Concord Execution Mandate: Regime and Structure Filters for Entries
Summary
The visible portion describes a Pine Script strategy that combines regime detection, trend and context filters, price-structure triggers, execution refinements, divergence checks, and risk controls. Its inputs include range and efficiency measures for the regime engine; ADX, choppiness, and an optional higher-timeframe EMA gate; and swing breaks that can require a minimum displacement. It also allows continuation entries and aggressive rotation entries, with an optional intrabar reclaim condition.
Risk settings use ATR-based stops, a reward multiple, and an ATR trail that starts after a specified gain. The script header also specifies a percent-of-equity position size, commission, slippage, and close-based order processing. These details describe configurable design choices, not demonstrated results. The supplied document ends partway through the source, so the actual signal logic, order management, and interactions among filters cannot be fully assessed. No backtest report or performance evidence is included in the excerpt.
Key ideas
- The strategy groups controls into regime, trend-context, structure, execution, divergence, and risk modules.
- ADX, choppiness, and an optional higher-timeframe EMA are available as market filters.
- Structure entries can require a swing break with ATR-scaled displacement, while continuation entries are optional.
- Risk controls specify an ATR stop, a reward target, and an ATR trailing stop that activates after a chosen gain.
- The provided source is incomplete, and the excerpt contains no backtest results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.