TMNT3 [v5, Code Copilot] with Pyramid

Core Principles
Trend-Following Breakouts

Enters on clean price breakouts above the prior N-day high (System 1: 20 days; System 2: 55 days).

Exits on reversals through the prior M-day low (System 1: 10 days; System 2: 20 days).

Volatility-Based Stops

Uses the Average True Range (ATR) to set a dynamic stop-loss at

Stop = Entry Price ± (ATR×Multiplier)
Stop= Entry Price-(ATR×Multiplier)
Adapts to changing market noise—wider stops in volatile conditions, tighter in calm markets.

System 1 vs. System 2 Toggle

System 1 (20/10) for shorter, faster swing opportunities.

System 2 (55/20) for catching longer, more powerful trends.

Pyramiding into Winners

Scales into a position in fixed “units” (each risking a constant % of equity).

Adds an extra unit each time price extends by a set fraction of ATR (default 0.5× ATR), up to a configurable maximum (default 5 units).

Only increases exposure when the trend proves itself—managing risk while maximizing returns.

Strict Risk Management

Each unit carries its own ATR-based stop, ensuring no single leg blows out the account.

Default risk per unit is a small, fixed percentage of total equity (e.g. 1% per unit).

Visual Aids & Confirmation

Overlaid entry/exit channels and trend/exit lines for immediate context.

Optional on-chart labels and background shading to highlight active trade regimes.

Why It Works

1. Objectivity & Discipline: Rules-based entries, exits, and sizing remove emotional guesswork.
   
2. Adaptive to Market Conditions: ATR stops and pyramiding adapt to both calm and turbulent phases.
   
3. Scalable: Toggle between short and long breakout horizons to suit different assets or timeframes.