Regime-Adaptive Trading with Multi-Factor Signals and Scaled Exits
Summary
The strategy is presented as a layered system that combines market regime, directional bias, momentum, and price structure. Its configurable components include ADX and ATR regime measures, moving averages for directional bias, RSI and MACD momentum signals, swing structure, volume, multi-timeframe bias, pressure measures, and volatility squeeze conditions. Qualification scores are intended to combine these inputs before allowing trades, with options for bar-close confirmation, cooldowns, trade limits, and direction flips.
Risk controls include equity-based risk per trade, ATR-based stops, reward-to-risk targets, trailing stops, partial exits, and position-size or stop adjustments by regime. The document excerpt also shows dashboard fields for signal scores, position status, daily trade count, and regime strength. However, much of the source and the actual signal-combination and execution logic are omitted, so the precise rules cannot be reconstructed. No backtest or live performance evidence is supplied, and the many adjustable filters and parameters leave robustness unestablished.
Key ideas
- The system combines regime detection, directional bias, momentum, and structure signals.
- Volume, multi-timeframe, pressure, and squeeze filters can further qualify entries.
- Risk controls include ATR stops, reward-to-risk targets, trailing stops, and partial exits.
- Regime settings can alter position size and stop distance.
- The incomplete source and absence of performance results prevent independent assessment.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.