do those four exit variants translate to crypto overnight?
so i read the exit rules comparison in the library, the one with the four blocks you bolt onto the same entry. really liked the framing. Keep the entry fixed, swap the exit, see what actually changes. i've been guilty of endlessly fiddling with entries and never touching the exit, so this hit home a bit.
my issue is it's written for US stocks and i basically only trade crypto between like midnight and 5am my time. couple of things i'm stuck on:
1. the time exit. for stocks a 20 or 30 min hold cap makes sense because there's a session, there's a close, dead trades get killed off before the day ends. crypto just... keeps going. is a time exit even doing the same job here, or is it just an arbitrary chop? my gut says it still cuts the trades that went nowhere, but the reasoning behind the number feels different.
2. the -1.0 stop. on the stuff i trade at night that's often inside normal wiggle. do i scale all four numbers by some volatility factor, or does that break the comparison because then i'm changing two things at once? i'd rather keep the exact numbers so my results are comparable to what other people got, but i suspect i'd just get stopped out constantly and learn nothing.
3. variant 3 vs 4 — give-back protection vs breakeven stop. on paper 4 looks safer but i have a feeling in thin overnight books it'd get triggered a lot by a single wick and then i'm out flat right before the actual move. anyone tested those two head to head on anything volatile?
not asking anyone to do my homework, just wondering if people ran these outside of stocks and what you had to change. happy to post my numbers once i've done all four properly on one entry.