rj_temu_pair_tradea simple "temu" implementation of a pair trade
see robotjames.substack.com for details.
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Ribbon Cross Strategy This strategy uses a simple moving-average ribbon crossover system with a customizable entry filter. You can choose whether trades trigger near the fast or slow average, allowing flexibility in capturing early or confirmed trend moves.
It’s best suited for index trading on intraday timeframes , helping identify short-term trend reversals and continuations with clear visual cues and backtestable logic.
225 SMA CrossoverWell-known strategy from Zahlengraf from the Mauerstrassenwetten subreddit for you to test yourself.
You can change the length of the SMA and whether to trade long, short or both directions.
UK Public OnesideRSI + Stochastic V1 (Moderate) Strategy
This strategy combines RSI, Stochastic Oscillator, and a 50 EMA trend filter to identify moderate-risk trading opportunities in trending markets.
How it works:
Long entries occur when RSI and Stochastic are in oversold conditions while price is above the 50 EMA.
Short entries occur when RSI and Stochastic are in overbought conditions while price is below the 50 EMA.
Trades are confirmed on the previous candle, avoiding premature entries and exits.
Risk management is handled using fixed percentage stop-loss with configurable risk-to-reward targets.
Optional RSI-based exits close positions early during overbought or oversold conditions.
Key Features:
Trend-filtered entries using EMA 50
Non-repainting logic (confirmed candle signals)
Configurable stop-loss and reward ratio
Works well for scalping and intraday trading
Suitable for crypto, forex, and indices
Recommended Timeframes:
5m, 15m, 30m
Note:
This strategy is designed for educational and research purposes. Always forward-test and apply proper risk management before using in live trading.
Follow the "Smart Money" to Capture Altcoin Super-Trends這不是一套普通的趨勢策略。大多數山寨幣 (Altcoins) 的突破策略之所以失效，是因為它們忽略了市場的真實驅動力——比特幣的機構資金流向。 ITAS (Institutional Triggered Alpha System) 是一套結合了「跨市場分析」與「波動率自適應」的量化系統。
核心運作邏輯：
機構資金濾網 (Institutional Filter)： 我們監控比特幣 (BTC) 在頂級合規交易所（如 Coinbase）與全球流動性池之間的資金溢價 (Premium)。這是一個領先指標，用來判斷華爾街機構是在「吸籌」還是「派發」。
精準狙擊 (Precision Trigger)： 只有當監測到**「機構資金正在買入 BTC」**的時刻，系統才會解鎖山寨幣的交易權限。
拒絕假突破 (False Breakout Rejection)： 透過這個濾網，我們能過濾掉市場中 80% 由散戶情緒引起的「假突破」。如果比特幣沒有機構支撐，就算山寨幣漲得再兇，本策略也會判定為雜訊而拒絕進場。
波動率適配 (Volatility Adaptation)： 針對高波動資產 (High Beta Assets) 優化的動態通道，確保在劇烈洗盤中能拿住單子，吃到完整的波段利潤。
This is not an ordinary trend-following strategy. Most Altcoin breakout strategies fail because they ignore the true driver of the market—Institutional Money Flow in Bitcoin. ITAS (Institutional Triggered Alpha System) is a quantitative system that combines "Inter-market Analysis" with "Volatility Adaptation."
How It Works:
Institutional Filter: We monitor the Premium Gap of Bitcoin (BTC) between top-tier regulated exchanges (like Coinbase) and global liquidity pools. This serves as a leading indicator to determine whether Wall Street institutions are "Accumulating" or "Distributing."
Precision Trigger: The system only unlocks trading permissions for Altcoins when it detects "Institutional Buying in BTC."
False Breakout Rejection: Through this filter, we effectively filter out 80% of "False Breakouts" driven solely by retail sentiment. If there is no institutional support behind Bitcoin, the strategy will identify any Altcoin pump as noise and refuse to enter.
Volatility Adaptation: Features a dynamic channel optimized for High Beta Assets, ensuring positions are held through aggressive shakeouts to capture the full trend.
免責聲明 (Disclaimer)
補充說明： 以上策略績效源自歷史數據回測，不代表對未來獲利的保證。加密貨幣市場風險極高，本策略僅供量化研究與邏輯分享，使用者應自行評估風險並自負盈虧，本人不承擔任何交易損失。
Disclaimer: The performance above is based on historical backtesting and does not guarantee future results. Cryptocurrency trading involves high risk. This strategy is shared for quantitative research and educational purposes only. Users are solely responsible for their own risk assessment and PnL. I assume no liability for any trading losses incurred.
Coinbase Institutional Flow Alpha1. 核心概念 (The Core Concept)
這不是一套傳統看圖形（如 RSI 或 MACD）的技術指標策略，而是一套基於**「籌碼面」與「市場微結構」的量化系統。 比特幣市場存在兩個平行世界：美國機構投資者（主要使用 Coinbase 美元對）與全球散戶**（主要使用 Binance USDT 對）。這套策略的核心邏輯在於捕捉這兩者之間的**「定價效率落差」**。
This is not a traditional technical analysis strategy based on lagging indicators like RSI or MACD. Instead, it is a quantitative system based on Order Flow and Market Microstructure. The Bitcoin market consists of two parallel worlds: US Institutional Investors (trading on Coinbase USD pairs) and Global Retail Investors (trading on Binance USDT pairs). The core logic of this strategy is to capture the pricing inefficiency gap between these two liquidity pools.
2. 運作原理 (How It Works)
Smart Money 追蹤： 當機構開始大舉買入時，Coinbase 的價格往往會比 Binance 出現短暫且顯著的「溢價（Premium）」。這通常是行情的領先指標。
統計套利模型： 我們開發了一套獨家的演算法，24 小時監控這個溢價缺口的變化。只有當溢價偏離程度達到特定的**統計學異常值（Statistical Anomaly）**時，系統才會判定為「機構進場信號」並執行交易。
過濾雜訊： 我們只抓取真正由資金推動的大趨勢，過濾掉市場上 80% 的無效波動。
Smart Money Tracking: When institutions accumulate heavily, the price on Coinbase often trades at a significant "Premium" compared to Binance. This serves as a powerful leading indicator for price trends.
Statistical Arbitrage Model: We utilize a proprietary algorithm that monitors this premium gap 24/7. Only when the gap deviation hits a specific Statistical Anomaly, does the system identify it as an "Institutional Entry Signal" and execute the trade.
Noise Filtering: The strategy is designed to capture significant trends driven by real capital flow, effectively filtering out 80% of random market noise.
免責聲明 (Disclaimer)
補充說明： 以上策略不保證獲利，僅提供量化交易的想法與實驗數據參考。請注意，市場沒有聖杯，交易結果盈虧自負，本人不承擔任何因使用此策略而產生的資金損失。
Disclaimer: The above strategy does not guarantee profits and is provided solely for sharing quantitative ideas and experimental data. Please note that there is no "Holy Grail" in trading. You are solely responsible for your own PnL, and I assume no liability for any financial losses incurred.
Kairos Bands [v1.1]Overview
The Kairos Bands Strategy is a highly modular trading system designed to identify high probability entry points based on volatility exhaustion and momentum shifts... It is built with a proprietary core algorithm that detects when price has extended too far from its mean, but it is wrapped in a Confluence Cloud that allows the user to filter these signals through nine different secondary indicators...
This is not just a static strategy... It is a framework that allows you to build your own edge by toggling specific filters on and off to match current market conditions...
1... The Chameleon Feature (Trend or Reversal)
One of the most powerful features of Kairos Bands is the Inverse Trades logic...
Reversal Mode (Default): By default, the strategy looks for price exhaustion... It buys when the market is oversold and sells when the market is overbought... This is ideal for ranging markets or catching tops and bottoms...
Trend Following Mode (Inversed): By checking the Inverse Trades box in the settings, the logic flips completely... A Buy signal becomes a Sell and vice versa... This transforms the strategy into a breakout or trend following system, entering trades in the direction of the momentum rather than against it...
2... The Confluence Cloud
While the core trigger is based on proprietary volatility calculations, the user has full control over how strictly those trades are filtered... You can toggle any of the following 9 momentum filters independently for both Long and Short setups...
RSI (Relative Strength Index)
Stochastic Oscillator
CCI (Commodity Channel Index)
Williams %R
MFI (Money Flow Index)
CMO (Chande Momentum Oscillator)
Fisher Transform
Ultimate Oscillator
ROC (Rate of Change)
For example, you can require RSI and MFI to agree with the main signal for Longs, but only require Stochastic for Shorts... This allows for granular tuning...
3... Trend Bias & Time Management
To further refine entries, the strategy includes:
EMA Trend Filter: An optional dual EMA system (Fast vs Slow) that forces the strategy to only trade in the direction of the dominant trend...
Precision Time Filtering: You can define exact start and end times (down to the minute) for entries...
No Trade Zone (NTZ): A specific time window where the strategy is forbidden from holding positions... If a trade is open when the NTZ begins, it is immediately force closed to avoid volatility events or market closes...
4... Risk Management
The strategy moves away from vague percentage based stops and uses precision point based targeting...
Fixed Points: Set your Take Profit and Stop Loss in exact price points...
Signal Skipping: An optional feature to cool down the strategy after a trade closes, forcing it to skip a set number of subsequent signals to avoid over trading...
5... Professional Analytics Dashboard
The visual overlay provides a detailed Heads Up Display (HUD) containing institutional grade metrics...
Strategy Grade: An automatic A through F grading system based on the Win Rate Differential (how much better the strategy performs compared to a breakeven coin flip)...
Streak Analysis: Tracks the maximum and average consecutive wins and losses to help you understand the psychological drawdown risk...
Rolling PnL: A secondary dashboard tracks your hypothetical Net PnL over the last 7 trading days and the last 12 months, giving you a clear view of short term and long term performance...
Daily High/Low Breakout Strategy v2Long and Short trade signal strategy, connects via API key to any exchange, can be used as an indicator. Based on the break of maximum and minimum levels. preferred timeframe 5 minutes.
Daily High Breakout Strategy v2Long trade signal strategy, connects via API key to any exchange, can be used as an indicator. Based on breakout, rebound from daily highs.
Macro-Filtered Volatility Breakout (MVB)策略簡介：
這是一套專門針對高 Beta 值資產（如 ETH, SOL 等山寨幣）設計的趨勢跟隨系統。我們解決了傳統突破策略在山寨幣市場中「假突破（False Breakout）」過多的痛點。
核心邏輯：
市場體制過濾（Regime Filtering）： 加密貨幣市場具有高度的相關性。本策略引入比特幣（BTC）作為**「宏觀市場指標」**，只有當 BTC 處於確立的多頭趨勢時，才允許執行山寨幣的做多信號。這有效規避了「大盤崩盤時，小幣假突破」的系統性風險。
動態波動率通道： 我們不使用固定價格止損，而是採用肯特納通道（Keltner Channels）。這利用 ATR（平均真實波幅）動態調整進出場區間：在市場平靜時通道收窄以敏銳捕捉啟動點，在劇烈波動時通道放寬以避免被雜訊洗出場。
風控特徵：
系統性避險： 透過 BTC 趨勢濾網，在熊市或大盤回調期間自動空手，降低回撤。
獲利奔跑（Let Profits Run）： 採用基於波動率的移動止損（Volatility Trailing Stop），在大趨勢中能吃到完整的魚身。
免責聲明：
以上策略分享僅供學術研究、回測實驗與邏輯參考，並不代表對未來獲利的保證。 過往的回測績效不代表未來的行情表現。本文內容不構成任何投資建議。加密貨幣交易具有高度風險，使用者應自行評估風險承受能力並自負盈虧，本人不承擔任何因使用此策略而產生的資金損失。
Strategy Overview
This is a trend-following system specifically designed for high-beta assets, such as altcoins like ETH, SOL, and similar cryptocurrencies. The strategy addresses a key weakness of traditional breakout systems in altcoin markets—the high frequency of false breakouts.
Core Logic
Market Regime Filtering
The cryptocurrency market exhibits strong cross-asset correlation. This strategy uses Bitcoin (BTC) as a macro market indicator. Long signals on altcoins are only allowed when BTC is in a confirmed bullish trend, effectively avoiding the systemic risk of altcoin false breakouts during broader market downturns.
Dynamic Volatility Channels
Instead of fixed-price stop losses, the strategy employs Keltner Channels, which adapt dynamically using ATR (Average True Range).
During low-volatility conditions, the channel narrows to sensitively capture early trend initiation.
During high-volatility environments, the channel widens to prevent premature exits caused by market noise.
Risk Management Features
Systematic Risk Avoidance
By applying BTC trend filtering, the strategy automatically stays in cash during bear markets or major market pullbacks, significantly reducing drawdowns.
Let Profits Run
A volatility-based trailing stop is used to maximize profit capture during strong directional trends, allowing positions to benefit from the full trend structure.
Disclaimer
The strategy presented above is for academic research, backtesting experiments, and logical reference only. It does not constitute a guarantee of future performance. Past backtest results are not indicative of future outcomes. This content does not represent any investment advice. Cryptocurrency trading involves substantial risk, and users should assess their own risk tolerance and assume full responsibility for any gains or losses. The author bears no liability for any financial losses incurred from the use of this strategy.
Long Bollinger Bands StrategyLong Bollinger Bands Strategy (XAUUSD) — Lower Band Reversal + 4-Step Scaling + Daily DD Guard
Long Bollinger Bands Strategy is a long-only Bollinger Bands reversal/mean-reversion strategy designed mainly for XAUUSD. It looks for a bearish push below the Lower Band followed by a bullish reclaim on candle close, then optionally scales in up to 4 entries (E1–E4) as price pulls back.
1) Risk Management & Position Sizing
The strategy includes a USD-based risk input: Risk per setup (USD).
It automatically calculates position size using the average SL distance across the 4-entry structure, then distributes size across entries with built-in weighting.
BackTest Lot checkbox:
OFF (default): uses normalized sizing (qty divided by 100)
ON: uses raw qty for backtesting workflows
2) SL/TP Management (Locked SL + Optional Range TP)
Stop Loss (SL): based on SL distance (pips from entry) from E1.
Take Profit (TP):
If TP (pips) > 0: fixed pip TP from E1
If TP (pips) = 0: TP is based on the signal candle range (high–low)
SL Lock: once the stop is tightened, it never loosens again (only moves in a protective direction) until the trade closes.
3) Daily Drawdown Protection
Tracks equity by day and stops opening new positions once Max daily drawdown (USD) is reached for that day.
4) Notes / Disclaimer
This strategy does not use volume, RSI, fundamentals, news filters, or session filters. Users should apply discretion and consider confirmations from other tools and market context. Results depend on symbol settings, spread, commission, and volatility regime. Always forward-test before using in live trading.
Designed for XAUUSD. The script uses an internal pip conversion (pipSize = 0.1) consistent with common gold quoting; verify your broker’s pip definition for best alignment.
5) Suggested Usage
Best used during volatile conditions or after a clear lower-band sweep and reclaim.
Consider pairing with trend filters or higher-timeframe bias.
6) Release Notes
Initial release: Long-only BB reclaim logic with 4-step scaling
Added: SL/TP lock logic and visual SL/TP lines
Added: Daily drawdown guard and backtest lot toggle OANDA:XAUUSD
Nifty-50 Futures trading ideas with RSI and ADX FilterNifty Futures @15M is a trend-following strategy derived from the Savitzky Flow Bands methodology by ChartPrime , adapted into a complete strategy with structured trade execution and risk controls.
The strategy identifies directional bias using a Savitzky-smoothed price structure and executes trades based on trend changes or continuation, depending on the selected entry mode.
Configurable Entry Modes are : 1. Change Only (trend reversal based) 2.Continuation Allowed (trend follow-through).
Optional ADX + DI and RSI filters help validate trend strength and avoid unfavorable market conditions.
Risk management features include configurable Stop-Loss and Take-Profit, ATR-based exits, trailing stop, and separate maximum loss per trade (₹) for long and short positions.
Date and session filters are provided for controlled backtesting.
This script is published for educational and analytical purposes only and is intended for research and backtesting, not as a trading signal or investment recommendation.
Credits:
Original indicator concept: Savitzky Flow Bands by ChartPrime
Strategy conversion & enhancements: @Alpha_Trinity
Estrategia_XAU_1m_NYEstrategia para el par XAU/USD temporalidad 1 minuto, de 9:30 a 10:00 am New York. Solo media hora al dia.
Strategy for the XAU/USD pair, 1-minute timeframe, from 9:30 to 10:00 am New York. Only half an hour per day.
Smart Money Liquidity Structure AlgoSmart Money Liquidity Structure Algo is a rule-based trading strategy designed to analyze market structure, liquidity zones, and volatility conditions.
The script combines structure breakout logic, volatility filtering, order-block style price gaps, and Supertrend direction to generate systematic long and short signals.
This strategy is intended for educational and research purposes, helping traders study how liquidity, structure, and trend alignment can be combined into a single framework.
All signals are generated objectively using predefined conditions without repainting after bar close.
The strategy includes built-in risk management logic using ATR-based stop-loss and trailing exit mechanisms.
⚙️ Core Logic Overview
Market structure based on pivot-derived support and resistance
Volatility normalization filter to avoid low-activity periods
Price gap detection inspired by order-block concepts
Supertrend-based directional confirmation
Time-based holding logic before exits are allowed
✨ Features
Rule-based long and short entries
Liquidity & structure breakout detection
Volatility-filtered signal generation
Optional Supertrend trend filter
ATR-based stop-loss and trailing exits
Non-repainting logic after candle close
🧪 How to Use
Apply on liquid markets such as crypto, indices, or forex
Works best on intraday to higher timeframes
Adjust volatility filter and ATR multiplier based on the instrument
Always forward-test and paper-trade before live use
⚠️ Disclaimer
This script is not financial advice.
Trading involves risk, and past performance does not guarantee future results.
Use this strategy for analysis, testing, and educational purposes only.
Recovery Adaptive Strategy [Starbots]🔁 Recovery Adaptive Strategy
Recovery Adaptive Strategy is an advanced, single-position trading strategy designed for professional traders who require adaptive exposure control, dynamic profit targeting, and rule-based recovery mechanics in high-volatility market environments.
The strategy applies a structured loss-streak framework where position sizing and take-profit objectives evolve systematically based on prior trade outcomes, while maintaining strict one-position execution at all times.
🧠 Strategic Framework
This strategy is built around a controlled adaptive execution model:
Only one position is active at any time
Each closed trade directly influences the parameters of the next entry
After a losing trade:
Position size scales according to a defined factor
Take-profit expands proportionally using a configurable multiplier
After a winning trade:
All parameters reset to their base configuration
Scaling progression is capped via a configurable maximum step limit
The methodology is designed to efficiently capitalize on expansion phases, volatility impulses, and directional inefficiencies, making it particularly suitable for high-volatility instruments and regimes.
⚙️ Adaptive Position Management
Position Sizing Modes
Percentage of Equity
Fixed Base Currency Amount (USDT / USD / EUR, etc.)
Each subsequent step applies a configurable size multiplier, enabling precise control over exposure progression across loss streaks.
🎯Dynamic Take-Profit Scaling
Take-profit levels increase automatically with each scaling step
A dedicated TP multiplier allows fine-tuning of profit expansion behavior
All targets are recalculated and updated dynamically while positions are open
Execution Control
Single-position logic (no grid, no concurrent hedging)
Optional forced exit and full reset upon reaching the maximum scaling step
Bar-confirmed execution to avoid signal repainting
📈 Signal Generation & Market Filters
The strategy supports multiple professional-grade entry models, selectable via settings:
MACD (12,26,9)
DMI (14)
RSI (70 / 30)
Stochastic (14,3,3)
Bollinger Bands + RSI
Market Structure (BOS / CHoCH)
Additional execution layers include:
Higher-timeframe signal evaluation
Volatility-based trade filtering
EMA trend alignment
Flat-market detection (optional)
The strategy is optimized for active, volatile markets, where price expansion and follow-through are frequent.
📊 Institutional-Style Analytics & Visualization
Integrated analytics provide full transparency into strategy behavior:
Adaptive Scaling Table
Position size per step
Take-profit expansion per step
Loss-streak hit distribution
On-Chart Execution Labels
Equity Usage Overview
Monthly & Yearly Performance Calendar
Backtest vs. Leverage Projection Dashboard
All dashboards and visual components are optional and configurable.
🧩 Intended Use
This strategy is designed for:
Advanced discretionary traders
Systematic traders
Quantitative research and optimization
High-volatility instruments and environments
It emphasizes structure, adaptability, and execution discipline, rather than static position sizing or fixed targets.
ETH UU Reversion Strategy [Limit]Strategy Overview
The "ETH UU Reversion Strategy" is a sophisticated mean-reversion trading system designed to capture price reversals at standard deviation extremes. Unlike typical strategies that enter trades immediately at market price, this script employs a proprietary **Limit Order Execution Mechanism** combined with volatility filtering to optimize entry prices and reduce slippage.
Originality & Key Features
This script addresses the common pitfalls of standard Bollinger Band strategies by introducing advanced order management logic:
1. Limit Order Execution:** Instead of market orders, the strategy calculates an optimal entry price based on ATR offsets. This allows traders to capitalize on "wicks" and secure better risk-reward ratios.
2. Smart Timeout Logic:To prevent "catching a falling knife," pending orders are automatically cancelled if not filled within a customizable number of bars (default: 15). This ensures orders do not remain active when market structure shifts.
3. Dynamic Risk Recalculation:** Stop Loss (SL) and Take Profit (TP) levels are recalculated at the exact moment of execution using the real-time ATR, ensuring risk parameters adapt to current market volatility.
How to Use
1. Setup: Apply the strategy to ETH/USDT (or other crypto pairs) on 15m or 1h timeframes.
2. Configuration:
* Adjust `BB Length` and `RSI Length` to fit your timeframe.
* Set `Order Timeout` to define how long a pending order should remain active.
* Toggle `Use ADX Filter` to avoid trading against strong trends.
3. *Visuals: The chart displays distinct labels for pending orders (Gray), active entries (Blue/Red), and cancellations, providing full transparency of the strategy's logic.
Risk Disclaimer
This script is for educational and quantitative analysis purposes only. Past performance regarding backtesting or live trading does not guarantee future results. Cryptocurrency trading involves high risk and high volatility. Please use proper risk management and trade at your own discretion.
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Chinese Translation (中文说明)
策略概述
“ETH UU 均值回归策略”是一个旨在捕捉标准差极端位置价格反转的交易系统。与立即以市价入场的典型策略不同，本策略采用独特的**挂单执行机制**结合波动率过滤，以优化入场价格并减少滑点。
原创性与核心功能
本脚本通过引入高级订单管理逻辑，解决了普通布林带策略的常见缺陷：
1. 挂单交易模式： 策略不使用市价单，而是根据 ATR 偏移计算最佳入场价（Limit Orders）。这允许交易者捕捉K线的“影线”，获得更好的盈亏比。
2. 智能超时撤单： 为了防止“接飞刀”，如果挂单在指定K线数内（默认15根）未成交，系统会自动撤单。这确保了当市场结构发生变化时，旧的挂单不会被错误触发。
3. 动态风控重算： 止损和止盈在成交的瞬间根据实时 ATR 重新计算，确保风控参数始终适应当前的市场波动率。
风险提示
本脚本仅供教育和量化分析使用。回测或实盘的过往表现并不预示未来结果。加密货币交易具有极高的风险和波动性，请务必做好仓位管理，并自行承担使用本策略的风险。
ROLLING REVERSAL FROM TOP/BOTTOMThis strategy helps users who want to find mean reversion in those scripts that have gone up/down by significant margin.
Users can set a percentage by which if a coin/script moves up/down by then supertrend becomes active, and the trades are taken on the reversal side.
For additional option we have added a reference symbol and custom time frame to be checked before taking the trade.
This can be fully automated with most crypto exchanges.
SuperTrend Crypto v2This is an advanced version of Supertrend with Capabilites to add TGT/SL/TSL in points and percentage.
User can also Fire Entry and exit qty in dollars seperately.
Buy logic triggers signal when supertrend turns from red to green and vice versa for short.
Added options module to fire orders in options in multiple exchanges like Delta, Coinswitch and more.
Added Indian intraday mode incase if users want to use it for Indian markets as well.
Vegas Pro_邀請版Vegas Pro
Access Requirements To access this script, please follow these steps:
Register on MEXC using the link below.
Deposit at least 200 USDT.
Provide your email address to receive access.
Sign up link: www.mexc.com
SmartDCA by TradeAkademiSmartDCA is an advanced position-management strategy built to deliver consistent results even as market conditions shift. Its price-action–driven structure, intelligent DCA scaling model, and multiple entry options provide a powerful automation framework suitable for both beginners and professional traders. With flexible TP/DCA configurations and safety modules such as Smart Take Profit, Risk Reset Exit, and Fail Safe Stop, positions scale more efficiently, risks are managed proactively, and capital remains protected at every stage. SmartDCA is a fully customizable, modern trading engine that offers high adaptability across different assets and timeframes.
The strategy supports five entry methodologies:
ta_default – Opens positions on breakout confirmations based on the selected period’s local highs and lows.
ta_volatility – Uses the same breakout logic while filtering entries that would place the target level outside the system’s defined safety zone.
ta_safety – Extends the volatility model with an additional candle-quality filter, avoiding structurally weak entries and behaving more conservatively.
rsi_based – Generates entries when RSI drops below 30 or rises above 70.
ema_based – Opens positions based on directional shifts in the moving average.
SmartDCA is fully configurable: entry logic, DCA percentage and multiplier, take-profit (TP) settings, maximum DCA steps, order-size mode, and directional preferences can all be tailored to fit any asset, market condition, or timeframe .
Default parameters are optimized for the 30-minute chart.
The strategy also includes three optional protective mechanisms:
Smart Take Profit – Closes profitable trades early when price approaches the target within a configurable proximity, reducing exposure to potential reversal signals.
Risk Reset Exit – After a defined DCA step, the position is closed at breakeven once price returns to the average entry level.
Fail Safe Stop – If the maximum DCA step is reached and recovery fails to occur, the trade is closed at a controlled loss.
All protection modules can be enabled individually and configured to activate only after specific DCA levels, allowing SmartDCA to remain adaptive yet controlled under varying market dynamics.
1-Hour Trend Breakout Strategy (Scaled Entry Version)This strategy is a trend-following system on the Bitcoin 1-hour chart.
It enters in the direction of the market when price breaks an upward or downward trendline, using scaled (partial) entries.
Entry Rules
Go long when price breaks an upward trendline.
Go short when price breaks a downward trendline.
Position size is split into several parts and entered gradually.
Trade Management
When the first take-profit level (TP1) is reached, a portion of the position is closed.
The stop-loss on the remaining position is moved to break-even (entry price) to lock in profits and manage risk.
Performance
Period: 2019-12-16 to 2025-12-07
Total P&L: +2,385%
Maximum Drawdown (MDD): 28%
Win Rate: 79%
Profit Factor: 3.1
Sunny Quantum Momentum Framework (SQMF)Sunny Quantum Momentum Framework (SQMF) – Strategy Description
The Sunny Quantum Momentum Framework is a dynamic trend-adaptive trading model designed to identify early momentum shifts and capitalize on directional price movements. The strategy blends multiple market-sensitive components to filter noise, detect emerging trends, and optimize entries with precision.
SQMF works by continuously evaluating price behavior, volatility fluctuations, and short-term trend acceleration to generate actionable signals. Instead of relying on a single indicator, the framework integrates layered momentum structures and adaptive smoothing techniques to maintain signal quality across different market conditions.
The system focuses on:
Detecting momentum transitions with minimal lag
Reducing false signals through multi-stage validation
Aligning entries with broader trend conditions
Managing trades dynamically using built-in risk controls
SQMF is designed for traders seeking a balanced approach—fast enough to catch early movements, but stable enough to avoid common market noise. The strategy is suitable for intraday, swing, and algorithmic trading environments.
Adaptive Alligator - Asymmetric MH (Entry Only)
Adaptive Alligator – Asymmetric Mexican Hat (Entry Only)
This strategy combines adaptive cycle detection (wavelet + autocorrelation), directional entropy, and a Mexican Hat filter to generate highly selective LONG entry signals. Exits are based solely on the Alligator structure. The system is designed to detect asymmetric, strong, and accelerating bullish phases while filtering out market noise.
1. Adaptive Cycle Detection: The strategy analyzes the median price using wavelet decomposition (Haar, Daubechies D4/D6, Symlet 4), wavelet detail energy, and autocorrelation. It also incorporates the ratio of short-term to long-term ATR volatility. Based on these components, it computes a dominant_cycle value, which dynamically controls the lengths of the Alligator lines (Jaw, Teeth, Lips). This adaptive behavior allows the Alligator to speed up during trending phases and slow down during noise or consolidation.
2. Directional Entropy: Entropy is measured separately for upward and downward movements within the selected lookback window. The entropy difference: e_diff = entropy_down - entropy_up represents the directional bias of the market. When e_diff > 0, the market shows an organized bullish pressure; when < 0, bearish dominance.
3. Mexican Hat Filter: The Mexican Hat (Ricker Wavelet) acts as a second-derivative filter, detecting local maxima in the acceleration of directional entropy. The filtered output (mh_out) is compared against an adaptive noise level computed as SMA(|mh_out|). A signal is considered strong only when: – mh_out exceeds the adaptive noise level, – mh_out is rising relative to the previous bar. This step is critical for eliminating false signals produced by random fluctuations.
4. Entry Logic: A LONG entry requires all three layers: (1) Alligator structure: Lips > Teeth > Jaw. (2) Directional entropy bias: e_diff > 0. (3) A strong, accelerating Mexican Hat signal confirmed by a user-defined number of bars. Once all conditions are satisfied, a buy_final entry is triggered.
5. Exit Logic: Exits are intentionally simple and rely solely on the Alligator: crossunder(lips, teeth) This clean separation ensures precise, adaptive entries and stable, consistent exits.
6. Visual Components: – Alligator lines: Jaw (blue), Teeth (red), Lips (green), plotted with their characteristic offsets. – Background coloring reflects signal strength: dark green (STRONG BUY), lime (acceleration), yellow (weak bias), transparent otherwise. – A dedicated panel displays e_diff (entropy difference), mh_out (Mexican Hat output), and the adaptive noise band.
7. Diagnostic Table: A compact diagnostic dashboard shows: – MH Value, – Noise Level, – MH Acceleration (YES/NO), – Signal Status (STRONG BUY / ACCELERATING / WEAK / BEARISH). It updates on the last bar, making it suitable for live monitoring.
8. Use Case: This strategy is highly selective and ideal as an entry module within trend-following systems. By combining wavelets, entropy, and adaptive noise modeling, it effectively filters out consolidation periods and focuses only on statistically significant bullish transitions. It can be integrated with various exit frameworks such as ATR stops, channel-based exits, range boxes, or trailing logic.
