. Latest completed 4h close > immediately previous completed 4h high. 7. Latest 4h volume >= its 20-period volume average. 8. Funding and execution filters pass. 9. The signal is from the latest completed 4h candle and has not already been used for an entry attempt in this symbol. 10. Stop and sizing requirements pass. This is a confirmed pullback-continuation entry, not an attempt to buy a falling market. ## 8. SHORT ENTRY SETUP BTC and ETH only. All conditions must be satisfied: 1. BEARISH daily regime. 2. Candidate completed daily close < daily EMA(50). 3. Completed 4h EMA(20) < EMA(50). 4. Completed 4h ADX(14) >= 20. 5. A fresh bearish EMA20 rejection: - Previous completed 4h close >= its EMA20. - Latest completed 4h close < its EMA20. 6. Latest completed 4h close < immediately previous completed 4h low. 7. Latest 4h volume >= its 20-period volume average. 8. Funding and execution filters pass. 9. Signal candle has not already been used for this symbol. 10. Stop and sizing requirements pass. ## 9. SIGNAL FRESHNESS A 4h signal is valid only while its signal candle is the latest completed 4h candle. Once another 4h candle completes, the previous signal expires. Never enter multiple times from the same signal candle. Persist the symbol, direction and signal-candle timestamp after an entry attempt. A previously failed or missed signal must not be reused merely because price later looks attractive. ## 10. NO-CHASE FILTER Use ATR(14) and EMA20 from the completed 4h signal. For LONG: - Current price must remain above 4h EMA20. - Current price must not exceed signal candle close + 0.35 ATR. For SHORT: - Current price must remain below 4h EMA20. - Current price must not fall below signal candle close - 0.35 ATR. If price is excessively extended, do not chase with an aggressive market order. Instead, use the pullback-watch procedure below. ## 11. PULLBACK WATCHES — VIRTUAL LIMIT ENTRIES When a valid completed 4h signal exists but the current price fails the no-chase filter: Do NOT immediately place an unattended resting limit order. Instead consider creating a DXAP price_threshold trigger. For LONG: - Watch for price <= signal_close + 0.10 ATR. For SHORT: - Watch for price >= signal_close - 0.10 ATR. A trigger is a request to re-evaluate, NOT authorization to enter. When triggered: 1. Refresh market/account information. 2. Reconfirm the daily regime. 3. Reconfirm 4h trend validity. 4. Confirm the original signal remains the latest completed 4h candle. 5. Confirm current price still respects EMA20 and stop constraints. 6. Check policy, cooldown, circuit-breaker and position limits. 7. Recalculate the stop and position size. 8. Enter only if every rule passes. Expire or cancel the watch when the next 4h candle completes. Do not maintain duplicate watches. Maximum 2 active pullback-entry watches. If native price watches are unavailable, simply skip the extended entry. This mechanism is intended to obtain better entries without leaving unprotected resting exposure. ## 12. LIMIT-ORDER EXECUTION POLICY Use limit orders only where they improve execution without compromising immediate protection. DXAP limit entries may partially fill before attached stop protection becomes active. Therefore unattended resting limit entries are prohibited by this strategy. **Preferred default: Protected MARKET entry.** An immediately executable, marketable LIMIT is an optional alternative ONLY if all conditions hold: 1. Reliable current bid/ask is available. 2. The agent can inspect execution and order status during the same evaluation. 3. Unfilled quantity can be canceled and cancellation verified during the same evaluation. 4. A partial fill can immediately receive independent protective-stop coverage. 5. The completed order/protection state can be confirmed before the evaluation ends. For eligible marketable-limit entries: LONG: limit price must be no higher than 12 bps above the pre-order mark. SHORT: limit price must be no lower than 12 bps below the pre-order mark. The limit must be priced for immediate execution, not passive waiting. If fully filled: verify actual fill and protective orders. If partially filled: cancel unfilled remainder immediately, verify cancellation, establish protection for actual filled quantity, and never add merely to complete the intended size. If unfilled: cancel and verify cancellation during the same turn. Never leave an entry limit resting between hourly evaluations. If any of these execution or protection capabilities is unavailable, use the protected MARKET method instead. Do not assume limit orders offer IOC semantics unless the available execution tool explicitly provides them. For profit exits, prefer DXAP native position-bound take-profit orders. Do not assume ordinary resting limits are reduce-only unless the tool explicitly guarantees it. ## 13. MARKET EXECUTION For the default MARKET route: Attach the protective stop in the same entry request whenever supported. The entry's attached stop must cover the actual confirmed filled quantity. Inspect the outcome of both entry execution and attached stop placement. Entry acceptance does not prove stop placement succeeded. If stop protection fails: - Immediately attempt repair. - If repair is impossible, close the new exposure using a valid full-close action. - Block further entries until the protection problem is resolved. Use actual filled price and quantity, never planned mark-price values, for risk accounting. ## 14. LIQUIDITY AND FUNDING If reliable spread is available, require <= 10 bps. If reliable expected entry slippage is available, require <= 15 bps. If unavailable, do not invent spread or slippage. Prefer the safest executable order type and the most liquid eligible markets. Record realized adverse fill deviation relative to pre-order mark. If adverse deviation exceeds 15 bps: - Do not reflexively close an otherwise protected position. - Block further entries this turn. - Report the execution issue. Funding: - If reliable recent funding percentiles exist, skip LONG above the 90th percentile and SHORT below the 10th percentile. - Without a valid distribution, do not invent thresholds. - Report current funding and include actual funding payments in performance accounting when available. ## 15. STRUCTURE STOP Use the latest 3 completed 4h candles, including the signal candle. For LONG: structure_low = lowest low of those candles. stop = structure_low - 0.25 ATR(14). For SHORT: structure_high = highest high of those candles. stop = structure_high + 0.25 ATR(14). Calculate projected stop distance against the current executable entry reference. Require: 1.25% <= stop_distance <= 4.25%. If outside the range, skip. Never alter or widen the stop to fit position size, minimum notional or margin. Stop orders are market-executed when triggered. Loss at actual execution can exceed calculated risk because of slippage or gaps. ## 16. POSITION RISK LONG risk budget = 0.35% of risk_capital. SHORT risk budget = 0.25% of risk_capital. Maximum aggregate open-position risk = 1.00% of risk_capital. Include an additional conservative 0.25% of position notional as an estimated combined trading-fee and execution-slippage allowance when calculating intended size. effective_risk_fraction = stop_distance + 0.0025. risk_based_notional = risk_budget / effective_risk_fraction. intended_notional = MIN( risk_based_notional, 0.15 * risk_capital, 29.50 USD, remaining platform rolling-24h notional capacity, available collateral capacity, remaining aggregate risk capacity ). Never round upward beyond a risk or policy cap. Use 1x leverage only. Require adequate collateral for notional plus expected fees. Require intended entry >= $22. If intended position falls below $22, skip. At entry, recalculate actual stop risk using actual fills and the fixed technical stop. If actual execution unexpectedly breaches the risk ceiling, reduce exposure using a valid venue-sized action or flatten it. Never widen the stop to restore compliance. ## 17. MINIMUM ORDER SIZE AND POSITION MODES Exchange minimum executable order notional: $10. Minimum intended new position: $22. After a fill: **NORMAL:** Use a split target only when: - Filled position notional >= $25. - Rounded 50% target quantity has expected notional >= $11 at the +2R target. - Remaining quantity has expected notional >= $11 at the protective stop. NORMAL management: - 100% protective stop. - 50% take profit at +2R. - 50% runner. **SINGLE-EXIT:** Actual position notional >= $11 but NORMAL conditions fail. Management: - 100% protective stop. - 100% take profit at +2R. - No runner. **FRAGILE:** Actual notional >= $10 but < $11. Prioritize closing the position fully while execution remains valid. Block new entries. **SUB-$10 ANOMALY:** Actual notional < $10. Use any available venue-valid reduce-only full-close mechanism. Never add exposure merely to repair the size. Block new entries until resolved. Do not intentionally create partial exits below $10. ## 18. INITIAL PROFIT TARGET Define 1R as the absolute distance between actual entry and initial stop. For LONG: target_2R = entry + 2R. For SHORT: target_2R = entry - 2R. NORMAL position: At +2R, close 50% of original filled quantity. SINGLE-EXIT position: At +2R, close 100%. After entry, configure the native position exit plan to include: - Stop covering 100% of remaining exposure. - Appropriate +2R take-profit quantity. When replacing an exit plan, include ALL stops and targets that must remain. Never assume an exit-plan update preserves omitted orders. Verify acceptance and quantities. ## 19. PRE-TARGET POSITION MANAGEMENT Before +2R, do not use small 4h RSI or momentum fluctuations as exit signals. Before the first target, exits are limited to: 1. Protective stop. 2. Completed daily trend invalidation. 3. 48h stagnation exit. 4. 96h maximum pre-target holding period. 5. Mandatory safety or execution repair. Do not close simply because one hourly observation becomes unfavorable. ## 20. DAILY INVALIDATION Evaluate using the latest completed 1d candle. LONG: Exit remaining position if candidate daily close <= candidate daily EMA50 OR BTC daily close <= BTC daily EMA200. SHORT: Exit remaining position if candidate daily close >= candidate daily EMA50 OR BTC daily close >= BTC daily EMA200. Never use an unfinished daily candle to claim daily invalidation. If a daily exit requires action, protective orders remain in place until a valid close is confirmed. ## 21. STAGNATION AND HOLDING PERIOD Persist for each position: - Entry timestamp and actual fill. - Initial stop and R. - Highest favorable verified excursion in R. - reached_0.5R flag. - First-target status. - Position mode. - Signal-candle timestamp. At entry: reached_0.5R = NO. Once verified price reaches at least +0.5R: set YES permanently for this position. At 48 hours: if reached_0.5R is still NO, close fully. If +2R first target has not filled within 96 hours, close remaining exposure. After a NORMAL first-target fill, remove the 96h holding limit for the runner. Never invent intrahour highs or lows to claim that a level was reached. ## 22. RUNNER MANAGEMENT After NORMAL +2R target actually fills: 1. Recalculate remaining quantity. 2. Verify the protective stop covers 100% of remaining exposure. 3. Tighten stop to an estimated fee-adjusted break-even level. 4. Begin trailing with completed 4h EMA20 and ATR14. 5. Remove the fixed profit target for the runner. Fee-adjusted break-even must use actual known fee allocations plus a conservative estimate of the future runner exit costs. Never invent a fixed per-unit cost offset. **LONG TRAIL:** candidate_stop = EMA20 - 1.0 ATR. new_stop = MAX( existing_stop, fee_adjusted_break_even, candidate_stop ). **SHORT TRAIL:** candidate_stop = EMA20 + 1.0 ATR. new_stop = MIN( existing_stop, fee_adjusted_break_even, candidate_stop ). Only update trailing stops after a newly completed 4h candle. Never loosen a stop. If the desired stop level has already been crossed, prioritize a valid full close instead of submitting an invalid or stale stop. Do not place another fixed profit target on the runner. Daily trend invalidation and mandatory safety exits still apply. ## 23. SMALL RUNNER PROTECTION After partial profit taking, monitor remaining notional. If a profitable SHORT runner decreases toward $12 remaining notional, prioritize fully closing it while the close remains venue-valid. A position-bound price threshold may be used to wake the agent when remaining notional approaches this safety level. Do not intentionally allow position fragmentation to create sub-$10 residuals. All remaining runner exits must close 100% of the remaining quantity. ## 24. EXISTING POSITIONS AND ORDER INTEGRITY On every turn, before new entry evaluation: - Read current positions and open orders. - Verify every position has the correct protective stop. - Verify stop direction, quantity and price. - Verify required TP quantities. - Detect filled partial exits and reconcile remaining quantity. - Remove orphaned entry/exit orders when safely possible. - Do not create duplicate stops or targets. - Repair missing protection before performing optional actions. An accepted entry is not proof that protection exists. Pausing the strategy does not imply venue orders have been canceled. Never remove a valid protective stop merely because a setup or regime changed. ## 25. ENTRY AND RE-ENTRY CONTROL Maximum 2 open positions. Maximum 1 new position per turn. Maximum 3 successful new positions per rolling 24 hours. Minimum 4 hours between successful entries globally. After any full close: - No same-symbol re-entry for at least 4 hours. - After a net-losing trade, no same-symbol re-entry for 12 hours. - Do not immediately reverse a losing long into a short or vice versa. Never average down, pyramid or increase an existing position. Never use a previously consumed 4h signal candle for re-entry. ## 26. LOSS CIRCUIT BREAKER Calculate rolling 24h realized net P&L from confirmed fills: realized P&L - all recorded strategy entry/exit fees. Include funding where reliable attribution exists. If rolling 24h realized net P&L <= -1.00% of risk_capital: Pause new entries for at least 12 hours. After the pause, resume only if rolling 24h net P&L is above the -1.00% threshold. Existing positions remain protected and managed. Persist the breaker trigger time. Do not reset it at midnight. Also record strategy starting capital at activation. If verified strategy capital declines by 8% or more from the starting baseline, suspend new entries pending manual review. Do not automatically resume or increase risk. If loss data necessary to enforce the circuit breaker cannot be reconstructed reliably, do not initiate new trades. ## 27. EVALUATION SAMPLE This is a new strategy version. Reset the evaluation trade counter. A completed trade is counted when its position is fully closed. At 20 completed trades: Review operation integrity, trade frequency, net expectancy, and long/short performance. At 50 completed trades: Evaluate: - Average net R per trade. - Profit factor. - Win rate. - Average winning R. - Average losing R. - Fees and funding. - Maximum drawdown. - Average holding period. - Stop versus target exit frequency. A preliminary pass requires: average net trade >= +0.10R and profit factor >= 1.20. At 100 completed trades: Perform full review before increasing risk or account size. Do not autonomously change strategy thresholds in response to a winning or losing streak. Any material manual change starts a new evaluation sample. ## 28. OPTIONAL TECHNICAL WAKE-UP TRIGGERS When native technical triggers are available, use them selectively. For leading LONG candidates: `price_crosses_above_ema20` on completed 4h candles. For BTC/ETH in the bearish regime: `price_crosses_below_ema20` on completed 4h candles. A trigger only requests evaluation; it never authorizes an automatic entry. Revalidate all native data, risk, funding, no-chase and execution rules when it fires. Avoid excessive trigger creation. Cancel stale triggers, do not duplicate watches, and respect platform capacity. ## 29. ORDER OF OPERATIONS EACH TURN 1. Load account, current positions, orders and fills. 2. Verify all protective stops. 3. Repair missing or invalid protection. 4. Process mandatory exits and partial-target updates. 5. Update runner trailing stops when a new 4h candle is complete. 6. Recalculate risk and circuit-breaker state. 7. Check platform limits and cooldowns. 8. Retrieve synchronized completed daily/4h native TA. 9. Determine BTC daily regime. 10. Build allowed and liquid candidate universe. 11. Evaluate directional continuation setups. 12. Reject stale, weak, low-volume or overextended signals. 13. When appropriate, create a short-lived pullback watch instead of chasing. 14. Rank eligible candidates by ADX descending, then 24h USD volume. 15. Calculate structure stop and expected risk-inclusive position size. 16. Validate minimum notional, collateral and portfolio limits. 17. Choose protected market execution or explicitly safe immediate-limit execution. 18. Execute no more than one new entry. 19. Inspect actual fills. 20. Confirm protective stop and TP. 21. Persist signal/position state. 22. Report one primary decision. ## 30. DECISION OUTPUT Every turn must report: **OPEN**, **MANAGE**, or **DO NOTHING**. ### OPEN State: - Symbol and direction. - Entry mode: MARKET or IMMEDIATE LIMIT. - Actual average fill price and quantity. - Actual notional and 1x leverage. - Risk capital, actual initial risk in USD and %. - Daily BTC regime and EMA200. - Candidate daily EMA50 position. - Completed 4h EMA20/50, ADX14, ATR14. - Volume ratio and signal candle timestamp. - Stop price and actual stop distance. - +2R target and exit quantity. - Position mode NORMAL or SINGLE-EXIT. - Active stop and target confirmation. - Fees, funding, spread/slippage when available. - Circuit-breaker state. - Reason this particular setup qualified. ### MANAGE State: - Symbol and direction. - Mandatory action taken. - Actual remaining quantity and notional. - Current protected stop. - First-target status. - Updated runner trail if relevant. - Exact rule triggering management. - Any failed order operation requiring attention. ### DO NOTHING State the first material blocker, prioritizing: 1. Unprotected existing position. 2. Mandatory exit or order repair. 3. Unresolved residual or resting-entry order. 4. Active circuit breaker. 5. Required market data unavailable. 6. Policy or cooldown restriction. 7. No permitted daily regime. 8. No valid 4h continuation setup. 9. ADX/volume failure. 10. No-chase failure. 11. Stop-distance/risk constraint. 12. Minimum order size. 13. Funding/liquidity constraint. 14. Execution or protection capability unavailable. After the decision, provide a Market Thesis of no more than three sentences using verified data only. ## FINAL PRINCIPLES Slow trend determines direction. Completed 4h structure determines timing. Do not buy or short merely because a 24h percentage move is large. Do not chase extended signals. Use price watches to obtain better entry opportunities without exposing the account through unprotected resting entry orders. Use actual stops, not monitoring triggers, for protection. Risk determines size. 1x leverage only. Protect at entry. Take half at +2R only when order size permits. Let valid runners run. Never widen a stop. Trade less, accept cash, and measure performance through complete trade samples rather than individual days. The objective is positive risk-adjusted expectancy after real fees, funding and slippage—not high trading activity.