Multi_Timeframe Dynamic Trend (MTFDR)
[edit]
PART 1: STRATEGY OVERVIEW
[edit]What Is This Strategy?
[edit]Multi_Timeframe Dynamic Trend(MTFDR) is a systematic intraday trading strategy that requires multiple analytical layers to align before taking a trade. Each layer must be present for a valid setup. Market behavior is probabilistic, not predictive. The goal is positioning with asymmetric probabilities, not prediction.
Layered Architecture (Top-Down)
[edit]┌─────────────────────────────────────────────────────────────┐
│ │
│ LAYER 1: MULTI-TIMEFRAME ANALYSIS - FOUNDATION LAYER │
│ 5 timeframes analyzed for trend alignment │ context
│ Daily → 4H → 1H → 15M → 5M │
│ │
├─────────────────────────────────────────────────────────────┤
│ │
│ LAYER 2: MARKET STATE ANALYSIS │ ← regime/ market state conditions
│ 7 algorithms: Railroad, Creeper, Phase, BOS, etc. │
│ Calculates penalties and bonuses │
│ │
├─────────────────────────────────────────────────────────────┤
│ │
│ LAYER 3: SETUP QUALITY GRADING │ ← set up scoring
│ 5-factor weighted scoring → Assigns grade A+ to F │
│ │
├─────────────────────────────────────────────────────────────┤
│ │
│ LAYER 4: FILTERS (Trade/No_Trade) │
│ • Direction: MA21 slope must match trade direction │Filters
│ • Grade: Only A+, A, B grades can trade │
│ • Hours: Block hours ]WIP] │
│ │
├─────────────────────────────────────────────────────────────┤
│ │
│ LAYER 5: ENTRY TECHNIQUES │ ← Final trigger
│ │
│ │
└─────────────────────────────────────────────────────────────┘
PART 2: Core Concept (Why This Works)
[edit]The edge comes from requiring multiple independent confirmations before trading. Each layer filters out bad trades:
| Layer |
What It Filters Out
|
| 1. MTF Analysis |
Counter-trend trades, choppy markets
|
| 2. Market State |
Dangerous conditions (creeper moves, institutional fights)
|
| 3. Quality Grading |
Scores the setup (used by hard filter)
|
| 4. Hard Filters |
Wrong direction, low grades (C/D/F), blocked hours
|
| 5. Entry Technique |
Chasing price far from value areas
|
If each layer has 70% accuracy independently:
- Single layer: 70% edge
- 2 layers: 70% × 70% = 49% of trades pass, but higher quality
- 5 layers: Only the best setups survive all filters
Result: Fewer trades, but each trade has multiple confluences supporting it.
PART 3: LAYER 1 - MULTI-TIMEFRAME ANALYSIS (The Foundation)
[edit]
THIS IS THE FOUNDATION - Everything else builds on top of MTF alignment. If timeframes disagree, we don't trade.
| Timeframe |
Role |
Weight
|
| Daily (1D) |
Overall market bias |
Highest
|
| 4-Hour (4H) |
Primary trend direction |
High
|
| 1-Hour (1H) |
Trend confirmation |
Medium
|
| 15-Minute (15M) |
Entry timing context |
Lower
|
| 5-Minute (5M) |
Execution timeframe |
Lowest
|
What We Analyze Per Timeframe
[edit]For each of 5 timeframes, our system calculates:
| Analysis |
Description
|
| MA21 Value |
21-period Moving Average
|
| MA21 Slope |
Rising/Flat/Declining
|
| MA200 Value |
200-period Moving Average
|
| Price vs MA21 |
Above/Below/At the MA
|
| Trend Direction |
UP/DOWN/NEUTRAL
|
MTF Alignment Score
[edit]For each timeframe:
1. Determine trend direction (UP/DOWN/NEUTRAL)
2. Check if aligned with trade direction
3. Apply timeframe weight
4. Sum weighted alignment scores
Example (LONG trade):
Daily: UP (aligned) × 1.00 weight = 1.00
4H: UP (aligned) × 0.86 weight = 0.86
1H: UP (aligned) × 0.72 weight = 0.72
15M: DOWN (not aligned) × 0.58 weight = 0.00
5M: UP (aligned) × 0.44 weight = 0.44
─────────────────────────────────────────────
Total MTF Score: 3.02 / 3.60 = 83.9% aligned
| Scenario |
MTF Alignment |
Action
|
| All 5 timeframes aligned |
~90% |
High conviction trade A+ 2lots
|
| 4 of 5 aligned |
~80% |
Trade with normal size A 1 lot
|
| 3 of 5 aligned |
~70% |
Proceed with caution B 1 lot
|
| 2 or fewer aligned |
<60% |
No Trade
|
PART 4: LAYER 2 - MARKET STATE ANALYSIS
[edit]The 7 Market State Algorithms
[edit]Our system runs 7 independent algorithms to understand current market context:
| # |
Algorithm |
What It Detects |
Impact
|
| 1 |
Railroad Tracks |
Strong momentum bars in sequence |
+15% bonus
|
| 2 |
Creeper Move |
Slow grinding trend (dangerous) |
-50% penalty
|
| 3 |
Two-Day Trend |
Trend visible on Daily for 2+ days |
Required for A+
|
| 4 |
Phase Analysis |
Accumulation/Distribution/Markup/Markdown |
Phase mismatch = -25%
|
| 5 |
Institutional Activity |
Big player accumulation/distribution |
Fight = 0.7× multiplier
|
| 6 |
Break of Structure (BOS) |
Key level breaks |
Affects stop placement
|
| 7 |
Volatility Regime |
High/Normal/Low volatility |
Adjusts expectations
|
| Condition |
Penalty |
Rationale
|
| Creeper Move Detected |
-50 points |
Slow trends often reverse suddenly
|
| MA Struggle (price fighting MA) |
-30 points |
Indecision, likely to chop
|
| No Two-Day Trend |
-30 points |
Trend not established enough
|
| Phase Mismatch |
-25 points |
Trading against market phase
|
| No Key Level Nearby |
-50 points |
No technical confluence
|
| Institutional Fight |
×0.70 multiplier |
Big players fighting each other
|
| Condition |
Bonus |
Rationale
|
| Railroad Tracks |
+15 points |
Strong momentum confirmation
|
| At Key Level |
+10 points |
Technical confluence present
|
| Clean Entry Setup |
+10 points |
Clear technical pattern
|
Probability Zone Analysis
[edit]The Asymmetric Probability Edge
[edit]When odds are low on one outcome, the opposite side usually carries high odds:
- If new high probability drops to 15%, then 85% odds favor reversal
- We position ourselves on high-probability side where price position within recent range determines continuation probability:
- Every large move is divided into halves and thirds, creating probability zones.
Odds of Continuation After Pullback
[edit]┌─────────────────────────────────────────────────────┐
│ SWING HIGH │
├─────────────────────────────────────────────────────┤
│ TOP THIRD → ~80% chance of new high │
├─────────────────────────────────────────────────────┤
│ TOP HALF → ~66% chance of new high │
├─────────────────────────────────────────────────────┤
│ BOTTOM HALF → ~33% chance of new high │
├─────────────────────────────────────────────────────┤
│ BOTTOM THIRD → ~15% chance of new high │
├─────────────────────────────────────────────────────┤
│ SWING LOW │
└─────────────────────────────────────────────────────┘
| Zone |
Position |
Continuation Probability |
Action
|
| Top Third |
>66.6% of range |
80% likely to continue higher |
Favor LONG
|
| Top Half |
>50% of range |
65% continuation |
Moderate LONG bias
|
| Bottom Half |
<50% of range |
35% continuation higher |
Moderate SHORT bias
|
| Bottom Third |
<33.3% of range |
15% continuation (85% reversal) |
Favor SHORT
|
Measures separation between Price, 21 MA, and 200 MA:
Three-Finger Spread Detection:
- Large spread between Price/21MA/200MA
- Indicates profit-taking pressure imminent
- Minimum spread threshold: 2% of price
Structure Types:
UPTREND: Price > 21 MA > 200 MA (bullish stack)
DOWNTREND: Price < 21 MA < 200 MA (bearish stack)
SIDEWAYS: No clear MA separation
Crash Bar Detection
[edit]Identifies structural breaks via unusually large bars:
| Parameter |
Value |
Meaning
|
| crash_bar_multiplier |
2.0 |
Bar must be 2× average size
|
| crash_bar_lookback |
10 bars |
Average calculated over 10 bars
|
| crash_bar_close_threshold |
30% |
Close within 30% of bar extreme
|
Pullback Classification
[edit]
| Type |
Characteristics |
Action
|
| Healthy Pullback |
45° drift, holds above halfway point |
Good entry opportunity
|
| Collapse |
Vertical drop (>60% retracement) |
Avoid entry, wait for structure
|
| Bounce |
Recovery after crash bar |
Short opportunity
|
Probability zones filter signals:
- Zone-based filtering (soft filter - affects score, doesn't block)
if zone_position < 33.3%: # Bottom third
# Block LONG signals (only 15% chance of continuation)
# Allow SHORT signals
if zone_position > 66.7%: # Top third
# Allow LONG signals (80% continuation)
# Block SHORT signals
PART 5: LAYER 3 - SETUP QUALITY GRADING
[edit]The 5-Factor Scoring System
[edit]Every potential trade is scored on 5 factors:
| Factor |
Weight |
What It Measures
|
| Timeframe Alignment |
30% |
How well all 5 timeframes agree
|
| Trend Strength |
20% |
Quality of the trend (Railroad vs Creeper)
|
| Key Level Proximity |
20% |
Is entry near significant S/R level?
|
| Entry Quality |
15% |
How clean is the entry technique?
|
| Risk:Reward |
15% |
Is the R:R ratio favorable?
|
Note: Weights sum to 100%. Timeframe Alignment has highest weight (30%) because MTF is the foundation.
| Grade |
Score Range |
Action |
Position Size
|
| A+ |
90-100 |
Trade with full conviction |
2 lots
|
| A |
80-89 |
Trade with confidence |
1 lot
|
| B |
70-79 |
Trade normally |
1 lot
|
| C |
60-69 |
NO TRADE |
-
|
| D |
50-59 |
NO TRADE |
-
|
| F |
<50 |
NO TRADE |
-
|
A+ Grade Special Requirements
[edit]To achieve A+ grade, ALL conditions must be true:
- Final score ≥ 90
- All 5 timeframes aligned with trade direction
- Entry within ±25 points of MA21
- Two-day trend present on Daily
- No institutional fight detected
Score Calculation Example
[edit]Trade Setup: LONG on 5-min chart
Factor Scores (0-100 each):
Timeframe Alignment: 85 × 0.30 = 25.5
Trend Strength: 90 × 0.20 = 18.0
Key Level Proximity: 70 × 0.20 = 14.0
Entry Quality: 80 × 0.15 = 12.0
Risk:Reward: 75 × 0.15 = 11.25
──────────
Base Score: 80.75
Penalties Applied:
- No Railroad Tracks: 0
- No Creeper: 0
- Has Two-Day: 0
──────────
Final Score: 80.75 → Grade: A
PART 6: HARD LAYER 4 - FILTERS
[edit]
HARD FILTERS block trades completely. If ANY hard filter fails, NO TRADE happens regardless of how good the setup looks.
| Filter |
Rule |
Effect
|
| 1. Direction Filter |
MA21 slope must match trade direction |
Wrong direction = BLOCKED
|
| 2. Grade Filter |
Only A+, A, B grades allowed |
C/D/F grades = BLOCKED
|
| 3. Hour Filter |
Block hours [WIP] |
Blocked hours = BLOCKED
|
Filter 1: Direction (MA21 Slope)
[edit]
| MA21 Slope |
Allowed Direction |
Logic
|
| Rising (↗) |
LONG only |
Trade with uptrend, never short
|
| Declining (↘) |
SHORT only |
Trade with downtrend, never long
|
| Flat (→) |
Use MTF direction |
Higher timeframes decide
|
| Grade |
Action
|
| A+, A, B |
PASS - Proceed to entry
|
| C, D, F |
BLOCKED - No trade
|
Filter 3: Hour [work in progress examples]
[edit]
| Hour |
Status |
Reason
|
| 9 (9:00-9:59 AM) |
BLOCKED |
Market open volatility
|
| 10-21 (10:00 AM - 9:59 PM) |
ALLOWED |
Normal trading hours
|
| 22 (10:00-10:59 PM) |
BLOCKED |
Near market close
|
| 23 (11:00-11:59 PM) |
BLOCKED |
Market close
|
PART 7: LAYER 5 - ENTRY TECHNIQUE
[edit]MA21 Zone Principle
[edit]
"The MA is a ZONE, not a thin line or exact value"
Entry is allowed within ±25 points of MA21, not just at the exact MA value.
- Price rarely touches MA exactly
- Allows for normal market noise
| Technique |
Direction |
Description
|
| NEAR_MA |
Both |
Price within ±25 pts of MA21 (most common)
|
| MA_BOUNCE_LONG |
Long |
Price touches MA21 and bounces up
|
| MA_BOUNCE_SHORT |
Short |
Price touches MA21 and rejects down
|
| GREEN_BAR_AFTER_PULLBACK |
Long |
Bullish candle after pullback to MA
|
| RED_BAR_AFTER_RALLY |
Short |
Bearish candle after rally to MA
|
| BOS_ENTRY_LONG |
Long |
Break of structure to upside
|
| BOS_ENTRY_SHORT |
Short |
Break of structure to downside
|
PART 8: STOP LOSS CALCULATION
[edit]Stop Loss Methods (Priority Order)
[edit]
| Priority |
Method |
Description
|
| 1 |
BOS-Based Stop |
Below/above break of structure level
|
| 2 |
Swing-Based Stop |
Below recent swing low (LONG) or above swing high (SHORT)
|
| 3 |
Default Stop |
Fixed 40 points from entry
|
Minimum Stop Distance
[edit]This prevents:
- Getting stopped out by normal noise
- Excessive trading costs from tight stops
- Whipsaws in market manipulations, this varies depending on markets, nature of that trade
PART 9: TARGET CALCULATION
[edit]
Target = 50% of distance to MA21
For mean reversion trades, we target halfway back to moving average.
- Conservative target ensures higher hit rate
- Based on "divide the move in half" principle
- Captures partial reversion without being greedy
- Works well with trailing stop to capture more
Minimum Target Rule
[edit]Minimum Target = Risk × 1.5
Example:
Entry: 5700
Stop: 5660 (40 points risk)
50% to MA might give: 30 points
But minimum is: 40 × 1.5 = 60 points
Final Target: 5760 (60 points)
PART 10: DYNAMIC STOP MANAGEMENT
[edit]Two-Phase Protection
[edit]After entry, stops are managed dynamically in two phases:
| Phase |
Trigger |
Action
|
| Phase 1: Breakeven |
+25 points profit |
Move stop to entry + 2 points
|
| Phase 2: Trailing |
+20 points profit |
Trail stop using ATR × 2
|
Phase 1: Breakeven Stop
[edit]Configuration:
breakeven_activation = 25 points
breakeven_buffer = 2 points
Example (LONG from 5700):
Price reaches 5725 (+25 pts profit)
→ Stop moves from 5660 to 5702 (entry + 2)
→ Trade is now "risk-free"
Phase 2: Trailing Stop
[edit]Configuration:
trailing_stop_activation = 20 points
trailing_stop_method = ATR_MULTIPLE
atr_period = 14 bars
atr_multiplier = 2.0
minimum_trail_distance = 15 points
Example (LONG from 5700, ATR = 12):
Trailing Distance = 12 × 2 = 24 points
Price at 5740:
→ Trail stop = 5740 - 24 = 5716
Price at 5760:
→ Trail stop = 5760 - 24 = 5736 (moved UP)
Price drops to 5736:
→ STOPPED OUT at 5736 (profit locked)
| Phase |
Purpose
|
| Breakeven |
Eliminate risk quickly once trade moves in favor
|
| Trailing |
Let winners run while protecting accumulated profit
|
PART 11: SLIPPAGE & COSTS
[edit]
| Event |
Slippage |
Rationale
|
| Entry |
+1.0 point |
Normal market fill
|
| Stop Loss Exit |
+2.0 points |
Stops slip more in fast moves
|
| Target Exit |
+0.5 points |
Limit orders have minimal slippage
|
| Cost Type |
Value
|
| Commission |
Rs 20 per lot per side
|
| STT |
0.01% on sell side
|
| Exchange Fees |
~Rs 2 per lot
|
| Stamp Duty |
State-dependent
|
Why Model Slippage?
[edit]- Backtest results must reflect real trading
- Prevents over-optimistic performance estimates
- Stop loss slippage is higher because stops often trigger during fast moves
- Total costs ~Rs 136 per round-trip lot for Crudeoil 1 lot, Nifty 158
PART 12: EXIT RULES
[edit]
| Exit Type |
Condition
|
| Stop Loss |
Price hits stop (original or trailing)
|
| Target |
Price hits take profit level
|
| Timeout |
End of day (no overnight holds)
|
PART 13: PUTTING IT ALL TOGETHER
[edit]┌─────────────────────────────────────────────────────────────────┐
│ STEP 1: Load data for all 5 timeframes │
│ Daily, 4H, 1H, 15M, 5M OHLCV data │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 2: LAYER 1 - MTF Analysis (Foundation) │
│ Calculate MA21, MA200, trend direction for each timeframe │
│ Compute MTF alignment score │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 3: LAYER 2 - Market State Analysis │
│ Run 7 algorithms: Railroad, Creeper, Phase, BOS, etc. │
│ Calculate penalties and bonuses │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 4: LAYER 3 - Setup Quality Grading │
│ Score 5 factors, apply penalties/bonuses │
│ Assign grade: A+ / A / B / C / D / F │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 5: LAYER 4 - HARD FILTERS (The Gate) ◄── PASS/FAIL │
│ • Direction: MA21 slope matches trade direction? │
│ • Grade: Is grade A+, A, or B? │
│ • Hour: Is current hour allowed (not 9, 22, 23)? │
│ ANY FAIL → NO TRADE │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 6: LAYER 5 - Entry Technique │
│ Is price within ±25 points of MA21? │
│ Select entry technique (NEAR_MA, BOS_ENTRY, etc.) │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 7: Calculate Stop Loss │
│ BOS-based → Swing-based → Default (40 pts minimum) │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 8: Calculate Target │
│ 50% of distance to MA (minimum 1.5× risk) │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 9: Execute Trade │
│ Apply entry slippage (+1 pt), create trade record │
└─────────────────────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────────────────────┐
│ STEP 10: Manage Trade │
│ Monitor: Breakeven at +25 pts → Trail at +20 pts │
│ Exit: Stop hit | Target hit | Timeout │
└─────────────────────────────────────────────────────────────────┘
PART 14: HARD vs SOFT FILTERS
[edit]Understanding the Difference
[edit]
| Filter Type |
Behavior |
Examples
|
| HARD |
Blocks trade completely |
Direction filter, Hour filter, Grade C/D/F
|
| SOFT |
Affects quality score |
MTF alignment, Market state penalties
|
Complete Filter List
[edit]
| Filter |
Type |
Effect
|
| MA21 Direction |
HARD |
Wrong direction = NO TRADE
|
| Hour Filter |
HARD |
Hours 9, 22, 23 = NO TRADE
|
| Grade < B |
HARD |
C/D/F grades = NO TRADE
|
| MTF Alignment |
SOFT |
Low alignment = reduced score (30% weight)
|
| Creeper Move |
SOFT |
-50 points penalty
|
| No Two-Day Trend |
SOFT |
-30 points penalty
|
| Institutional Fight |
SOFT |
0.7× score multiplier
|
| Far from MA21 |
SOFT |
-40 points penalty
|
APPENDIX A: CONFIGURATION VALUES
[edit]
| Parameter |
Value |
Source File |
Description
|
| context_timeframe |
DAILY |
main.py:162 |
Highest timeframe for overall bias
|
| primary_timeframe |
1-HOUR |
main.py:163 |
Primary trend direction
|
| confirmation_timeframe |
15-MIN |
main.py:164 |
Entry timing confirmation
|
| entry_timeframe |
5-MIN |
main.py:165 |
Execution timeframe
|
| require_all_timeframes_aligned |
False |
main.py:166 |
Allow partial alignment
|
| min_alignment_score |
0.70 (70%) |
main.py:167 |
Minimum MTF alignment score
|
| wait_for_15min_alignment |
True |
main.py:168 |
Wait for 15M confirmation
|
| min_15min_confirmation_bars |
2 bars |
main.py:169 |
Bars needed for 15M confirmation
|
Entry Configuration
[edit]
| Parameter |
Value |
Source File
|
| entry_timeframe |
5-Minute |
main.py:165
|
| ma_buffer_points |
25 points |
signal_generation_trade_management.py:68
|
| blocked_hours |
[9, 22, 23] |
signal_generation_trade_management.py:137
|
| enable_hour_filter |
True |
signal_generation_trade_management.py:89
|
| enable_ma_direction_filter |
True |
signal_generation_trade_management.py:97
|
Stop/Target Configuration
[edit]
| Parameter |
Value |
Source File
|
| min_stop_distance |
40 points |
signal_generation_trade_management.py:59
|
| default_risk_reward |
1.5 |
signal_generation_trade_management.py:62
|
| bos_stop_buffer_points |
5 points |
signal_generation_trade_management.py:81
|
Dynamic Stop Configuration
[edit]
| Parameter |
Value |
Source File
|
| enable_trailing_stop |
True |
trade_execution_engine.py:58
|
| trailing_stop_method |
ATR_MULTIPLE |
trade_execution_engine.py:63
|
| atr_period |
14 bars |
trade_execution_engine.py:64
|
| atr_multiplier |
2.0 |
trade_execution_engine.py:65
|
| trailing_stop_activation |
20 points |
trade_execution_engine.py:60
|
| enable_breakeven_stop |
True |
trade_execution_engine.py:69
|
| breakeven_activation |
25 points |
trade_execution_engine.py:70
|
| breakeven_buffer |
2 points |
trade_execution_engine.py:71
|
| minimum_trail_distance |
15 points |
trade_execution_engine.py:370
|
Slippage Configuration
[edit]
| Parameter |
Value |
Source File
|
| base_slippage_points |
1.0 point |
trade_execution_engine.py:38
|
| volatility_slippage_factor |
0.5 |
trade_execution_engine.py:39
|
| market_impact_factor |
0.1 |
trade_execution_engine.py:40
|
| max_market_impact_slippage |
2.0 points |
trade_execution_engine.py:43
|
| stop_loss_slippage |
2.0 points |
trade_execution_engine.py:50
|
| take_profit_slippage |
0.5 points |
trade_execution_engine.py:51
|
Trade Execution Limits
[edit]
| Parameter |
Value |
Source File |
Description
|
| max_holding_period_minutes |
480 (8 hours) |
trade_execution_engine.py:46 |
Maximum time a trade can stay open
|
| min_holding_period_minutes |
5 minutes |
trade_execution_engine.py:47 |
Minimum holding before exit
|
| max_position_size |
200 lots |
trade_execution_engine.py:54 |
Maximum lots per single trade
|
| max_concurrent_trades |
3 |
trade_execution_engine.py:55 |
Maximum simultaneous open trades
|
| market_close_buffer_minutes |
15 minutes |
trade_execution_engine.py:75 |
Close trades before market close
|
| avoid_news_minutes |
30 minutes |
trade_execution_engine.py:74 |
Buffer around news events
|
| Parameter |
Value |
Source File |
Description
|
| commission_per_lot |
Rs 20/lot/leg |
signal_generation_trade_management.py:49 |
Dhan broker commission
|
| transaction_tax_rate |
0.005% per leg |
signal_generation_trade_management.py:55 |
CTT (0.01% round-trip)
|
| lot_size_multiplier |
100 barrels |
signal_generation_trade_management.py:56 |
MCX Crude lot size
|
| initial_capital |
Rs 1,00,000 |
main.py:1131 |
Starting capital for backtest
|
Grading Configuration
[edit]
| Parameter |
Value |
Source File
|
| timeframe_alignment_weight |
30% |
setup_quality_detection.py:44
|
| trend_strength_weight |
20% |
setup_quality_detection.py:45
|
| key_level_proximity_weight |
20% |
setup_quality_detection.py:47
|
| entry_technique_weight |
15% |
setup_quality_detection.py:46
|
| risk_reward_weight |
15% |
setup_quality_detection.py:48
|
| a_plus_min_score |
90 |
setup_quality_detection.py:51
|
| a_min_score |
80 |
setup_quality_detection.py:52
|
| b_min_score |
70 |
setup_quality_detection.py:53
|
Probability Zone Configuration
[edit]
| Parameter |
Value |
Source File
|
| enable_probability_zone_filter |
True |
signal_generation_trade_management.py:104
|
| probability_zone_swing_lookback |
20 bars |
signal_generation_trade_management.py:105
|
| probability_zone_min_range |
20 points |
signal_generation_trade_management.py:106
|
| top_third_threshold |
66.7% |
probability_zone_analysis.py:125
|
| top_third_probability |
80% |
probability_zone_analysis.py:131
|
| bottom_third_probability |
15% |
probability_zone_analysis.py:134
|
| crash_bar_multiplier |
2.0 |
probability_zone_analysis.py:145
|
| 3_finger_min_spread_pct |
2% |
probability_zone_analysis.py:141
|
