I have recently tried to test a strategy for trading btc options, i have backtested the exact strategy with claude and multiple runs showed a >200% return in 6 months, may be it could be missing something i m not sure,
Strategy: momentum scalping
Chart - trading in 5 min and 15 min chart
Defintive conditions - call or put option will be on the direction of trade
1)for 5 min, 1hour 8/21 ema cross should be more than 0.2%, for 15 min 2 hr 8/21 ema same - avoids trades in opposite market .
- price above vwap only call options, below wvap only put options - avoids trades in opposite markets
3)adx should be > 25 and raising than prev 3 candles - confirms momentum.
Entry: signal is triggered when >0.3 % candle formed + volume has increased 1.5 x conpared to 20 candle average volume.
TP and SL - 15% .
Doesn’t seem to work in real life, trades moving in opposite direction. Any advices to tweak?