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BigZ04_TSL3: The High-Return Hunter with "Smart Tail"

Nickname: Smart Tail Strategy
Profession: Quant World's "High Return + Strong Protection" Expert
Timeframe: 5 minutes (entry) + 1 hour (confirmation)


1. What Is This Thing?

Simply put, BigZ04_TSL3 is:

  • BigZ04 + adaptive trailing stop
  • Target return skyrockets from 2.8% to 10%
  • Multi-layer protection mechanism, the more profit the tighter the protection

Like a hunter with a smart tail, can chase big prey, but also has safety net 🎯

One-Sentence Summary: "Rational party" who wants high returns but doesn't want to bear infinite risk


2. Core Config: Simply "Boldly Chase, Carefully Retreat"

Profit-Taking Rules (ROI Table)

Holding 0-30 min: Make 10% and run
Holding 30-60 min: Make 5% is also okay
Holding 60+ min: Make 2% makes do

Translation: Target is 10%, this is much more aggressive than BigZ04's 2.8%.

Stoploss Rules (Core Innovation!)

Hard stoploss: -8% (maximum loss 8%)

Multi-level trailing stop:
- Profit < 1.6%: Hard stoploss -8%
- Profit 1.6%-8%: Stoploss line moves from -8% up to -1.1%
- Profit 8%-10%: Stoploss line moves from -1.1% up to -4%
- Profit > 10%: Stoploss line continues following upward

Translation: This is the "smart tail" — the more you earn, the tighter the tail!


3. 13 Entry Conditions: Same as BigZ04

BigZ04_TSL3 completely inherited BigZ04's 13 entry conditions:

Core Condition: Condition 10 (1-hour Oversold + MACD Reversal)

This is the most important entry source:

Condition 10:
- 1-hour RSI < 35
- 1-hour price < lower Bollinger Band
- MACD just golden crossed
- 5-minute RSI < 40.5
- MACD histogram strong enough
- Bullish confirmation

In Plain English:

"Big cycle oversold + momentum reversal + small cycle cooperation = big-level rebound opportunity!"

Other Conditions

Conditions 0-9 and conditions 11-12 exactly same as BigZ04, won't elaborate.


4. Protection: Adaptive Trailing Stop (Soul)

This is TSL3 version's core innovation — dynamically adjust stoploss line based on profit:

Stoploss Line Change Diagram

Profit:   -8%   0%    1.6%   4%    8%    10%   14%   18%
|-----|-----|------|-----|-----|-----|-----|
Stoploss: -8% -8% -8% -1.1% -4% -6% -10% -14%
^ ^ ^ ^
| | | |
Hard Trailing Level 1 Continue
Stoploss Activates Following

Plain English Explanation

Profit RangeStoploss LineWhat It Means
Losing-8%Maximum loss 8%, baseline
Earn 0-1.6%-8%Haven't made money yet, use hard stoploss
Earn 1.6%-8%-1.1% to -4%Made some profit, start protecting
Earn 8%-10%-4% to -6%Good returns, strengthen protection
Earn > 10%Continues followingThe more you earn, the tighter the protection

Example

Suppose you bought, then price started rising:

  1. Rose to 3% profit: Stoploss line moves to around "2% loss"

    • If falls back, protect around 1% profit
  2. Rose to 8% profit: Stoploss line moves to "4% profit"

    • Even if falls, at least earn 4%
  3. Rose to 12% profit: Stoploss line moves to "8% profit"

    • Continue falling? Protect 8% profit

Core Idea: The more you earn, the more you need to protect the fruits of victory!


5. Exit Logic: ROI + Trailing Stop Double Insurance

5.1 ROI Take-Profit

10% first target is ideal state, if market is strong, directly reach target and sell.

5.2 Trailing Stop Baseline

If market isn't that strong, didn't reach 10%, trailing stop will protect existing profits.

In Plain English:

"Best to make 10%, if can't make it back, trailing stop gives you baseline."


6. This Strategy's "Personality"

✅ Pros (Praise Session)

  1. Smart Trailing Stop: Dynamically adjusts based on profit, not "one-size-fits-all"
  2. High Return Target: 10% target much more aggressive than BigZ04's 2.8%
  3. Can Catch Big Moves: Trailing stop lets you eat more gains
  4. Hard Stoploss Protection: Maximum loss 8%, won't lose everything
  5. Inherited Condition 10: Big cycle reversal signal quality high

⚠️ Cons (Roast Session)

  1. Target Too High: 10% not achievable every time
  2. May Sell Too Early: Trailing stop may exit early
  3. Higher Signal Requirements: Only capturing big rebounds can reach target
  4. Less Friendly to Small Capital: Need larger capital tolerance

7. When to Use It?

Market EnvironmentRecommended ActionReason
Rebound After Big Drop✅ BestCondition 10 + trailing stop = perfect combination
Big Volatility Market✅ SuitableEnough volatility to reach 10%
Range Market⚠️ Caution10% target may often not be reached
Low Volatility Period❌ Don't UseNot enough volatility, strategy dormant

8. Bottom Line: How Is This Strategy?

One-Sentence Review

"Rational party's gospel for wanting high returns but not wanting to bear infinite risk"

Who Should Use It?

  • ✅ Pursuing higher returns
  • ✅ Can accept certain volatility
  • ✅ Have patience to wait for market
  • ✅ Understand trailing stop logic

Who Should NOT Use It?

  • ❌ Pursuing stable small returns
  • ❌ Can't accept 8% maximum loss
  • ❌ Running in low volatility market
  • ❌ Complete newcomers

My Recommendations

  1. Understand trailing stop first: This is strategy's soul, don't use if you don't understand
  2. Suitable for big volatility markets: Need enough volatility to reach 10%
  3. Set good position management: Don't exceed 30% of total capital per trade
  4. Have psychological expectations: 10% not every time, missing is normal

9. What Markets Make Money?

9.1 Core Logic: Use Trailing Stop to Eat Big Moves

BigZ04_TSL3's profit philosophy: Don't ask to win every time, but when winning make it big enough.

Trailing stop design lets you eat more gains when catching big moves, instead of selling after 3-5% rise.

9.2 Performance in Different Markets (Plain English Version)

Market TypePerformance RatingPlain English Explanation
📈 Rebound After Big Drop⭐⭐⭐⭐⭐Best environment, trailing stop can eat full
🔄 Big Volatility Market⭐⭐⭐⭐☆Enough volatility, opportunity to reach 10%
📉 Continuous Decline⭐⭐☆☆☆Occasional rebounds, but may not reach target
⚡️ Low Volatility Sideways⭐☆☆☆☆Basically no opportunities, strategy dormant

One-Sentence Summary: "Hunter" in big volatility markets, "spectator" in small volatility markets.


10. Want to Run This Strategy? Check These First

10.1 Pair Configuration

Configuration ItemRecommended ValueRoast
Maximum Positions3Can't watch too many
Pair TypeMajor coinsSmall coins too volatile
Single Trade Capital20-30% of totalDon't go all-in

10.2 Key Parameters

# Trailing stop core parameters
pHSL = -0.08 # Hard stoploss 8%, maximum loss this much
pPF_1 = 0.016 # 1.6% profit triggers first-level trailing
pSL_1 = 0.011 # Corresponding stoploss 1.1%
pPF_2 = 0.080 # 8% profit triggers second-level
pSL_2 = 0.040 # Corresponding stoploss 4%
pPF_3 = 0.100 # 10% profit triggers third-level
pSL_3 = 0.060 # Corresponding stoploss 6%

10.3 Hardware Requirements

This strategy computation not large, ordinary VPS can run:

Number of PairsMinimum MemoryRecommended Memory
1-3 pairs2GB4GB
4-5 pairs4GB8GB

10.4 Backtest vs Live Trading

Backtest Performance: Usually better than live, because historical data "perfect"

Live Reality:

  • Trailing stop may be falsely triggered by "normal fluctuations"
  • 10% target not every time
  • Need patience to wait

Recommended Process:

  1. Simulated trading for 2-4 weeks
  2. Understand trailing stop behavior
  3. Small capital live test
  4. Gradually increase position

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

Looking carefully at code, you'll find:

  1. Hard Stoploss Set to 8% Not 10%

    "Better to lose less, don't gamble too big" — author's risk preference

  2. Trailing Stop Level Design Very Careful

    • 1.6% activate: Protect after making some
    • 8% upgrade: Protect more when making big
    • 10% continue: Eat full move
  3. Inherited BigZ04's 13 Conditions

    "Enter well to sell well" — author deeply understands entry importance


12. Last But Not Least

One-Sentence Review

"Rational party's first choice for wanting high returns but fearing big losses"

Who Should Use It?

  • ✅ Traders with some experience
  • ✅ Understand trailing stop logic
  • ✅ Pursuing larger single-trade returns
  • ✅ Can patiently wait for opportunities

Who Should NOT Use It?

  • ❌ Pursuing high-frequency trading
  • ❌ Low volatility markets
  • ❌ Complete newcomers
  • ❌ Can't accept 8% maximum loss

Manual Trader Recommendations

If you trade manually, can borrow BigZ04_TSL3's stoploss thinking:

  • Set a hard stoploss (like 8%)
  • Gradually move stoploss line up after making money
  • The more you earn, the tighter the stoploss
  • This way can eat big moves, but won't lose too much

13. ⚠️ Final Risk Reminder (Must Read This Section)

10% Target Not Every Time

BigZ04_TSL3's 10% first target looks very tempting, but:

Big moves don't happen every day, most of the time you can only rely on trailing stop to protect small profits.

If you expect to make 10% every time, you'll be very disappointed.

Trailing Stop's Double-Edged Sword

Trailing stop can protect profits, but may also:

  1. Be Triggered by Normal Fluctuations: Normal pullbacks in trends may make you exit early
  2. Miss Bigger Moves: Continues rising after you sell, mentality will collapse
  3. Needs Precise Parameters: If parameters set wrong, may protect too loose or too tight

Hard Stoploss 8% Is Real Loss

Don't think 8% isn't much:

  • Lose 3 times consecutively, capital only 0.92³ ≈ 78%
  • Need to rise 28% to break even

This isn't a small amount!

My Recommendations (Real Talk)

1. 10% target is "ideal state", not "normal state"
2. Trailing stop is "baseline", not "perfect"
3. Set reasonable expectations: Average 3-5% per trade is good enough
4. Control position: Don't exceed 30% of total capital per trade
5. Record trades: Analyze which signals make money, which lose

Remember: No matter how smart the strategy, can't beat market's unpredictability. Light position test, staying alive is most important! 🙏

This article is for entertainment and learning only, not investment advice. Investment involves risks, enter the market with caution.