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[STRATEGY] Adaptive Multi Factor Trend Trading

53
1) Overview

Designed for 30‑minute timeframe, this strategy blends daily structure filtering (bull/bear bias), chop risk control using D SMA spread, linear regression slope , and 30‑min MA breakout triggers.

It also aggregates multi‑indicator consensus (MACD, RSI, Stoch, Ichimoku, CCI, PSAR, Williams %R, Heikin Ashi, Bias, Force Index) to adjust signal quality, plus loss‑pause control and dynamic position sizing based on recent performance and slope. Two sell branches (Sell#1 / Sell#2) are included, with hour‑weighted preference for high‑probability sessions.

2) Component Synergy

Daily Structure (D):
Bull: prior close above long MA and short MA > long MA → day_sma_buy_ok

Bear: prior close below short MA and short MA < long MA → day_sma_sell_ok

Chop Risk Filter:
Absolute spread must exceed ma_spread_threshold to avoid choppy conditions.

30m Trend Slope (LinReg, Len=42):
Slope interpreted in ranges for better trend quality detection.

Triggers (30m):
Long: high crossing prior MA Short
Short: low crossing prior MA Long

Consensus Scoring (bull/bear):
10+ indicators converted to +1/−1/0 and summed to bull/bear; used to filter Sell#2.

Friday uses more lenient thresholds (bear and bar‑interval) to match weekly behavior.

3) Entries, Exits & Positioning

Buy:
Conditions: day_sma_buy_ok + chop filter + ta.crossover(high, MA42[1]), with barstate.isconfirmed.

Sizing:
If recent consecutive losses ≥ counti_lose → reduce to max_qty - 1;
If slope “Up” → use max_qty; else 1; capped by max_qty.
Risk: fixed TP/SL + trailing (start/offset).

Sell (two branches):
Sell#1: daily bear + ta.crossunder(low, MA120[1]) + strong MA60 slope (per‑bar change > threshold); qty=2.

Sell#2: close < SMA(low, sell2_sma) + bear > threshold + lr_slope < sell2_lr_slope;

Friday uses more lenient bear and interval thresholds;

In high‑probability hours, size=3; else size=1; capped by max_qty.
Risk: branch‑specific fixed/trailing TP/SL.

Interval Control: bar_index - SellBarIndex > interval (Friday uses sell2_spec_interval).

Loss‑Pause:
If loss streak ≥ lossStreakThr, pause trading for pauseUntilHr hours, then auto‑resume and reset.

4) Originality & Value

Dual‑layer filtering: daily bias + chop spread reduces false signals in ranges.
Slope range interpretation: beyond simple sign, improves trend quality recognition.
Multi‑indicator consensus: robust background filter for Sell#2.
Dynamic sizing & pause: adapts risk after losses and aligns with slope, aiming to improve win rate while stabilizing overall P/L.

5) How to Use

Timeframe: 30m.
Market: TXF (Asia/Taipei).
Best in trending markets; reduced activity in chop via daily spread filter.
Risk: combine with fixed/ATR SL and staged exits; tune trailing start/offset to volatility.

6) Non‑Repaint Note

For HTF data, use close[1] + lookahead_off to avoid unseen future data bleeding into current bars.
Triggers use barstate.isconfirmed. If you want more conservative signals, switch high/low triggers to close‑confirmed crossings.

7) Disclaimer

Educational use only; not financial advice. Backtests may differ from future performance.

8) Release Note

v1.0: First official publication of the strategy.
v1.1: Added Cooling Mechanism to Prevent Drawdown.
Release Notes
1) Overview

Designed for 30‑minute timeframe, this strategy blends daily structure filtering (bull/bear bias), chop risk control using D SMA spread, linear regression slope , and 30‑min MA breakout triggers.

It also aggregates multi‑indicator consensus (MACD, RSI, Stoch, Ichimoku, CCI, PSAR, Williams %R, Heikin Ashi, Bias, Force Index) to adjust signal quality, plus loss‑pause control and dynamic position sizing based on recent performance and slope. Two sell branches (Sell#1 / Sell#2) are included, with hour‑weighted preference for high‑probability sessions.

2) Component Synergy

Daily Structure (D):
Bull: prior close above long MA and short MA > long MA → day_sma_buy_ok

Bear: prior close below short MA and short MA < long MA → day_sma_sell_ok

Chop Risk Filter:
Absolute spread must exceed ma_spread_threshold to avoid choppy conditions.

30m Trend Slope (LinReg, Len=42):
Slope interpreted in ranges for better trend quality detection.

Triggers (30m):
Long: high crossing prior MA Short
Short: low crossing prior MA Long

Consensus Scoring (bull/bear):
10+ indicators converted to +1/−1/0 and summed to bull/bear; used to filter Sell#2.

Friday uses more lenient thresholds (bear and bar‑interval) to match weekly behavior.

3) Entries, Exits & Positioning

Buy:
Conditions: day_sma_buy_ok + chop filter + ta.crossover(high, MA42[1]), with barstate.isconfirmed.

Sizing:
If recent consecutive losses ≥ counti_lose → reduce to max_qty - 1;
If slope “Up” → use max_qty; else 1; capped by max_qty.
Risk: fixed TP/SL + trailing (start/offset).

Sell (two branches):
Sell#1: daily bear + ta.crossunder(low, MA120[1]) + strong MA60 slope (per‑bar change > threshold); qty=2.

Sell#2: close < SMA(low, sell2_sma) + bear > threshold + lr_slope < sell2_lr_slope;

Friday uses more lenient bear and interval thresholds;

In high‑probability hours, size=3; else size=1; capped by max_qty.
Risk: branch‑specific fixed/trailing TP/SL.

Interval Control: bar_index - SellBarIndex > interval (Friday uses sell2_spec_interval).

Loss‑Pause:
If loss streak ≥ lossStreakThr, pause trading for pauseUntilHr hours, then auto‑resume and reset.

4) Originality & Value

Dual‑layer filtering: daily bias + chop spread reduces false signals in ranges.
Slope range interpretation: beyond simple sign, improves trend quality recognition.
Multi‑indicator consensus: robust background filter for Sell#2.
Dynamic sizing & pause: adapts risk after losses and aligns with slope, aiming to improve win rate while stabilizing overall P/L.

5) How to Use

Timeframe: 30m.
Market: TXF (Asia/Taipei).
Best in trending markets; reduced activity in chop via daily spread filter.
Risk: combine with fixed/ATR SL and staged exits; tune trailing start/offset to volatility.

6) Non‑Repaint Note

For HTF data, use close[1] + lookahead_off to avoid unseen future data bleeding into current bars.
Triggers use barstate.isconfirmed. If you want more conservative signals, switch high/low triggers to close‑confirmed crossings.

7) Disclaimer

Educational use only; not financial advice. Backtests may differ from future performance.

8) Release Note

v1.0: First official publication of the strategy.
v1.1: Added Cooling Mechanism to Prevent Drawdown.
Release Notes
1) Overview

Designed for 30‑minute timeframe, this strategy blends daily structure filtering (bull/bear bias), chop risk control using D SMA spread, linear regression slope , and 30‑min MA breakout triggers.

It also aggregates multi‑indicator consensus (MACD, RSI, Stoch, Ichimoku, CCI, PSAR, Williams %R, Heikin Ashi, Bias, Force Index) to adjust signal quality, plus loss‑pause control and dynamic position sizing based on recent performance and slope. Two sell branches (Sell#1 / Sell#2) are included, with hour‑weighted preference for high‑probability sessions.

2) Component Synergy

Daily Structure (D):
Bull: prior close above long MA and short MA > long MA → day_sma_buy_ok

Bear: prior close below short MA and short MA < long MA → day_sma_sell_ok

Chop Risk Filter:
Absolute spread must exceed ma_spread_threshold to avoid choppy conditions.

30m Trend Slope (LinReg, Len=42):
Slope interpreted in ranges for better trend quality detection.

Triggers (30m):
Long: high crossing prior MA Short
Short: low crossing prior MA Long

Consensus Scoring (bull/bear):
10+ indicators converted to +1/−1/0 and summed to bull/bear; used to filter Sell#2.

Friday uses more lenient thresholds (bear and bar‑interval) to match weekly behavior.

3) Entries, Exits & Positioning

Buy:
Conditions: day_sma_buy_ok + chop filter + ta.crossover(high, MA42[1]), with barstate.isconfirmed.

Sizing:
If recent consecutive losses ≥ counti_lose → reduce to max_qty - 1;
If slope “Up” → use max_qty; else 1; capped by max_qty.
Risk: fixed TP/SL + trailing (start/offset).

Sell (two branches):
Sell#1: daily bear + ta.crossunder(low, MA120[1]) + strong MA60 slope (per‑bar change > threshold); qty=2.

Sell#2: close < SMA(low, sell2_sma) + bear > threshold + lr_slope < sell2_lr_slope;

Friday uses more lenient bear and interval thresholds;

In high‑probability hours, size=3; else size=1; capped by max_qty.
Risk: branch‑specific fixed/trailing TP/SL.

Interval Control: bar_index - SellBarIndex > interval (Friday uses sell2_spec_interval).

Loss‑Pause:
If loss streak ≥ lossStreakThr, pause trading for pauseUntilHr hours, then auto‑resume and reset.

4) Originality & Value

Dual‑layer filtering: daily bias + chop spread reduces false signals in ranges.
Slope range interpretation: beyond simple sign, improves trend quality recognition.
Multi‑indicator consensus: robust background filter for Sell#2.
Dynamic sizing & pause: adapts risk after losses and aligns with slope, aiming to improve win rate while stabilizing overall P/L.

5) How to Use

Timeframe: 30m.
Market: TXF (Asia/Taipei).
Best in trending markets; reduced activity in chop via daily spread filter.
Risk: combine with fixed/ATR SL and staged exits; tune trailing start/offset to volatility.

6) Non‑Repaint Note

For HTF data, use close[1] + lookahead_off to avoid unseen future data bleeding into current bars.
Triggers use barstate.isconfirmed. If you want more conservative signals, switch high/low triggers to close‑confirmed crossings.

7) Disclaimer

Educational use only; not financial advice. Backtests may differ from future performance.

8) Release Note

v1.0: First official publication of the strategy.
v1.1: Added Cooling Mechanism to Prevent Drawdown.
Release Notes
Test
Release Notes
1) Overview

Designed for 30‑minute timeframe, this strategy blends daily structure filtering (bull/bear bias), chop risk control using D SMA spread, linear regression slope , and 30‑min MA breakout triggers.

It also aggregates multi‑indicator consensus (MACD, RSI, Stoch, Ichimoku, CCI, PSAR, Williams %R, Heikin Ashi, Bias, Force Index) to adjust signal quality, plus loss‑pause control and dynamic position sizing based on recent performance and slope. Two sell branches (Sell#1 / Sell#2) are included, with hour‑weighted preference for high‑probability sessions.

2) Component Synergy

Daily Structure (D):
Bull: prior close above long MA and short MA > long MA → day_sma_buy_ok

Bear: prior close below short MA and short MA < long MA → day_sma_sell_ok

Chop Risk Filter:
Absolute spread must exceed ma_spread_threshold to avoid choppy conditions.

30m Trend Slope (LinReg, Len=42):
Slope interpreted in ranges for better trend quality detection.

Triggers (30m):
Long: high crossing prior MA Short
Short: low crossing prior MA Long

Consensus Scoring (bull/bear):
10+ indicators converted to +1/−1/0 and summed to bull/bear; used to filter Sell#2.

Friday uses more lenient thresholds (bear and bar‑interval) to match weekly behavior.

3) Entries, Exits & Positioning

Buy:
Conditions: day_sma_buy_ok + chop filter + ta.crossover(high, MA42[1]), with barstate.isconfirmed.

Sizing:
If recent consecutive losses ≥ counti_lose → reduce to max_qty - 1;
If slope “Up” → use max_qty; else 1; capped by max_qty.
Risk: fixed TP/SL + trailing (start/offset).

Sell (two branches):
Sell#1: daily bear + ta.crossunder(low, MA120[1]) + strong MA60 slope (per‑bar change > threshold); qty=2.

Sell#2: close < SMA(low, sell2_sma) + bear > threshold + lr_slope < sell2_lr_slope;

Friday uses more lenient bear and interval thresholds;

In high‑probability hours, size=3; else size=1; capped by max_qty.
Risk: branch‑specific fixed/trailing TP/SL.

Interval Control: bar_index - SellBarIndex > interval (Friday uses sell2_spec_interval).

Loss‑Pause:
If loss streak ≥ lossStreakThr, pause trading for pauseUntilHr hours, then auto‑resume and reset.

4) Originality & Value

Dual‑layer filtering: daily bias + chop spread reduces false signals in ranges.
Slope range interpretation: beyond simple sign, improves trend quality recognition.
Multi‑indicator consensus: robust background filter for Sell#2.
Dynamic sizing & pause: adapts risk after losses and aligns with slope, aiming to improve win rate while stabilizing overall P/L.

5) How to Use

Timeframe: 30m.
Market: TXF (Asia/Taipei).
Best in trending markets; reduced activity in chop via daily spread filter.
Risk: combine with fixed/ATR SL and staged exits; tune trailing start/offset to volatility.

6) Non‑Repaint Note

For HTF data, use close[1] + lookahead_off to avoid unseen future data bleeding into current bars.
Triggers use barstate.isconfirmed. If you want more conservative signals, switch high/low triggers to close‑confirmed crossings.

7) Disclaimer

Educational use only; not financial advice. Backtests may differ from future performance.

8) Release Note

v1.0: First official publication of the strategy.
v1.1: Added Cooling Mechanism to Prevent Drawdown.


⚠️ Disclaimer
This strategy (TradingView Pine Script indicator/strategy) is intended solely for technical analysis research purposes.
Please read the following carefully before purchasing to protect your rights and ensure proper understanding:

📌 This strategy is a technical analysis research tool, designed to assist users in market observation, strategy testing, and learning.
It does not provide any investment advice, portfolio management, or trading signals.

📌 This product is a program tool for trading strategy research and educational use.

📌 All content does not constitute investment advice, investment solicitation, or buy/sell recommendations.

📌 Users must exercise their own judgment and bear full responsibility for all trading decisions.

📌 Financial markets carry significant risks and may result in partial or total loss of capital.

📌 Any past backtesting or demonstration results do not guarantee future performance.

📌 Please fully understand and carefully evaluate all of the above risk disclosures.

📌 This strategy is an original TradingView Pine Script indicator/strategy developed by me based on technical analysis and statistical concepts, and is provided via Invite‑Only authorization.

📌 This tool is designed to help users more efficiently observe market structure, trend conditions, and risk environments, thereby improving clarity in decision‑making processes.
This product is an analytical tool only, not investment advice, and does not guarantee profits.

📌 This product is not financial advice.
All content is intended solely for educational and market‑analysis purposes and does not constitute investment, trading advice, profit guarantees, or professional financial guidance.

📌 This product does not provide account management or automated trading services.
The strategy is purely a visual and algorithm‑based analytical tool and cannot and will not place orders on any exchange or broker on your behalf.

📌 Past performance does not represent future results.
All backtests and examples are for demonstration purposes only and do not constitute any guarantee.

📌 Users must possess adequate awareness of financial risks.
All decisions and actions taken using this strategy are solely the user's responsibility.

📌 This strategy does not target any specific financial instrument.
All settings must be adjusted, simulated, and backtested by the user to find the most suitable configuration for their own risk tolerance and strategy style.

🔁 Additional Notes

This product is a digital content item. Because Invite‑Only authorization is irreversible, refunds are not available.
This product is not eligible for a trial or cooling‑off period.

This strategy is my original TradingView Pine Script and is considered intellectual property.
Usage is provided only through Invite‑Only authorization and the source code is not included.

All usage terms and limitations of the TradingView platform are subject to TradingView’s official policies.

This strategy performs no trading functions, and all responsibility for subsequent use rests with the user

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.