%R Exhaustion + VixFix with 200MA Regime

29 thg 12, 2025

%R Exhaustion + VixFix with 200MA Regime Strategy

A momentum-based trading strategy that combines regime filtering,
volatility analysis, and oversold/overbought conditions for
optimal entry and exit timing.

Key Components:
• MA 200 Regime Filter: Identifies bearish market regimes when
price stays below MA 200 for extended periods, preventing longs
during downtrends
• Percent R Exhaustion: Uses dual-timeframe Williams %R to detect
oversold reversals and overbought exhaustion zones
• Williams VixFix: Volatility-based indicator that identifies
market bottoms and filtered entry conditions during panic selling
• Matrix Oscillator: Confirms exit signals when market becomes
overbought

Entry Logic:
- Long entries trigger when: (1) Not in bearish regime, (2) %R
shows oversold or reversal, (3) VixFix filtered entry confirms
- Position pyramiding with scaling: Initial entry at configured %
of equity, subsequent entries match current position size
(doubling effect)

Exit Logic:
- Partial sells when both overbought conditions and Matrix sell
signal align
- Breakeven stop loss activates after profitable partial sells or
when entering bearish regime
- Gradual profit-taking using configurable portion percentages

Position Management:
- Configurable initial entry size and sell portions
- Pyramiding up to 5 entries with exponential position sizing
- Dynamic stop loss management for capital preservation

30 thg 12, 2025

Phát hành các Ghi chú

Position Management Enhancements:
- Added configurable initial entry size and sell portion
percentages as input parameters
- Position sizing now uses calculated qty based on equity
percentage instead of fixed percent_of_equity
- Initial entry uses configured % of equity; subsequent
pyramiding entries match current position size (doubling effect)

30 thg 12, 2025

Phát hành các Ghi chú

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