Project specifications
- Market
- BTCUSD
- TF
- H1
- Platform
- MT5
- Client type
- Team / company
- Delivery window
- 10 weeks
- Stack
- MQL5, reporting webhook, H1 and M15 data
- Strategy
- Hourly momentum + volatility filter
- Modules
- Periodic reporting + volatility filter
- Testing
- Four years of crypto data
Who this was for
Kian Quant Team
- Role
- Quant research team
- City
- Tehran
- Project reference
- TBT-1404-11
The client's idea
Kian Quant Team works BTCUSD on H1; the opening brief was: Run our own gridless strategy on MT5, ideally reporting to our journal hourly.
Initial challenge
Crypto volatility made a fixed pip-based stop meaningless, and the team's reporting was always out of date.
Solution
ATR-based stops, a volatility filter to skip directionless stretches, and a regular status push to the team's journal over a webhook.
Why this design
ATR is the shared language across symbols, letting the team compare the same parameter across several markets. It matches how BTCUSD is actually traded and can be tested against the data already available.
Safeguards and risk control
Per-trade risk is derived from stop distance, the daily loss cap is enforced in code, and the kill switch is independent of the signal logic.
Our next-step proposal
The next step for this project is a monthly performance report and an annual review of the BTCUSD filters.
Portfolio
Measured results
These are the figures the test produced — not a promise about future performance.
- 4 years Test window
- 14.2 % Max drawdown in test
- 3 Symbols covered
- 9 scenarios Scenario test coverage
Portfolio
How the delivery ran
Every project moves through these five phases, with the window for each agreed in the specification.
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Discovery and problem framing
CompletedFraming BTCUSD on H1 and reading back the client's written rules.
Day 3–7
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Written specification
CompletedTurning the rules into codeable conditions: entries, exits, filters, sizing.
Day 8–19
-
Implementation
CompletedBuilding the signal engine, risk module and execution layer as separate, testable pieces.
Day 20–45
-
Testing and validation
CompletedBacktest, forward test and trade-by-trade review on BTCUSD data.
Day 46–61
-
Handover and support
CompletedHandover of the source, the parameter document and a demo-account install.
Day 62–65