Black_Whale_Trend_ETH

This script is a **trend-following strategy for ETH only**. (If you apply it to BTC/SOL as-is, performance and behavior may differ.)

## 1. Overview

* Uses the **Keltner Channel position (p)** to identify trend regimes
* Confirms momentum with a **strong bullish candle** (body condition + strength vs. wick)
* Confirms participation with **volume expansion** (above the filter upper threshold)

## 2. Trading Rules

* **Entry (Long):**
`p > enterPosTh` AND `strongBull` AND `highVol`
* **Exit:**
`p < exitPosTh`

## 3. Leverage / Risk (Position Sizing)

* **Manual mode:** Uses `manualLevPct` directly (**ignores clamp range**).
* **AutoRisk mode:** Estimates stop distance from ATR and derives leverage:

* `stopPct = ATR(stopAtrLen) * stopMult / close * 100`
* `autoLevPct = riskPct / stopPct * 100`
Then **clamps** the result within **levMinPct ~ levMaxPct**.

## 4. Stop Mode

* **Close:** No stop line (channel-based exit only)
* **DisasterStop:** Fixes ATR at entry and places a stop via `strategy.exit(stop=stopPrice)`.
(Use DisasterStop if you want explicit stop-loss behavior in backtests.)

## 5. Parameter Guide (Flattened Core/Range)

* Default values reflect **Core (P50)** derived under **(Manual + Close)**.
* When tuning, it’s recommended to stay within the **suggested Range (P15~P85)** shown in each input tooltip.
* Avoid “picking one perfect fixed value.” Prefer **range-based tuning + out-of-sample validation**.

## 6. Recommended Setup / Notes

* These parameters were derived from **4H (240m)** data. Results may differ on other timeframes.
* Real performance can change significantly depending on **fees, slippage, and execution mechanics**.
* This script is for **education/research purposes only** and is **not financial advice**. You are responsible for all decisions and outcomes.