PROTECTED SOURCE SCRIPT
ACADEMIC TSMOM 5TF
Description:
This script is a robust implementation of the Time Series Momentum (TSMOM) strategy, designed to capture high-probability trends by analyzing 5 different timeframes (MTF) simultaneously while applying a sophisticated Volatility Targeting mechanism to manage position sizing.
How it Works:
The strategy evaluates price direction across five user-defined timeframes (from scalping levels to daily trends). Each timeframe contributes a weighted value to a master "Momentum Score":
Multi-Timeframe Consensus: Entries are only triggered when the aggregate trend strength (Score) exceeds a specific confidence threshold.
No-Trade Zone Filter: This feature prevents overtrading in choppy, sideways markets by requiring a minimum momentum conviction before switching direction.
Advanced Risk Management (Vol Targeting):
Unlike static strategies, this script utilizes Dynamic Volatility Targeting. It automatically scales the position size (qty) based on the asset's current volatility (Standard Deviation):
High Volatility: The script scales down position size to protect equity from large swings.
Low Volatility: The script increases size to maximize capital efficiency when the trend is stable.
Max Leverage Cap: Includes a safety limit to ensure the strategy stays within realistic simulation bounds.
Key Features:
Real-Time Debug Table: A visual HUD on your chart displaying the status of all 5 TFs, current momentum score, sigma (volatility), and calculated position units.
Independent Alert System: Built with specific alertcondition triggers for LONG ONLY and SHORT ONLY signals, making it easy to connect to Webhooks (3Commas, Cornix, etc.) or mobile notifications.
Highly Adaptive: Fully customizable lookback periods, timeframe weights, and risk percentages.
How to Use:
Configure Timeframes: Set your 5 preferred TFs and their respective lookback periods in the inputs.
Define Risk: Adjust the Target Vol and Max Risk % to match your personal trading plan.
Filter Noise: Use the Score Threshold to fine-tune how much momentum is required to trigger a trade.
This script is a robust implementation of the Time Series Momentum (TSMOM) strategy, designed to capture high-probability trends by analyzing 5 different timeframes (MTF) simultaneously while applying a sophisticated Volatility Targeting mechanism to manage position sizing.
How it Works:
The strategy evaluates price direction across five user-defined timeframes (from scalping levels to daily trends). Each timeframe contributes a weighted value to a master "Momentum Score":
Multi-Timeframe Consensus: Entries are only triggered when the aggregate trend strength (Score) exceeds a specific confidence threshold.
No-Trade Zone Filter: This feature prevents overtrading in choppy, sideways markets by requiring a minimum momentum conviction before switching direction.
Advanced Risk Management (Vol Targeting):
Unlike static strategies, this script utilizes Dynamic Volatility Targeting. It automatically scales the position size (qty) based on the asset's current volatility (Standard Deviation):
High Volatility: The script scales down position size to protect equity from large swings.
Low Volatility: The script increases size to maximize capital efficiency when the trend is stable.
Max Leverage Cap: Includes a safety limit to ensure the strategy stays within realistic simulation bounds.
Key Features:
Real-Time Debug Table: A visual HUD on your chart displaying the status of all 5 TFs, current momentum score, sigma (volatility), and calculated position units.
Independent Alert System: Built with specific alertcondition triggers for LONG ONLY and SHORT ONLY signals, making it easy to connect to Webhooks (3Commas, Cornix, etc.) or mobile notifications.
Highly Adaptive: Fully customizable lookback periods, timeframe weights, and risk percentages.
How to Use:
Configure Timeframes: Set your 5 preferred TFs and their respective lookback periods in the inputs.
Define Risk: Adjust the Target Vol and Max Risk % to match your personal trading plan.
Filter Noise: Use the Score Threshold to fine-tune how much momentum is required to trigger a trade.
보호된 스크립트입니다
이 스크립트는 비공개 소스로 게시됩니다. 하지만 이를 자유롭게 제한 없이 사용할 수 있습니다 – 자세한 내용은 여기에서 확인하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
보호된 스크립트입니다
이 스크립트는 비공개 소스로 게시됩니다. 하지만 이를 자유롭게 제한 없이 사용할 수 있습니다 – 자세한 내용은 여기에서 확인하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.