Adaptive Risk Regime Strategy by AIScripts
By AIScripts
Performance Metrics
- Author: AIScripts
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +20,109.78 USD (+20.08%)
- Win Rate: 37.7%
- Profit Factor: 1.243
- Max Drawdown: 6,346.62 USD (5.68%)
- Total Trades: 308
Description
Why this is trending nowMarkets are not behaving the same all the time:Some periods → slow, sideways, low volatilityOther periods → fast, explosive, high volatilityMost strategies fail because they use the same rules in all conditionsSo traders are now building strategies that:detect the current market regimeswitch behavior dynamicallyThis is becoming a big trend in Pine Script strategiesStrategy IdeaInstead of one fixed logic, this uses two modes:Low Volatility Mode (Range Behavior)Market is quietTrade small reversalsAvoid breakoutsHigh Volatility Mode (Trend Behavior)Market is activeTrade breakoutsfollow momentumHow It WorksMeasure volatility using ATRCompare current ATR with its averageDecide:Low volatility → mean reversionHigh volatility → breakout trading