FINAUR
Updated September 9, 2025

Hercules Crypto Investment

This is a rules based crypto framework built for clarity. It gives you clean entries and exits on major coins using a weekly breakout channel, daily volatility for risk, and optional Heikin Ashi smoothing to cut noise. You get model signals you can automate into alerts. The goal is simple. Fewer emotions. Fewer reckless trades. Better odds of staying on plan.

People do not buy crypto tools. They buy confidence that the next move will not blow up their month. Hercules is designed to create that confidence with simple rules you can verify yourself.

How it works

Weekly breakout channel

The script builds an upper and a lower channel on a higher timeframe. By default it uses weekly highs and lows over a short lookback. A break above the upper band with a green session allows a long. A close under the prior lower band closes the position. This keeps the core rule honest. In on strength. Out on weakness.

Daily ATR for risk

Stop distance uses a daily ATR read scaled by a user multiplier. That keeps position risk in sync with current volatility. Sudden crypto spikes do not have to mean sudden account pain when the stop breathes with the market.

Heikin Ashi option

You can compute the channel and ATR on Heikin Ashi to reduce noise and false wiggles, or keep classic candles if you prefer raw tape. The logic is the same. The choice is yours.

Clean reporting

The monthly and yearly table shows realized returns, drawdowns, and a risk adjusted view with MAR and CAGR. Commission in the default script is zero point one percent per order and is included in the numbers.

A clear boundary

The tool can beat buy and hold at times with different risk and a different path. It is still a model. Markets change. Your discipline and sizing decide your outcome.

Inputs

allow_ha

Toggle Heikin Ashi for channel and ATR calculation. True reduces noise. False uses classic candles.

length

Lookback used to compute the weekly channel high and low. Default two for responsive behavior. Increase for a calmer line.

perioada

Timeframe of the channel. Default weekly. You can test monthly for very slow positioning.

perioada2

Timeframe for the ATR stop. Default daily. That gives smoother risk than an intraday read.

inputer

Risk multiplier for ATR. One is neutral. Higher values widen stops. Lower values tighten them. Change slowly and review your journal.

commission_value

Default commission in the script is zero point one percent per order. Change to match your venue.

Signals

  • Long entry. Place a stop order at the channel high plus one tick. Require a green bar close to avoid chasing a red spike.
  • Long exit. Close if price closes under the prior channel low. The rule is binary on purpose. No second guessing.
  • Protective stop. Exit if price touches entry price minus ATR times your multiplier. This is calculated on the specified ATR timeframe.
  • Market hygiene. The script avoids specific calendar years that produced structural conflicts in historical data feeds. You can remove that guard at your own risk after your own review.
  • Alerts. The script includes message fields for long entry and exit so you can wire clean alerts to your broker or bot.

These are model signals for research and education. They are clear, repeatable, and testable. You decide timing, sizing, and execution. Your slippage and fills are your responsibility.

Risk

  • Define a fixed percent of equity per position and stick to it. Crypto can move faster than your mood.
  • Respect a daily or weekly loss cap. Flat is a position. Patience is a strategy.
  • Use liquid venues with stable APIs. Thin books can degrade stops even when the model is right.
  • Log every decision and compute your Discipline Score. Your score should rise as your variance falls. That is how you know the tool is doing its job.

Testing notes

Backtests use the strategy tester with realized equity and the monthly table embedded in the script. Commission is included. Results vary by symbol and window. On major pairs this model has shown periods of strong compounding with lower trade count and manageable time in drawdown compared to pure buy and hold. That edge comes from only pressing when the weekly break aligns with healthy daily volatility.

You can reproduce our numbers. Same data. Same settings. Same rules. That is the point.

Backtest caveats

  • Historical results are hypothetical and rely on data quality and assumptions such as commission and execution.
  • No slippage model can capture all crypto liquidity conditions. Your fills can differ.
  • Past performance does not guarantee future results. Market structure can change.

FAQ

Does it generate signals

Yes. Rule based entries and exits as described above. They are model outputs you can connect to alerts.

Is it better than buy and hold

In several historical windows the model outperformed buy and hold with different drawdown and a different path. Past results are not a promise. Discipline still decides outcomes.

Which coins

Start with large caps and high liquidity. BTC and ETH first. Expand only after your journal shows consistent execution.

Can I modify thresholds

Yes. Change one variable at a time and validate over a full cycle. Avoid curve fitting. Simplicity survives.

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Models are educational demonstrations on market data. They are not investment advice or personalized recommendations.