Gabriel's Price Action Strategy

4월 13일

🧠 Gabriel's Price Action Strategy — Smart Signal Sequence with Dynamic Risk Control
Created by: OneWallStreetQuant
Strategy Type: Momentum-based Sequence Logic + Smart Volume & RSI Filters
Ideal For: Intraday scalping, swing trading, and momentum trend entries on stocks, forex, crypto, indices.

🚀 Overview
Gabriel's Price Action Strategy is a multi-layered, logic-driven trading system that combines:

✅ Candle Sequence Detection: Detects persistent bullish/bearish momentum using a smart configurable sequence of green/red candles.

✅ Structure Break Filtering: Prevents entries if recent price invalidates the momentum setup (e.g., a red candle breaks a bullish low).

✅ Custom Volume Engine: Integrates a hybrid tick-volume model using Negative/Positive Volume Index (NVI-PVI) to identify smart money flows.

✅ Advanced RSI Logic: Uses Jurik RSX for accurate oversold/overbought filtering.

✅ Optional MTF Trend Filter: Validates trend direction using a slope-based Jurik MA on higher timeframes.

✅ MPT-Based DMI Filter: Adds pyramid entries only during strong trend phases, based on Gain/Pain ratios and Ulcer-index smoothed ADX.

✅ Risk Management: ATR-based SL/TP and fully customizable trailing logic for both profit and stop-loss.

📈 Entry Logic
Trades are triggered only when:

A minimum number of recent candles are bullish/bearish (Min Green/Red Candles)

Structure has not been broken by opposite price action (optional)

Relative volume exceeds average (optional)

RSI is below overbought or above oversold (optional)

MTF slope is aligned with trend direction (optional)

💡 Key Features
Custom Candle Logic: Detects momentum shifts using a tunable lookback window (up to 50 bars).

Smart Volume Filtering: Volume is intelligently estimated using tick-based ranges and NVI-PVI deltas.

Risk Management Built-in: Set your ATR length, SL/TP multipliers, and dynamic trailing offsets with full control.

Scorecard System: A built-in scoring engine evaluates Win Rate, Drawdown, Sharpe Ratio, Recovery Factor, and Profit Factor — visualized on chart as a label.

Backtest-Friendly: Includes date range toggles, bar-magnifier support, and optimized execution on every tick.

📊 Strategy Scorecard (Label)
Automatically calculates:

✅ Total Trades

✅ Win Rate (%)

✅ Net Profit

✅ Profit Factor

✅ Expected Payoff

✅ Max & Avg Drawdown

✅ Recovery Factor

✅ Sharpe Ratio

✅ VaR (95%)
Plus, assigns a normalized score from 0 to 100 for evaluating overall robustness.

⚙️ Customization
Every module — from entry filters to pyramiding and trailing logic — is fully configurable:

Volume Filters ✅

RSI Filters ✅

Structure Break Checks ✅

HTF Jurik MA & Slope Threshold ✅

Multi-Timeframe Mode ✅

Backtest Score Visualization ✅

⚠️ Notes
Enable bar magnifier and calc on every tick for best accuracy.

On early bars, signal logic may delay until enough candles are available.

Best paired with assets showing directional volatility (SPY, BTC, ETH, Gold, etc.).

Ideally paired on trending timeframes such as M1, M5, M15, M30, 1HR, 4 Hourly, Daily, Weekly, Monthly, etc.

4월 14일

릴리즈 노트

I added a Cyclic Filter, so you can trade with the season.

4월 14일

릴리즈 노트

I improved it; find the optimal strategy or activate the trailing, and it will do wonders.