Tesis
Market Structure says which way, the first Fair Value Gap in that direction says go now.
Encaja con los setups de Reversión a la media — funciona mejor cuando el comportamiento del mercado coincide con la tesis, y falla cuando no. Combínala con el modo walk-forward del backtester antes de comprometer capital real.
Picky — both legs must agree. Long flat stretches followed by clusters of trades when a regime turns and FVGs print along the way. Stacks well in directional markets, sits out balanced ranges.
Conjunto de reglas YAML
Pégalo en la pestaña «Text» del Strategy Designer, o usa el botón del panel de arriba para cargarlo como plantilla.
_template:
title: SMC CHoCH regime + FVG entry
category: mean_reversion
skill: intermediate
name: smc_choch_fvg
weight: 1.0
long_only: false
indicators:
ms:
kind: market_structure
swing_length: 20
fvg:
kind: fair_value_gap
min_gap_pct: 0.001
entry:
combine: OR
rules:
- combine: AND
direction: long
rules:
- {lhs: {indicator: fvg, field: bull_signal}, op: gt, rhs: {value: 0}}
- {lhs: {indicator: ms, field: state}, op: eq, rhs: {value: 1}}
- combine: AND
direction: short
rules:
- {lhs: {indicator: fvg, field: bear_signal}, op: gt, rhs: {value: 0}}
- {lhs: {indicator: ms, field: state}, op: eq, rhs: {value: -1}}
exit:
combine: OR
rules:
- {lhs: {indicator: ms, field: state}, op: crosses_up, rhs: {value: 0}}
- {lhs: {indicator: ms, field: state}, op: crosses_down, rhs: {value: 0}}
risk:
trailing_stop_pct: 0.05
cooldown_bars: 5
Indicadores
msMarket Structure (swing 20)BOS/CHoCH tracker that exposes the prevailing regime as state = +1 / -1.
fvgFair Value Gap (min gap 0.1%)Imbalance detector providing the entry trigger. Only the first FVG in the active regime is taken — the strategy waits for direction-agreement before pulling the trigger.
Condiciones de entrada
El bot abre una posición en la vela siguiente al cumplimiento de todas las condiciones de abajo.
- Long on a bullish FVG while market structure is in a +1 (bullish) regime.
- Short on a bearish FVG while market structure is in a -1 (bearish) regime.
Condiciones de salida
Cualquiera de las condiciones siguientes cierra la posición.
- Regime flip through zero in either direction closes the trade.
- 5% trailing stop, 5-bar cooldown.
Comportamiento esperado
Picky — both legs must agree. Long flat stretches followed by clusters of trades when a regime turns and FVGs print along the way. Stacks well in directional markets, sits out balanced ranges.
Es el carácter de la curva de equity, no una previsión de retorno. Los backtests no son promesas sobre el desempeño en vivo.
Pruébala con tus datos
Abre la plantilla en el panel para hacer backtest sobre BTC, ETH o cualquier símbolo CCXT — o copia el YAML en el Strategy Designer para editarlo primero.
El comportamiento pasado en backtests no garantiza el desempeño futuro. Los mercados cambian; los conjuntos de reglas necesitan revalidarse. Operas bajo tu propio riesgo.