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Your First Strategy: Where to Start

Before writing a single line of code, there are three decisions that determine everything else.

Three strategy types

BlaveClaw organizes all strategies into three types. Picking the right one first saves a lot of back-and-forth with the agent.

TypeWhat it doesBacktest?Good for
A — Signal Trades one fixed symbol on a fixed time interval. Goes long or flat based on a rule. Required Most strategies. Start here.
B — Everything else Screeners, grid bots, alerts, one-time order execution, anything that doesn't fit Type A or C. None Automation tasks, non-signal trading
C — Portfolio Allocates capital across a basket of assets using weights, rebalances on a schedule. Required Multi-asset strategies, factor models

Type A vs Type C: the key distinction

The most common source of confusion is between Type A and Type C. The distinction is not about how many symbols you trade — it's about what the strategy is deciding.

Type AType C
The strategy decidesWhen to be in or out of one symbolHow to split capital across a basket of symbols
Signal output1.0 (long), 0.0 (flat), or NaN (hold)Weight vector: [0.3, 0.2, 0.5, …] summing to 1
RebalancesWhen the signal changesOn a fixed schedule (daily / weekly / monthly)

If you want to trade multiple symbols, you build multiple Type A strategies — one per symbol — and let the portfolio manager allocate capital across them. You don't need Type C for that.

Examples by scenario

ScenarioTypeWhy
SMA crossover on BTCUSDT 1hAOne symbol, timing decision
BTC + ETH + SOL — each with its own trend signalA × 3Three separate Type A strategies; the manager allocates capital across them
Go long BTC when Taker Intensity spikesAOne symbol, signal-based timing
Weekly rebalance of 20 Taiwan stocks ranked by foreign institutional flowCCapital allocation across a basket on a fixed schedule
Monthly rebalance of crypto sectors based on momentum scoreCWeight distribution across multiple assets on a schedule
Alert when BTC drops 5% in 1 hourBNot a signal strategy, not a portfolio — just an alert
Place a limit buy order at a specific priceBOne-off execution, no signal, no schedule
Start with Type A. It has the most structure, the clearest backtest feedback, and the examples to learn from. Even experienced quants typically build a portfolio of Type A strategies before exploring C.

What to decide before talking to the agent

The agent will ask these questions. Having answers ready makes the conversation much faster.

1

What asset? BTCUSDT, ETHUSDT, a Taiwan stock code, WTI crude (CL)? The asset determines what data is available and which exchange API the agent will use.

2

What time interval? 5min, 1h, 4h, 1d? Shorter intervals mean more trades and fees; longer intervals mean slower reaction but less noise. For a first strategy, 1h is a good balance.

3

What signal idea? You don't need to know the code, just the concept: "moving average crossover", "go long when RSI is oversold", "follow the Blave Taker Intensity indicator". The agent will handle the implementation.

4

Spot or futures/perpetual? Futures allow leverage and shorting; spot does not. The agent will ask this before deploying live, but knowing early helps it write better code from the start.

A reasonable first strategy

If you're genuinely unsure where to begin, the simplest meaningful Type A strategy is an SMA crossover on BTCUSDT 1h:

  • Long when the fast SMA crosses above the slow SMA
  • Flat when the fast SMA crosses below the slow SMA
  • Backtest from 2022 to present
  • The agent will scan parameter combinations and find a robust set

It won't make you rich, but it will teach you the entire workflow — backtest, parameter scan, heatmap, deployment confirmation — before you invest time in a more complex idea.

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