Trend Magic strategy

Tesis

Pégalo en la pestaña «Text» del Strategy Designer, o usa el botón del panel de arriba para cargarlo como plantilla.

_template:
  title: Trend Magic — CCI-gated ATR ratchet
  category: trend_following
  skill: intermediate
name: trend_magic
weight: 1.0
long_only: false
indicators:
  tm:
    kind: trend_magic
    period: 20
    atr_period: 5
    coeff: 1.0
  low_:
    kind: sma
    period: 1
    source: low
  high_:
    kind: sma
    period: 1
    source: high
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: low_}, op: crosses_up, rhs: {indicator: tm, field: trail}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: high_}, op: crosses_down, rhs: {indicator: tm, field: trail}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: tm, field: state}, op: crosses_down, rhs: {value: 0}}
    - {lhs: {indicator: tm, field: state}, op: crosses_up, rhs: {value: 0}}
risk:
  trailing_stop_pct: 0.04
  cooldown_bars: 2

Indicadores

• tmTrend Magic (period 20, ATR 5, coeff 1.0)

  Port of KivancOzbilgic's Pine v4 Trend Magic: an SMA-of-TR ATR band ratcheted by the CCI(20) regime — up while CCI ≥ 0, down while CCI < 0.

• low_ / high_SMA(1) wick wrappers (low / high)

  One-bar SMAs over low and high so the wick-based crossing predicates have tracked previous values. The native bar.low / bar.high collapse prev = now and never fire crossings.

Condiciones de entrada

El bot abre una posición en la vela siguiente al cumplimiento de todas las condiciones de abajo.

• Long when the bar's low wick crosses up through the Trend Magic trail line.
• Short when the high wick crosses down through the trail line.

Condiciones de salida

Cualquiera de las condiciones siguientes cierra la posición.

• CCI regime flip through zero closes the active position.
• 4% trailing stop, 2-bar cooldown.

Comportamiento esperado

Selective entries — the wick-cross condition is strict, so trades fire only when momentum really pushes through. Strong in trending regimes, quiet during 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.

Estrategias relacionadas

• Seguimiento de tendencia

  EMA fast/slow crossover strategy

  Catch sustained moves by going long when the fast EMA crosses above the slow EMA.

• Seguimiento de tendencia

  Multi-period trend confluence strategy

  Fast and slow trend regimes must agree before opening — long or short.

• Seguimiento de tendencia

  Blackflag FTS strategy

  SuperTrend regime gates three layered Fib pullback entries — long, short, mirrored.