Bybit BTCUSD.P 자동매매 전략 v12 (Pi Cycle 비율 필터)

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Abstract

Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting.

Why this is not “just a mashup”

Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal:

Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study.

RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide.

Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent.

These three roles are complementary, not redundant: structure → strength → progression.

Architecture Overview

Execution model

Rasta & Pyramid: bar close only by default (historically stable, easy to audit).

RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests.

Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits.

Visual model

Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion.

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