VENZITECH ALGO 1.0(Night Vision Edition)

3일 전

VENZITECH ALGO 1.0(Night Vision Edition)
I. Strategy Purpose and Design
The VENZITECH ALGO 1.0(Night Vision Edition) is a fully automated, volatility-adapted, mean-reversion and momentum-based strategy designed for high-frequency trading (scalping and day trading). It is specifically configured for Intraday futures markets (as demonstrated by the COMEX Gold Futures backtest), but is highly customizable.

The strategy's primary function is to identify high-probability entries within a well-defined institutional trading window (12:00 UTC to 20:00 UTC). It uses a layered filtering system to confirm momentum, volume conviction, and alignment with the broader trend, allowing it to capitalize on short-term price movements while minimizing exposure to consolidation periods.

II. Core Concepts and Entry Logic
The strategy utilizes a multi-layered approach to signal generation:

Adaptive Crossover Signal: The primary entry trigger is based on the crossover of two Kaufman Adaptive Moving Averages (KAMA) with customizable speeds. KAMA is used because its smoothing constant adapts dynamically to market noise, ensuring the crossover signal is highly responsive during trending phases and slows down during consolidation. This provides the fast, adaptive signal required for scalping.

Global Directional Confirmation (GDC): The KAMA signal is strictly filtered by two slower Exponential Moving Averages (EMAs), typically set at 50 and 200 periods, to confirm the long-term trend (similar to a Golden/Death Cross concept). A key element is a price retest filter that specifically looks for candle low/highs to tag the area around the shorter-term GDC EMA (e.g., EMA 50) before entry, indicating strong trend support or resistance.

Momentum and Volume Filters: To ensure conviction behind the signal, the strategy integrates several classical momentum and volume concepts:

An Average Directional Index (ADX) threshold filter to confirm adequate trend strength.

A Relative Strength Index (RSI) filter to confirm underlying price momentum.

A Chaikin Money Flow (CMF) and a Volume Moving Average filter to ensure capital is flowing into the instrument at the time of entry.

III. Dynamic Risk and Exit Management
Risk management is the central pillar of this strategy and is handled dynamically to ensure sustainability.

Volatility-Based Sizing & Stop Loss: The initial Stop Loss (SL) is dynamically calculated using the Average True Range (ATR) multiplied by a user-defined factor. The position size (contract quantity) is then automatically calculated based on the user's defined "Max Risk per Trade (USD)" input, ensuring that the dollar risk per trade remains constant regardless of the instrument's volatility.

Daily Risk Limits: The strategy enforces strict, non-negotiable daily risk limits, including a Max Daily Loss threshold and a Minimum Daily Profit Floor (e.g., $500 max loss, $110 profit floor). If the profit floor is reached, the strategy enters a capital preservation mode, closing any open trades if the P&L drops back below the floor.

Multi-Stage Exit System: The exit is handled through a tiered structure:

A percentage of the position exits at a fixed Take Profit (TP) target.

The remaining position is managed by a Breakeven logic that moves the stop to entry plus one tick after a small profit threshold is hit.

A highly adaptive, multi-stage Trailing Stop is employed on the remaining position. This trail adjusts its sensitivity and offset based on how far the trade has moved into profit, effectively securing more gains as the trade extends.

IV. Compliance and Backtesting Practices
All published results adhere to TradingView's House Rules for Strategy results:

Realistic Account Size: The strategy uses an initial capital that is realistic for average futures traders.

Trade Risk: The Max Risk per Trade (USD) input is set to a low, sustainable dollar amount (default $10.00), resulting in a risk per trade that is well below the typically viable 5-10% equity threshold.

Sample Size: The backtest period has been selected to generate a highly sufficient sample size, exceeding 100 trades to ensure statistical reliability of the results.

Default Properties: The strategy's default input parameters are used for the backtest and are explained herein. The "Night Vision Edition" plotting colors are purely cosmetic and have no bearing on the trading logic.

Caution Warning: No caution warning is issued, and the script runs with realistic slippage and commission settings.

17시간 전

릴리즈 노트

VENZITECH ALGO 1.0(Night Vision Edition)
I. Strategy Purpose and Design
The VENZITECH ALGO 1.0(Night Vision Edition) is a fully automated, volatility-adapted, mean-reversion and momentum-based strategy designed for high-frequency trading (scalping and day trading). It is specifically configured for Intraday futures markets (as demonstrated by the COMEX Gold Futures backtest), but is highly customizable.

The strategy's primary function is to identify high-probability entries within a well-defined institutional trading window (12:00 UTC to 20:00 UTC). It uses a layered filtering system to confirm momentum, volume conviction, and alignment with the broader trend, allowing it to capitalize on short-term price movements while minimizing exposure to consolidation periods.

II. Core Concepts and Entry Logic
The strategy utilizes a multi-layered approach to signal generation:

Adaptive Crossover Signal: The primary entry trigger is based on the crossover of two Kaufman Adaptive Moving Averages (KAMA) with customizable speeds. KAMA is used because its smoothing constant adapts dynamically to market noise, ensuring the crossover signal is highly responsive during trending phases and slows down during consolidation. This provides the fast, adaptive signal required for scalping.

Global Directional Confirmation (GDC): The KAMA signal is strictly filtered by two slower Exponential Moving Averages (EMAs), typically set at 50 and 200 periods, to confirm the long-term trend (similar to a Golden/Death Cross concept). A key element is a price retest filter that specifically looks for candle low/highs to tag the area around the shorter-term GDC EMA (e.g., EMA 50) before entry, indicating strong trend support or resistance.

Momentum and Volume Filters: To ensure conviction behind the signal, the strategy integrates several classical momentum and volume concepts:

An Average Directional Index (ADX) threshold filter to confirm adequate trend strength.

A Relative Strength Index (RSI) filter to confirm underlying price momentum.

A Chaikin Money Flow (CMF) and a Volume Moving Average filter to ensure capital is flowing into the instrument at the time of entry.

III. Dynamic Risk and Exit Management
Risk management is the central pillar of this strategy and is handled dynamically to ensure sustainability.

Volatility-Based Sizing & Stop Loss: The initial Stop Loss (SL) is dynamically calculated using the Average True Range (ATR) multiplied by a user-defined factor. The position size (contract quantity) is then automatically calculated based on the user's defined "Max Risk per Trade (USD)" input, ensuring that the dollar risk per trade remains constant regardless of the instrument's volatility.

Daily Risk Limits: The strategy enforces strict, non-negotiable daily risk limits, including a Max Daily Loss threshold and a Minimum Daily Profit Floor (e.g., $500 max loss, $110 profit floor). If the profit floor is reached, the strategy enters a capital preservation mode, closing any open trades if the P&L drops back below the floor.

Multi-Stage Exit System: The exit is handled through a tiered structure:

A percentage of the position exits at a fixed Take Profit (TP) target.

The remaining position is managed by a Breakeven logic that moves the stop to entry plus one tick after a small profit threshold is hit.

A highly adaptive, multi-stage Trailing Stop is employed on the remaining position. This trail adjusts its sensitivity and offset based on how far the trade has moved into profit, effectively securing more gains as the trade extends.

IV. Compliance and Backtesting Practices
All published results adhere to TradingView's House Rules for Strategy results:

Realistic Account Size: The strategy uses an initial capital that is realistic for average futures traders.

Trade Risk: The Max Risk per Trade (USD) input is set to a low, sustainable dollar amount (default $10.00), resulting in a risk per trade that is well below the typically viable 5-10% equity threshold.

Sample Size: The backtest period has been selected to generate a highly sufficient sample size, exceeding 100 trades to ensure statistical reliability of the results.

Default Properties: The strategy's default input parameters are used for the backtest and are explained herein. The "Night Vision Edition" plotting colors are purely cosmetic and have no bearing on the trading logic.

Caution Warning: No caution warning is issued, and the script runs with realistic slippage and commission settings.

16시간 전

릴리즈 노트

VENZITECH ALGO 1.0(Night Vision Edition)
I. Strategy Purpose and Design
The VENZITECH ALGO 1.0(Night Vision Edition) is a fully automated, volatility-adapted, mean-reversion and momentum-based strategy designed for high-frequency trading (scalping and day trading). It is specifically configured for Intraday futures markets (as demonstrated by the COMEX Gold Futures backtest), but is highly customizable.

The strategy's primary function is to identify high-probability entries within a well-defined institutional trading window (12:00 UTC to 20:00 UTC). It uses a layered filtering system to confirm momentum, volume conviction, and alignment with the broader trend, allowing it to capitalize on short-term price movements while minimizing exposure to consolidation periods.

II. Core Concepts and Entry Logic
The strategy utilizes a multi-layered approach to signal generation:

Adaptive Crossover Signal: The primary entry trigger is based on the crossover of two Kaufman Adaptive Moving Averages (KAMA) with customizable speeds. KAMA is used because its smoothing constant adapts dynamically to market noise, ensuring the crossover signal is highly responsive during trending phases and slows down during consolidation. This provides the fast, adaptive signal required for scalping.

Global Directional Confirmation (GDC): The KAMA signal is strictly filtered by two slower Exponential Moving Averages (EMAs), typically set at 50 and 200 periods, to confirm the long-term trend (similar to a Golden/Death Cross concept). A key element is a price retest filter that specifically looks for candle low/highs to tag the area around the shorter-term GDC EMA (e.g., EMA 50) before entry, indicating strong trend support or resistance.

Momentum and Volume Filters: To ensure conviction behind the signal, the strategy integrates several classical momentum and volume concepts:

An Average Directional Index (ADX) threshold filter to confirm adequate trend strength.

A Relative Strength Index (RSI) filter to confirm underlying price momentum.

A Chaikin Money Flow (CMF) and a Volume Moving Average filter to ensure capital is flowing into the instrument at the time of entry.

III. Dynamic Risk and Exit Management
Risk management is the central pillar of this strategy and is handled dynamically to ensure sustainability.

Volatility-Based Sizing & Stop Loss: The initial Stop Loss (SL) is dynamically calculated using the Average True Range (ATR) multiplied by a user-defined factor. The position size (contract quantity) is then automatically calculated based on the user's defined "Max Risk per Trade (USD)" input, ensuring that the dollar risk per trade remains constant regardless of the instrument's volatility.

Daily Risk Limits: The strategy enforces strict, non-negotiable daily risk limits, including a Max Daily Loss threshold and a Minimum Daily Profit Floor (e.g., $500 max loss, $110 profit floor). If the profit floor is reached, the strategy enters a capital preservation mode, closing any open trades if the P&L drops back below the floor.

Multi-Stage Exit System: The exit is handled through a tiered structure:

A percentage of the position exits at a fixed Take Profit (TP) target.

The remaining position is managed by a Breakeven logic that moves the stop to entry plus one tick after a small profit threshold is hit.

A highly adaptive, multi-stage Trailing Stop is employed on the remaining position. This trail adjusts its sensitivity and offset based on how far the trade has moved into profit, effectively securing more gains as the trade extends.

IV. Compliance and Backtesting Practices
All published results adhere to TradingView's House Rules for Strategy results:

Realistic Account Size: The strategy uses an initial capital that is realistic for average futures traders.

Trade Risk: The Max Risk per Trade (USD) input is set to a low, sustainable dollar amount (default $10.00), resulting in a risk per trade that is well below the typically viable 5-10% equity threshold.

Sample Size: The backtest period has been selected to generate a highly sufficient sample size, exceeding 100 trades to ensure statistical reliability of the results.

Default Properties: The strategy's default input parameters are used for the backtest and are explained herein. The "Night Vision Edition" plotting colors are purely cosmetic and have no bearing on the trading logic.

Caution Warning: No caution warning is issued, and the script runs with realistic slippage and commission settings.

14시간 전

릴리즈 노트

VENZITECH ALGO 1.0(Night Vision Edition)
I. Strategy Purpose and Design
The VENZITECH ALGO 1.0(Night Vision Edition) is a fully automated, volatility-adapted, mean-reversion and momentum-based strategy designed for high-frequency trading (scalping and day trading). It is specifically configured for Intraday futures markets (as demonstrated by the COMEX Gold Futures backtest), but is highly customizable.

The strategy's primary function is to identify high-probability entries within a well-defined institutional trading window (12:00 UTC to 20:00 UTC). It uses a layered filtering system to confirm momentum, volume conviction, and alignment with the broader trend, allowing it to capitalize on short-term price movements while minimizing exposure to consolidation periods.

II. Core Concepts and Entry Logic
The strategy utilizes a multi-layered approach to signal generation:

Adaptive Crossover Signal: The primary entry trigger is based on the crossover of two Kaufman Adaptive Moving Averages (KAMA) with customizable speeds. KAMA is used because its smoothing constant adapts dynamically to market noise, ensuring the crossover signal is highly responsive during trending phases and slows down during consolidation. This provides the fast, adaptive signal required for scalping.

Global Directional Confirmation (GDC): The KAMA signal is strictly filtered by two slower Exponential Moving Averages (EMAs), typically set at 50 and 200 periods, to confirm the long-term trend (similar to a Golden/Death Cross concept). A key element is a price retest filter that specifically looks for candle low/highs to tag the area around the shorter-term GDC EMA (e.g., EMA 50) before entry, indicating strong trend support or resistance.

Momentum and Volume Filters: To ensure conviction behind the signal, the strategy integrates several classical momentum and volume concepts:

An Average Directional Index (ADX) threshold filter to confirm adequate trend strength.

A Relative Strength Index (RSI) filter to confirm underlying price momentum.

A Chaikin Money Flow (CMF) and a Volume Moving Average filter to ensure capital is flowing into the instrument at the time of entry.

III. Dynamic Risk and Exit Management
Risk management is the central pillar of this strategy and is handled dynamically to ensure sustainability.

Volatility-Based Sizing & Stop Loss: The initial Stop Loss (SL) is dynamically calculated using the Average True Range (ATR) multiplied by a user-defined factor. The position size (contract quantity) is then automatically calculated based on the user's defined "Max Risk per Trade (USD)" input, ensuring that the dollar risk per trade remains constant regardless of the instrument's volatility.

Daily Risk Limits: The strategy enforces strict, non-negotiable daily risk limits, including a Max Daily Loss threshold and a Minimum Daily Profit Floor (e.g., $500 max loss, $110 profit floor). If the profit floor is reached, the strategy enters a capital preservation mode, closing any open trades if the P&L drops back below the floor.

Multi-Stage Exit System: The exit is handled through a tiered structure:

A percentage of the position exits at a fixed Take Profit (TP) target.

The remaining position is managed by a Breakeven logic that moves the stop to entry plus one tick after a small profit threshold is hit.

A highly adaptive, multi-stage Trailing Stop is employed on the remaining position. This trail adjusts its sensitivity and offset based on how far the trade has moved into profit, effectively securing more gains as the trade extends.

IV. Compliance and Backtesting Practices
All published results adhere to TradingView's House Rules for Strategy results:

Realistic Account Size: The strategy uses an initial capital that is realistic for average futures traders.

Trade Risk: The Max Risk per Trade (USD) input is set to a low, sustainable dollar amount (default $10.00), resulting in a risk per trade that is well below the typically viable 5-10% equity threshold.

Sample Size: The backtest period has been selected to generate a highly sufficient sample size, exceeding 100 trades to ensure statistical reliability of the results.

Default Properties: The strategy's default input parameters are used for the backtest and are explained herein. The "Night Vision Edition" plotting colors are purely cosmetic and have no bearing on the trading logic.

Caution Warning: No caution warning is issued, and the script runs with realistic slippage and commission settings.