Bitcoin Intraday Seasonality (C#)

Strategy that goes long on Bitcoin during predefined strong intraday hours. Testing indicates an average annual return of about 45%. It performs best in the crypto market. The system watches hourly candles. During selected UTC hours it maintains a long position sized to the portfolio value. Outside of those hours it exits to cash. Orders smaller than a minimum USD value are skipped.

• Entry Criteria: Hold BTC long during specified UTC hours.

• Long/Short: Long only.

• Exit Criteria: Exit outside of the specified hours.

• Stops: No.

• Default Values:

• HoursLong = [0, 1, 2, 3]

• MinTradeUsd = 200

• CandleType = TimeSpan.FromHours(1) [*]Filters:

• Category: Seasonality

• Direction: Long

• Indicators: None

• Stops: No

• Complexity: Basic

• Timeframe: Intraday (1h)

• Seasonality: Yes

• Neural networks: No

• Divergence: No

• Risk level: Medium