Multi-period trend confluence strategy

Thèse

Colle-le dans l'onglet « Text » du Strategy Designer, ou utilise le bouton dashboard ci-dessus pour le charger comme modèle.

name: multi_trend_confluence
weight: 1.0
long_only: false
indicators:
  trend20:  {kind: trend, period: 20,  slope_lookback: 3}
  trend100: {kind: trend, period: 100, slope_lookback: 8}
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: trend20},  op: eq, rhs: {value: 1}}
        - {lhs: {indicator: trend100}, op: eq, rhs: {value: 1}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: trend20},  op: eq, rhs: {value: -1}}
        - {lhs: {indicator: trend100}, op: eq, rhs: {value: -1}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: trend100}, op: eq, rhs: {value: 0}}
risk:
  trailing_stop_pct: 0.07
  cooldown_bars: 8

Indicateurs

• trend20Trend regime (period 20, slope 3)

  Categorical regime indicator: +1 when price is above EMA(20) AND the EMA is rising over the last 3 bars, -1 in the mirror down-regime, 0 in chop.

• trend100Trend regime (period 100, slope 8)

  Same indicator on a much slower window — captures the broad market regime. Acts as the bigger-picture filter.

Conditions d'entrée

Le bot ouvre une position à la bougie suivant le déclenchement de toutes les conditions ci-dessous.

• Long when BOTH trend20 = +1 AND trend100 = +1.
• Short when BOTH trend20 = -1 AND trend100 = -1.
• 8-bar cooldown after exit.

Conditions de sortie

N'importe laquelle des conditions ci-dessous ferme la position.

• Exit immediately when the slower trend100 regime flips to 0 (chop).
• 7% trailing stop on the runner.

Comportement attendu

Trend follower with patience. Long flat periods when the two timeframes disagree, then steady runs when the slow regime turns and the fast one confirms. Drawdowns are deeper because exits wait for chop, not a clean flip.

C'est le caractère de la courbe d'equity, pas une prévision de rendement. Les backtests ne sont pas des promesses sur la performance en direct.

Stratégies similaires

• Suivi de tendance

  EMA fast/slow crossover strategy

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

• Suivi de tendance

  Blackflag FTS strategy

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

• Suivi de tendance

  TradingView SuperTrend strategy

  Classic ATR-band trail — long when the trend flips up, short when it flips down.