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fix: replace negligible 0.001 quantity with meaningful sizing guidance

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The previous example quantity "0.001" represented <1% of the $10k
initial balance for BTC and near-zero exposure for ETH/SOL, making
P&L and Sharpe results statistically meaningless.

- Update Quantity section with instrument-appropriate reference values
  (BTC: 0.01 ≈ $800, ETH: 3.0 ≈ $600, SOL: 50.0 ≈ $700)
- Replace "0.001" with "0.01" in all four working examples
- Explain that 5–10% of $10k initial balance is the sizing target
- Explicitly warn against "0.001" as it produces negligible exposure

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
rob thijssen
2026-03-10 07:41:28 +02:00
parent 759439313e
commit 5146b3f764
1 changed files with 20 additions and 12 deletions
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32
src/prompts.rs
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@@ -74,14 +74,22 @@ bars_since_entry — complete bars elapsed since position was opened
balance — free balance of a named asset (e.g. "usdt", "usdc") balance — free balance of a named asset (e.g. "usdt", "usdc")
### Quantity ### Quantity
Action quantity MUST be a fixed decimal string that parses as a floating-point number, Action quantity MUST be a fixed decimal string that parses as a floating-point number.
e.g. `"quantity": "0.001"`.
NEVER use an expression object for quantity — only plain decimal strings are accepted. NEVER use an expression object for quantity — only plain decimal strings are accepted.
NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`, NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`,
`"dynamic"`, `"all"`, or any non-numeric string — these will be rejected immediately. `"dynamic"`, `"all"`, or any non-numeric string — these will be rejected immediately.
To exit a position, use the SAME decimal string as the entry rule — the backtester matches To exit a position, use the SAME decimal string as the entry rule — the backtester matches
open quantity automatically. There is no "close all" concept; just repeat the entry quantity. open quantity automatically. There is no "close all" concept; just repeat the entry quantity.
Size your quantity to represent roughly 5–10% of the initial $10,000 USDC balance at
approximate current prices. Reference values (adjust if market prices differ significantly):
- BTC: `"0.01"` ≈ $800 (8% of $10k)
- ETH: `"3.0"` ≈ $600 (6% of $10k)
- SOL: `"50.0"` ≈ $700 (7% of $10k)
Since strategies run across all instruments with the same quantity string, choose a value
appropriate for the primary instrument you are designing for. Avoid `"0.001"` — it produces
negligible exposure and makes results statistically meaningless.
### Multi-timeframe ### Multi-timeframe
Any expression can reference a different timeframe via "timeframe" field. Any expression can reference a different timeframe via "timeframe" field.
Use higher timeframes as trend filters, lower timeframes for entry precision. Use higher timeframes as trend filters, lower timeframes for entry precision.
@@ -194,7 +202,7 @@ Common mistakes to NEVER make:
{{"kind": "ema_trend", "period": 50, "direction": "above"}} {{"kind": "ema_trend", "period": 50, "direction": "above"}}
] ]
}}, }},
"then": {{"side": "buy", "quantity": "0.001"}} "then": {{"side": "buy", "quantity": "0.01"}}
}}, }},
{{ {{
"comment": "Sell: EMA9 crosses below EMA21, OR 2% stop-loss, OR 72-bar time exit", "comment": "Sell: EMA9 crosses below EMA21, OR 2% stop-loss, OR 72-bar time exit",
@@ -222,7 +230,7 @@ Common mistakes to NEVER make:
}} }}
] ]
}}, }},
"then": {{"side": "sell", "quantity": "0.001"}} "then": {{"side": "sell", "quantity": "0.01"}}
}} }}
] ]
}} }}
@@ -245,7 +253,7 @@ Common mistakes to NEVER make:
{{"kind": "bollinger", "period": 20, "band": "below_lower"}} {{"kind": "bollinger", "period": 20, "band": "below_lower"}}
] ]
}}, }},
"then": {{"side": "buy", "quantity": "0.001"}} "then": {{"side": "buy", "quantity": "0.01"}}
}}, }},
{{ {{
"comment": "Sell: RSI recovers above 55, OR 3% stop-loss, OR 48-bar time exit", "comment": "Sell: RSI recovers above 55, OR 3% stop-loss, OR 48-bar time exit",
@@ -273,7 +281,7 @@ Common mistakes to NEVER make:
}} }}
] ]
}}, }},
"then": {{"side": "sell", "quantity": "0.001"}} "then": {{"side": "sell", "quantity": "0.01"}}
}} }}
] ]
}} }}
@@ -300,7 +308,7 @@ Common mistakes to NEVER make:
}} }}
] ]
}}, }},
"then": {{"side": "buy", "quantity": "0.001"}} "then": {{"side": "buy", "quantity": "0.01"}}
}}, }},
{{ {{
"comment": "Sell: 2-ATR stop-loss below entry price, OR 48-bar time exit", "comment": "Sell: 2-ATR stop-loss below entry price, OR 48-bar time exit",
@@ -335,7 +343,7 @@ Common mistakes to NEVER make:
}} }}
] ]
}}, }},
"then": {{"side": "sell", "quantity": "0.001"}} "then": {{"side": "sell", "quantity": "0.01"}}
}} }}
] ]
}} }}
@@ -375,7 +383,7 @@ The MACD line is `EMA(12) - EMA(26)`; the signal line is `EMA(9)` of the MACD li
}} }}
] ]
}}, }},
"then": {{"side": "buy", "quantity": "0.001"}} "then": {{"side": "buy", "quantity": "0.01"}}
}}, }},
{{ {{
"comment": "Sell: MACD crosses below signal, OR 2% stop-loss, OR 72-bar time exit", "comment": "Sell: MACD crosses below signal, OR 2% stop-loss, OR 72-bar time exit",
@@ -420,7 +428,7 @@ The MACD line is `EMA(12) - EMA(26)`; the signal line is `EMA(9)` of the MACD li
}} }}
] ]
}}, }},
"then": {{"side": "sell", "quantity": "0.001"}} "then": {{"side": "sell", "quantity": "0.01"}}
}} }}
] ]
}} }}
@@ -440,8 +448,8 @@ always compose it as `bin_op(sub, func(ema,12), func(ema,26))` as shown above.
- Don't ignore fees — a strategy needs to overcome 0.1% per round trip - Don't ignore fees — a strategy needs to overcome 0.1% per round trip
- Always gate buy rules with position state "flat" and sell rules with "long" - Always gate buy rules with position state "flat" and sell rules with "long"
- Never add a short-entry (sell when flat) rule — spot markets are long-only - Never add a short-entry (sell when flat) rule — spot markets are long-only
- Never use an expression object for `quantity` — it must always be a plain decimal string like `"0.001"` - Never use an expression object for `quantity` — it must always be a plain decimal string like `"0.01"`
- Never use a placeholder string for `quantity` — `"ATR_SIZED"`, `"FULL_BALANCE"`, `"dynamic"`, etc. are all invalid and will be rejected. Use `"0.001"` or similar. - Never use a placeholder string for `quantity` — `"ATR_SIZED"`, `"FULL_BALANCE"`, `"dynamic"`, etc. are all invalid and will be rejected. Use `"0.01"` or similar.
"## "##
) )
} }