MTF Structure & Alpha Overlay Strategy

3일 전

MTF Structure & Alpha Overlay Strategy
A comprehensive trend-following system that combines Multi-Timeframe (MTF) market structure, Fair Value Gap (FVG) confirmations, and Index-relative strength filters. It utilizes a hierarchical "Macro-to-Micro" validation process to ensure entries align with institutional flow and broad market momentum.

This script is a robust execution engine designed to filter out "noise" by requiring alignment across four distinct layers of analysis:

Rule-Based MTF Structure: Validates price action across Macro (Floor), Momentum, and Breakout timeframes.

Institutional Filters: Includes an Index Filter (e.g., PSX/TASI/QQQ/SPY) and Relative Strength comparison to ensure the asset is outperforming the broader market.

New Signal Indication: If youre already in a trade upon a new signal it will show a dot below the candle.

Trend & Volume Confirmation: Uses a 3-EMA ribbon filter and optional volume breakout logic to confirm high-conviction moves.

FVG Execution: Entries are triggered only when price interacts with and clears recent Fair Value Gaps on the breakout timeframe.

Dynamic Risk Management: Features an automated "Safety Net" exit based on HTF trend breaks, alongside customizable Fixed RR or Manual TP levels.

3일 전

릴리즈 노트

Updated the trade exit logic