Reverse Pulse System

10시간 전

# Reverse Pulse Trading System – Strategy Description for TradingView

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## Overview

**Reverse Pulse** is a deterministic sweep-and-reverse trading system for TradingView. It identifies liquidity sweeps at fractal-defined Point-of-Interest (POI) levels and enters counter-trend when the price fails to follow through—using an "Attempted Candle" or "Trigger Break" confirmation.

- **Type:** Mean-reversion / Sweep-reversal
- **Timeframe:** M5 (recommended)
- **Instruments:** XAUUSD, EURUSD, and similar liquid pairs
- **Session:** 09:00–20:00 (Europe/Berlin, DST-safe; default for Gold US session)
- **Non-repainting:** Closed-bar logic, no lookahead bias

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## Concept

1. **Trend Bias (H1):** Supertrend on H1 with body-break confirmation—long setups only when bias is long, short setups only when bias is short.
2. **POI Level:** Fractal highs (short bias) or fractal lows (long bias) define the key levels to watch.
3. **Sweep:** Price breaks the POI level (wick) but reverses back.
4. **Entry:** "Attempted Candle"—the candle that prints the new extreme and confirms reversal (either directly bullish/bearish or via a trigger break).

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## Components

### Trend Bias (Supertrend H1)

- Supertrend on H1 with adjustable Factor and ATR Length.
- **Body-break:** Direction change only when the candle body breaks the Supertrend line (not just the wick).
- Reduces false signals from volatile wicks.

### POI (Point of Interest)

- **MTF Fractals [RunRox]** – CC BY-NC-SA 4.0
- Long bias: Fractal low as POI (lowest fractal low in lookback).
- Short bias: Fractal high as POI (highest fractal high in lookback).
- Fractal size: 3, 5, 7, or 9 bars.
- Optional: Higher timeframe for fractals (MTF).

### Sweep Detection

- **Long:** Price makes a new low below the POI level.
- **Short:** Price makes a new high above the POI level.
- While sweep is active, the extreme low/high is tracked.

### Entry Logic (Two Paths)

**1. Attempted Candle (direct)** – Sweep + failure on the same candle:
- **Long:** `low < poiLevel` (sweep), `close > open` (bullish), `low < low[1]` (new low).
- **Short:** `high > poiLevel` (sweep), `close < open` (bearish), `high > high[1]` (new high).
- SL: Low/High of this attempted candle. Entry: Close.

**2. Trigger + Break** – Candle prints the extreme but has the wrong color → wait for break:
- **Long:** Trigger candle = bearish, prints low. Trigger level = its high. Entry when a bullish candle closes above the trigger level.
- **Short:** Trigger candle = bullish, prints high. Trigger level = its low. Entry when a bearish candle closes below the trigger level.
- SL: Option A = Low/High of the break candle. Option B = Low/High of the trigger candle.

### Williams %R Filter (Optional)

- **Long:** Trade only if Williams %R (0–100) reached at least 95 (overbought) within the last X bars.
- **Short:** Trade only if Williams %R (0–100) reached at most 5 (oversold) within the last X bars.
- Default lookback: 20 bars. Default length: 14.
- When disabled, the filter is not applied.

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## Exits

- **TP:** Minimum R:R (e.g. 2R)—Take-Profit = Entry ± (Risk × Min R:R).
- **SL:** Stop-Loss based on entry logic (Low/High of the relevant candle).

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## Risk Management

- **Position sizing:** `qty = RiskAmount / (SL distance × USD per point)`.
- **XAUUSD:** USD per point = 1 (1 USD P&L per 1 USD price move per oz).
- **Daily stop:** After N stop-loss losses (default: 4), no further trades until session reset (09:00).
- **Max Qty:** Upper limit for position size (e.g. 500 oz for Gold).

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## Session & Time

- **DST-safe:** Timestamps use IANA timezone (e.g. `Europe/Berlin`).
- **Default:** 09:00–20:00 Europe/Berlin (for Gold US session).
- **Session OFF:** Debug option to disable session filter (24/7 testing).

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## Settings Overview

| Group | Parameter | Default |
|-------|-----------|---------|
| Session | Start/End Hour, Min, Timezone | 09:00–20:00, Europe/Berlin |
| Supertrend | Factor, ATR Length | 3.0, 10 |
| Fractals | Bars in Fractal, Timeframe | 5, Chart TF |
| Entry | Trigger-Break SL (A/B) | A |
| Filter Williams %R | Use Filter, Lookback, Length | Off, 20, 14 |
| Filter Williams %R | Min for Long, Max for Short | 95, 5 |
| Risk | Risk %, USD per Point, Max Qty | 1%, 1, 500 |
| Risk | Min R:R, Max SL per Day | 2, 4 |
| Debug | Show Debug, Level Lines, Legend | true, true, true |

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## Recommended Instruments

- **XAUUSD** (Gold)
- **EURUSD**
- Other liquid forex and metal pairs with suitable tick size

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## Technical Notes

- **process_orders_on_close:** Orders are executed at bar close.
- **pyramiding:** 0 (no pyramiding).
- **Float comparison:** `approxEq()` with `syminfo.mintick` for stable behavior.

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## License Notice

- Fractals: MTF Fractals [RunRox] – CC BY-NC-SA 4.0
creativecommons.org/licenses/by-nc-sa/4.0/

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## Disclaimer

This system is for educational and research purposes only. There is no guarantee of profits. Trading involves substantial risk. Only trade with capital you can afford to lose.

10시간 전

릴리즈 노트

Change of default values.