Multi-Module Regime and Structure Strategy with Scored Entries
Summary
The Caldera Meridian strategy combines several signal families in a close-confirmed framework: moving-average trend state, MACD and RSI momentum, VWAP direction, volatility ranking, a conditional higher-timeframe EMA filter, volume-weighted pressure, auction value bands, and pivot-based market structure. It estimates continuation rates from recent transitions among bullish, bearish, and neutral states, and uses thresholds and an execution score to qualify trades. Structural inputs include pivot breaks with displacement, sweeps, and gap-style patterns; auction conditions include discounts, premiums, and reclaims.
Risk controls use ATR-based stops, multiple profit targets at different reward multiples, partial position exits, and optional exits on regime or pressure changes. The script also exposes session filtering and chart diagnostics. The provided document omits a substantial middle section containing parts of the score, entry, and order logic, and includes no performance report or validation results. Its continuation measure is a historical transition frequency, not proof of future probability, and the many configurable modules make parameter selection and robustness testing important.
Key ideas
- The strategy combines trend, momentum, volatility, pressure, auction, and structural signals.
- Recent state transitions produce a continuation measure that can qualify a regime.
- A weighted execution score and optional higher-timeframe and session filters gate trades.
- ATR-based stops and staged profit targets support partial exits and risk-off rules.
- The source excerpt omits key trade logic and provides no empirical performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.