Xiznit Scalper: Regime Filters and Four Alternative Entry Signals
Summary
The available excerpt describes a scalping strategy with four selectable entry modes: EMA crossover, deviation from session VWAP, Heikin Ashi candles confirmed by RSI, and short-term price structure. The modes have different intended uses: EMA crossover and Heikin Ashi with RSI target trending conditions, while VWAP deviation and price structure can operate in trending or ranging conditions. The structure option looks for higher highs and higher lows for longs, or lower highs and lower lows for shorts, over a configurable sequence of candles.
An Efficiency Ratio filter classifies the market into trend, mild-range, and flat or ranging regimes. The excerpt says all four modes are available in a trending regime, while only VWAP deviation and price structure remain active in mild ranging conditions. It ends partway through the regime-filter explanation, so the remaining thresholds, trade exits, risk rules, and any backtest evidence are unavailable. The stated signal descriptions explain the design, but the excerpt provides no results demonstrating performance.
Key ideas
- The script offers four alternative entry modes with different market assumptions.
- VWAP deviation is presented as a mean-reversion entry method around session VWAP.
- Price structure signals use successive higher highs and higher lows or their bearish counterparts.
- An Efficiency Ratio filter restricts which signal modes operate in each market regime.
- The excerpt is incomplete and includes no backtest results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.