HMK-2 | PCA-1 + Rejim + Chebyshev + VWAP (Input'lu, v6)

📌 HMK-2 | PCA-1 + Regime + Chebyshev + VWAP Strategy
1️⃣ Core Structure

Instead of relying on a single indicator, this system uses the Z-Score normalized average of three oscillators (RSI, MFI, ROC).

Signal (PCA-1):

RSI(14), MFI(14), ROC(5) → each is converted into a z-score.

Their average becomes the “composite signal,” our PCA-1 value.

Trend direction: If the Z-score EMA is rising → trend UP. If falling → trend DOWN.

2️⃣ Side Filters

Regime Filter (ADX + EMA)

ADX is calculated manually.

If ADX > 20 → trend exists → a 50-period EMA of this value smooths it.

This turns “trend regime” into a probability between 0–1.

Chebyshev Filter

A return series is checked against mean ± k*sigma bands.

If the return is within this band → valid signal. Extreme moves are filtered out.

VWAP Filter

Long trades: price must be above VWAP.

Short trades: price must be below VWAP.

Trades are only taken on the correct side of institutional cost averages.

3️⃣ Entry Conditions

Long:

PCA-1 signal crosses above threshold.

Trend Up + Regime OK + Chebyshev OK + Above VWAP.

Short:

PCA-1 signal crosses below threshold.

Trend Down + Regime OK + Chebyshev OK + Below VWAP.

4️⃣ Exit Mechanism

Main Exit: ATR-based stop/target.

Stop = entry price – ATR × (SL factor).

Take profit = entry price + ATR × (TP factor).

Additional Exit:

If price crosses to the opposite side of VWAP.

If PCA-1 signal crosses zero.
👉 Prevents trades from being locked, makes exits adaptive.

5️⃣ Labels / Visualization

AL / SHORT → entry points.

SAT / COVER → exit points.

VWAP line plotted in blue.

🧩 Strategy Features

Optimizable parameters:

Z-window (zWin)

Threshold

Chebyshev factor

ATR stop/target multipliers

This system works with:

Disciplined core (PCA-1 signal)

Triple protection (Regime + Chebyshev + VWAP)

Adaptive exits (ATR + VWAP/signal cross)

👉 Not a “single-indicator robot,” but a multi-filtered trade direction engine.

💡 Final Note

This is a base model of the system — open for further development.
I’ve shared the logic to give you a roadmap.
If you spot errors, fix them → that’s how you’ll improve it.

Don’t waste time asking me questions — refine and build it better yourselves.
Wishing you profitable trades. Stay well 🙏