Trend Magic strategy

Thèse

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

_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

Indicateurs

• 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.

Conditions d'entrée

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

• 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.

Conditions de sortie

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

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

Comportement attendu

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.

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

  Multi-period trend confluence strategy

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

• Suivi de tendance

  Blackflag FTS strategy

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