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מעודכן %R Exhaustion + VixFix with 200MA Regime
%R Exhaustion + VixFix with 200MA Regime Strategy
A momentum-based trading strategy that combines regime filtering,
volatility analysis, and oversold/overbought conditions for
optimal entry and exit timing.
Key Components:
• MA 200 Regime Filter: Identifies bearish market regimes when
price stays below MA 200 for extended periods, preventing longs
during downtrends
• Percent R Exhaustion: Uses dual-timeframe Williams %R to detect
oversold reversals and overbought exhaustion zones
• Williams VixFix: Volatility-based indicator that identifies
market bottoms and filtered entry conditions during panic selling
• Matrix Oscillator: Confirms exit signals when market becomes
overbought
Entry Logic:
- Long entries trigger when: (1) Not in bearish regime, (2) %R
shows oversold or reversal, (3) VixFix filtered entry confirms
- Position pyramiding with scaling: Initial entry at configured %
of equity, subsequent entries match current position size
(doubling effect)
Exit Logic:
- Partial sells when both overbought conditions and Matrix sell
signal align
- Breakeven stop loss activates after profitable partial sells or
when entering bearish regime
- Gradual profit-taking using configurable portion percentages
Position Management:
- Configurable initial entry size and sell portions
- Pyramiding up to 5 entries with exponential position sizing
- Dynamic stop loss management for capital preservation
A momentum-based trading strategy that combines regime filtering,
volatility analysis, and oversold/overbought conditions for
optimal entry and exit timing.
Key Components:
• MA 200 Regime Filter: Identifies bearish market regimes when
price stays below MA 200 for extended periods, preventing longs
during downtrends
• Percent R Exhaustion: Uses dual-timeframe Williams %R to detect
oversold reversals and overbought exhaustion zones
• Williams VixFix: Volatility-based indicator that identifies
market bottoms and filtered entry conditions during panic selling
• Matrix Oscillator: Confirms exit signals when market becomes
overbought
Entry Logic:
- Long entries trigger when: (1) Not in bearish regime, (2) %R
shows oversold or reversal, (3) VixFix filtered entry confirms
- Position pyramiding with scaling: Initial entry at configured %
of equity, subsequent entries match current position size
(doubling effect)
Exit Logic:
- Partial sells when both overbought conditions and Matrix sell
signal align
- Breakeven stop loss activates after profitable partial sells or
when entering bearish regime
- Gradual profit-taking using configurable portion percentages
Position Management:
- Configurable initial entry size and sell portions
- Pyramiding up to 5 entries with exponential position sizing
- Dynamic stop loss management for capital preservation
הערות שחרור
Position Management Enhancements:- Added configurable initial entry size and sell portion
percentages as input parameters
- Position sizing now uses calculated qty based on equity
percentage instead of fixed percent_of_equity
- Initial entry uses configured % of equity; subsequent
pyramiding entries match current position size (doubling effect)
הערות שחרור
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סקריפט זה פורסם כמקור סגור. עם זאת, תוכל להשתמש בו בחופשיות וללא כל מגבלות – למד עוד כאן
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.