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

Summary

The script outlines a configurable chart strategy that combines trend direction, pullbacks, and market context. Its inputs include fast and slow moving averages, a higher-timeframe EMA filter, an eight-line moving-average ribbon, session controls, and order-flow features such as VWAP bands, cumulative volume delta, and a volume-profile point of control. Fibonacci retracement levels are used to identify potential pullback areas after swings that meet a minimum size relative to ATR; the settings include the 38.2%, 50%, and 61.8% levels and a wick-based bounce condition.

This is a parameter list and a partial script, rather than a complete explanation or reported evaluation. The excerpt ends during the volatility-regime settings, so it does not show the full entry and exit logic or establish how the filters interact. It provides no backtest results, performance figures, or evidence that the many configurable indicators improve trading outcomes. The method is therefore best understood as a proposed multi-filter framework whose behavior would need to be assessed across markets and conditions.

Key ideas

• The strategy combines moving-average trend signals with a higher-timeframe EMA filter and an optional aligned ribbon.
• Fibonacci retracement levels and ATR-scaled swing requirements define potential pullback zones.
• VWAP bands, cumulative volume delta, and volume-profile point of control are offered as optional context filters.
• Session restrictions and volatility-regime settings provide additional configuration for market conditions.
• The excerpt is incomplete and provides no performance evidence or fully specified trading rules.

Tags

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