5.7
Fifty-Fifty Butterfly
PYTHON PLUGIN
Fixed Income
Relative Value
Description
Strategy 5.7: 50/50 butterfly -- 50% each wing, -100% body
Strategy Logic
Strategy 5.7: 50/50 Butterfly.
50 % weight in each wing, -100 % in the body.
Expects exactly 3 symbols ordered: [short, middle, long].
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 15.0% |
| Stop Loss Pct | 2.0% |
| Take Profit Pct | 4.0% |
| Max Drawdown Pct | 6.0% |