HMK-2 | PCA-1 + Rejim + Chebyshev + VWAP (Input'lu, v6) — Strategy by Servet2662
By Servet2662
Performance Metrics
- Author: Servet2662
- Symbol: BIST:MARTI
- Timeframe: 1 day
- Net P&L: +279,767.88 TRY (+27.98%)
- Win Rate: 32.9%
- Profit Factor: 1.301
- Max Drawdown: 236,037.54 TRY (18.63%)
- Total Trades: 356
Description
📌 HMK-2 | PCA-1 + Regime + Chebyshev + VWAP Strategy1️⃣ Core StructureInstead of relying on a single indicator, this system uses the Z-Score normalized average of three oscillators (RSI, MFI, ROC).Signal (PCA-1):RSI(14), MFI(14), ROC(5) → each is converted into a z-score.Their average becomes the “composite signal,” our PCA-1 value.Trend direction: If the Z-score EMA is rising → trend UP. If falling → trend DOWN.2️⃣ Side FiltersRegime Filter (ADX + EMA)ADX is calculated manually.If ADX > 20 → trend exists → a 50-period EMA of this value smooths it.This turns “trend regime” into a probability between 0–1.Chebyshev FilterA return series is checked against mean ± k*sigma bands.If the return is within this band → valid signal. Extreme moves are filtered out.VWAP FilterLong trades: price must be above VWAP.Short trades: price must be below VWAP.Trades are only taken on the correct side of institutional cost averages.3️⃣ Entry ConditionsLong:PCA-1 signal crosses above threshold.Trend Up + Regime OK + Chebyshev OK + Above VWAP.Short:PCA-1 signal crosses below threshold.Trend Down + Regime OK + Chebyshev OK + Below VWAP.4️⃣ Exit MechanismMain Exit: ATR-based stop/target.Stop = entry price – ATR × (SL factor).Take profit = entry price + ATR × (TP factor).Additional Exit:If price crosses to the opposite side of VWAP.If PCA-1 signal crosses zero.👉 Prevents trades from being locked, makes exits adaptive.5️⃣ Labels / VisualizationAL / SHORT → entry points.SAT / COVER → exit points.VWAP line plotted in blue.🧩 Strategy FeaturesOptimizable parameters:Z-window (zWin)ThresholdChebyshev factorATR stop/target multipliersThis system works with:Disciplined core (PCA-1 signal)Triple protection (Regime + Chebyshev + VWAP)Adaptive exits (ATR + VWAP/signal cross)👉 Not a “single-indicator robot,” but a multi-filtered trade direction engine.💡 Final NoteThis is a base model of the system — open for further development.I’ve shared the logic to give you a roadmap.If you spot errors, fix them → that’s how you’ll improve it.Don’t waste time asking me questions — refine and build it better yourselves.Wishing you profitable trades. Stay well 🙏