Multi-Mode Scalping with Regime, Session, and Risk Filters
Summary
This scalping strategy offers four selectable entry methods: moving-average crossovers, mean reversion from session VWAP, Heikin-Ashi direction confirmed by RSI, and short-term higher-high or lower-low structure. An efficiency-ratio filter classifies market conditions; all signal modes are available in the trending state, while only VWAP deviation and price structure are permitted in a milder ranging state. Very low efficiency blocks entries. The strategy also supports time windows for Asian, London, and New York sessions, per-session trade limits, and a global cooldown between entries.
ATR-based stops and targets use configurable distance and reward multiples. Optional volume and other entry filters, trade-grade labels, and customizable automation alerts add controls around signal execution. The excerpt explains the design and exposes many adjustable inputs but gives no backtest results, performance statistics, or evidence that the regime classifications improve outcomes. Session detection depends on chart time settings, and results will depend on instrument, bar size, execution costs, and parameter choices.
Key ideas
- Four signal modes cover trend following, VWAP mean reversion, Heikin-Ashi and RSI confirmation, and candle structure.
- An efficiency-ratio regime filter changes which signal modes may trade or blocks entries entirely.
- Session windows, trade caps, and a cooldown constrain entry timing and frequency.
- ATR determines stop distance, and a reward multiple sets the take-profit distance.
- The document describes configurable rules but provides no evidence of trading performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.