Two Bar ATR Flip — Strategy by CodaProAI
By CodaProAI
Performance Metrics
- Author: CodaProAI
- Symbol: NYMEX:MCL1!
- Timeframe: 5 minutes
- Net P&L: +2,741.00 USD (+2.74%)
- Win Rate: 82.3%
- Profit Factor: 1.169
- Max Drawdown: 888.00 USD (0.86%)
- Total Trades: 1,018
Description
This strategy was generated entirely from a natural language prompt, without a single line of code written or edited by a human developer.Using CodaPro’s AI engine, the logic, structure, syntax, and alerts were all fully constructed by ARiS — OpenAI’s trading code architect integrated into the CodaPro workflow.The result is a regime-based trend strategy that uses ATR trailing bands to detect directional flips, confirmed with a two-bar hold filter, and automatically routes alerts to brokers for live execution.It is engineered with clean logic flow, risk-calibrated sizing, and automated broker payloads — suitable for immediate deployment or as a modular base for advanced quant systems.Core Components:1. ATR Flip Engine (Regime Detection)SuperTrend-style band logic with hl2 ± ATR * multiplier.Directional regime flips are tracked and locked using persistent variables.Flip triggers are validated only on strong crossovers.2. 2-Bar Confirmation FilterEnsures regime flips persist for 2 full bars before allowing entries.Eliminates transient noise and early reversals.3. Dynamic Risk-Based Position SizingUses equity-based % risk to calculate size based on ATR-derived stop distance.No static contracts — size adjusts dynamically per market volatility.4. Entry/Exit LogicEntry logic supports long/short with full reversal logic (strategy.close_all() on flip).SL and TP are derived from current ATR and auto-adjust per entry bar.5. Broker Integration PayloadsAlerts include JSON payloads for enter and exit-all, with multiplier precision.Ready for webhook integration with brokers like Tradovate or IBKR.6. Visual AidsFlip and confirmation signals are plotted for visual debugging.Regime background colors (lime/red) for rapid context.Trailing stoplines plotted dynamically based on trend.Automation Notes:Alerts built using alert.freq_once_per_bar_closeFull compatibility with webhook delivery systemsDesigned for deterministic behavior: process_orders_on_close = trueOriginal Prompt Used by the user and generated by CodaPro.ai - ARiS"Build a Pine Script strategy that flips between long and short using an ATR trailing stop.Add a 2-bar confirmation after each flip before entering a position.Include dynamic position sizing based on risk % and ATR stop distance.Add take profit and stop loss based on ATR.Generate broker payloads for entry and exit as webhook alerts."