Strategy portfolio on Bitcoin

# python bit.py   (CSV: datetime,open,high,low,close,roll)
F="BIT_M10.csv"
a,b,c,d,e=.025,.0175,50,60,1050
L=open(F).read().splitlines()
H=L[0].split(",")
I=[H.index(k) for k in("datetime","open","high","low","close","roll")]
D={}
for s in L[1:]:
    r=s.split(",")
    t,o,h,l,x,z=[r[i] for i in I]
    D.setdefault(t[:10],[]).append((t,int(t[11:13])*60+int(t[14:16])+10,float(o),float(h),float(l),float(x),z=="True"))
K=list(D)
n=S=0
for k in range(1,len(K)):
    P,T=D[K[k-1]],D[K[k]]
    u=max(q[3] for q in P);v=min(q[4] for q in P)
    if u<=v:continue
    for i in range(len(T)-1):
        t,m,_,_,_,x,z=T[i]
        if z or m>=e or not(x-v)/(u-v)*100<c:continue
        g=x*(1-a);s=x*(1+b);w=T[i+1][5]
        for j in range(i+1,len(T)):
            _,m,_,h,l,y,_=T[j]
            if l<=g and h>=s:raise SystemExit(T[j][0])
            if l<=g:w=g;break
            if h>=s:w=s;break
            w=y
            if j-i>=d or m>=e or j==len(T)-1:break
        print("%s;%.1f;%.1f;%.1f"%(t,x,w,x-w))
        n+=1;S+=x-w
        break
print(n,round(S))

Result in points, 1 contract, before costs. The simulation of the portfolio strategies follows the same entry, target, stop and exit mechanics; some have variations (such as a trailing stop) that do not appear in this example. The rules and parameters of the nine strategies remain confidential.