CSS_LFU_v0.1

il y a 16 heures

Overview:
A multi-factor, market-adaptive swing strategy designed for intraday and short-term crypto trading. It synthesizes momentum, volatility, and trend signals into a unified composite score over a configurable lookback window. The strategy leverages a modular, signal-weighted approach to ensure robust entry timing while remaining compatible with human-in-the-loop validation and algorithmic execution.

Core Modules:

AJFFRSI (RSX-based Momentum): Measures smoothed price momentum with noise-reduction filters to detect crossovers relative to the QQE trailing stop.

QQE (Quantitative Qualitative Easing RSI): A modified RSI with a dynamic trailing stop that adapts to short-term volatility, identifying exhaustion and potential reversal points.

Keltner Channel Zones: Determines overextension relative to trend, providing buy/sell zones based on ATR-banded EMA.

WaveTrend Oscillator: Confirms short-term swings and market direction through smoothed oscillator cross signals.

Rolling Composite Score: Aggregates module signals over a unified lookback (e.g., 144 bars) to normalize noise and capture consistent trends.

Signal Logic:

Each module outputs a discrete score (+1 / 0 / -1).

The rolling composite score sums all module scores over the lookback period.

Long positions trigger when the rolling score meets or exceeds the long threshold.

Short positions trigger when the rolling score meets or falls below the short threshold.

Multi-dimensional signal aggregation reduces false positives from single indicators.

Rolling lookback ensures score normalization across different volatility regimes.

Highly modular: easy to adapt modules or weights to different instruments or timeframes.

Fully compatible with automated execution pipelines, including custom exchange screener bots.

Use Case:
Ideal for quant-driven altcoin or multi-asset strategies where high-frequency validation is critical and sequential module weighting enhances trend flip detection.

il y a 16 heures

Notes de version

UPD1