[STRATEGY] Adaptive Multi Factor Trend Trading

Daily Filters

Close vs. short/long daily SMAs (customizable) defines directional priority.
Use the daily Short Long MA spread (or ATR‑normalized) to filter out range‑bound conditions and reduce false breakouts.

30‑Minute Entry Logic
Buy

Daily bullish regime confirmed
High breaks above the trend
Protected by trailing take‑profit and fixed stop‑loss.

Sell #1

Daily bearish regime confirmed
Low breaks below the trend
Long MA slope must be strong (trend‑quality filter).

Sell #2

Day‑session only, limited to high‑probability hours
Triggered by an aggregated bear score (multi‑factor stack) + a downward linear‑regression slope
Friday uses special thresholds/intervals (event‑risk control).

Multi‑Factor Framework

MACD, RSI, Stoch (KD), Ichimoku, CCI, PSAR, Williams %R, Heikin Ashi, Bias, Force Index, plus regression‑slope.
Signals are stacked into bull/bear totals and used as filters or weights—no single indicator dominance.

Risk & Position Management

Fixed TP/SL + trailing TP across entry types
Position size adapts to recent performance (loss‑streak counter) and slope state
Auto pause when the loss streak hits the threshold (configurable duration).

Trading‑Day Controls

Optional pre‑holiday blackout list
Date‑range limiter for backtests or deployment windows.

Design Intent
The goal is to keep net P&L stable while lifting win rate.

In strong‑trend environments, the system leans into trend signals (Sell #1 / Buy).
In short‑term chop, Sell #2 timing and the slope filter reduce noise and avoid low‑quality entries.