Multi-Timeframe Fibonacci Strategy with Trend and Order-Flow Filters

Summary

This open-source strategy script presents a configurable framework combining Fibonacci retracement zones with trend, moving-average, higher-timeframe, session, volatility, and order-flow filters. The visible settings include a base timeframe, optional trading-hours filter, fast and slow trend EMAs, a longer trend EMA, and a higher-timeframe EMA comparison. A moving-average ribbon can use EMA, SMA, or HMA averages and an alignment threshold. The order-flow section exposes VWAP deviation bands, a cumulative volume delta period and threshold, and volume-profile point-of-control settings.

The Fibonacci module is enabled by default and uses recent swing detection, a minimum swing size relative to ATR, a zone width, and selectable 38.2%, 50%, and 61.8% retracements; a minimum wick setting is also exposed. These inputs suggest entries depend on price reactions around retracement areas, filtered by broader market context. However, the supplied document cuts off partway through the volatility settings, before complete entry, exit, and risk rules appear. It includes no backtest results or evidence that the many configurable filters improve performance, so the visible material describes architecture rather than a fully assessable strategy.

Key ideas

• The script combines Fibonacci swing retracements with trend and higher-timeframe moving-average filters.
• A configurable moving-average ribbon can require a specified degree of alignment.
• Order-flow inputs include VWAP bands, cumulative volume delta, and a volume-profile point of control.
• Fibonacci zones use recent swings, ATR-relative sizing, selected retracement levels, and a wick criterion.
• The excerpt is incomplete and provides no performance results or full entry and exit rules.

Tags

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