Multifactor trend analysis

5 Jan

1) Overview
◆ A 30-minute technical-analysis framework combining:
◆ Higher-timeframe trend structure
◆ SMA-spread chop-risk filter
◆ Linear-regression slope classification
◆ 30-min breakout-style triggers
◆ Multi-indicator consensus layer
(MACD, RSI, Stoch, Ichimoku, CCI, PSAR, Williams %R, Heikin-Ashi, Force Index)
◆ Adaptive sizing & loss-pause module
◆ Two separate downward-signal branches with different logic and time-weighting

2) Core Components
Higher-Timeframe Structure
◆Up-bias: close > long-MA AND short-MA > long-MA
◆Down-bias: close < short-MA AND short-MA < long-MA
Chop-Risk Filter
◆Require MA-spread > threshold to avoid sideways noise.
Trend Slope
◆Linear-regression slope divided into strength categories.
Trigger (30-min)
◆Upward: high breaks above prior short-MA
◆Downward: low breaks below prior long-MA
◆Both include bar-state confirmation.
Consensus Score
◆Multiple indicators → +1 / -1 / 0 → combined score guiding downward logic.
Weekly Adjustments
◆Certain thresholds adapt at weekly cycle boundaries.

3) Conditions & Sizing
Upward Activation
Needs:
◆ HTF up-bias
◆Chop-filter pass
◆Upward breakout relative to prior MA
Adaptive Sizing
Based on:
◆Recent negative streaks
◆Slope category
◆User-defined limits
Downward Logic
Branch A
◆HTF down-bias
◆Down-MA breakout
◆Slope-acceleration requirement
◆Size increases with setup strength
Branch B
◆Close below SMA-deviation threshold
◆Down-bias consensus score > limit
◆Regression slope below requirement
◆Weekly thresholds
◆Time-window weighting
Interval Control
◆Must exceed minimum bar spacing.
Loss-Pause
◆After too many negative sequences → temporary cooldown.

4) Originality
◆ Dual-layer filtering: structure + chop
◆ Slope ranges instead of simple slope up/down
◆ Multi-indicator consensus
◆ Adaptive sizing + pause logic
◆ Designed for stable behavior in historical directional phases

5) Usage
◆ Default: 30-minute timeframe
◆ Not tied to any market/product
◆ Chop-filter reduces action in sideways periods
◆ Exits/trails adjustable
◆ Suitable only for study and research, not performance expectations

6) Disclaimer
- Educational only — no trading advice
◆ No recommendations, no predictions
◆ Past data ≠ future results
◆ Not responsible for outcomes
◆ No order execution
◆ Markets can be high-risk
◆ Invite-Only access; no source code; no refunds
◆ User assumes all risks

✅ 教育用途／策略研究
✅ 不提供投資建議／不代操
✅ 不保證績效／過去不代表未來
✅ Invite‑Only 授權 10,000 TWD per month ／不提供原始碼
✅ 數位授權啟用後不退款
✅ 使用者自行承擔交易風險

Release Notes
v1.0: Initial release
v1.1: Added cooling / drawdown-limit mechanism
v1.2: Optimize the Bull algorithm

5 Jan

Nota Keluaran

- Optimize the Bull algorithm

5 Jan

Nota Keluaran

- Optimize the Bull algorithm

6 Jan

Nota Keluaran

- Add E-Mail

21 Jan

Nota Keluaran

- Update transaction history

21 Jan

Nota Keluaran

- Update transaction history

21 Jan

Nota Keluaran

- Add Enable_Bull_Bear Visualization ( Default OFF )
Used for teaching and backtesting only; consequences are borne by the user.
增加 啟動趨勢視覺化回測模式(預設關閉) 僅教學回測使用後果自負

21 Jan

Nota Keluaran

- Add Enable_Backtesting Visualization Mode( Default OFF )
Used for teaching and backtesting only; consequences are borne by the user.
增加 啟動趨勢視覺化回測模式(預設關閉) 僅教學回測使用後果自負

22 Jan

Nota Keluaran

- Add sma short / long line

22 Jan

Nota Keluaran

- Add disclaimer and warning text

22 Jan

Nota Keluaran

- Change disclaimer and warning text size to tiny

22 Jan

Nota Keluaran

- Add a disclaimer to the parameter settings

22 Jan

Nota Keluaran

- !!!!! Very important! The products listed in this strategy report are for reference only
(examples only). !!!!!非常重要，策略報告內的商品僅供參考(只是範例)

22 Jan

Nota Keluaran

- Add ma_short and ma_long Parameter settings

5 hari lalu

Nota Keluaran

- Update backtesting data

5 hari lalu

Nota Keluaran

- Update

semalam

Nota Keluaran

- 1. Disable calc_on_order_fills and process_orders_on_close.
2. Update Cooling mechanism changed from 3-stage cooling to 2-stage cooling.

semalam

Nota Keluaran

- Update Historical data simulation back-testing is 1 qty

15 jam lalu

Nota Keluaran

- The qty used for historical data simulation back-testing was changed to 2.

15 jam lalu

Nota Keluaran

- Add Release version

13 jam lalu

Nota Keluaran

- Update the new bear algorithm.

12 jam lalu

Nota Keluaran

- Rollback the new bear algorithm to original algorithm

6 jam lalu

Nota Keluaran

- 20260201R5 : Optimize tool parameters