Eight-Mode Trading Strategy and Backtesting Framework

Summary

This document introduces a configurable Pine Script framework that lets users select among eight approaches: Connors RSI-2, z-score mean reversion, EMA and RSI momentum, Bollinger Band squeeze, MACD and RSI confluence, triple EMA crossover, VWAP deviation, and a multi-strategy consensus mode. The excerpt shows shared controls for a long-term trend filter, bar-close signal confirmation, take-profit and stop-loss settings, optional trailing exits, and time-based exits. It also specifies commission, slippage, position sizing as a fraction of equity, and no pyramiding.

The visible material is source-code configuration rather than a research report: it gives no market, test period, performance results, comparison among strategies, or evidence for the claim that the methods are established. The code excerpt ends partway through the strategy-specific settings, so the actual signal definitions and consensus rules are unavailable here. The framework can serve as a starting point for comparative testing, but its defaults and advertised non-repainting behavior should be independently checked against complete code and realistic execution assumptions.

Key ideas

• The framework offers eight selectable strategy modes spanning mean reversion, momentum, volatility, and trend approaches.
• Shared controls include a trend filter, signal confirmation, and several exit options.
• Backtest assumptions include commission, slippage, equity-based sizing, and no pyramiding.
• The provided excerpt does not include full signal logic or any measured performance results.
• Claims about strategy quality and signal behavior require verification with complete code and independent testing.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.