PG Quant Sentiment Index & Dashboard — Strategy by ipuneet
By ipuneet
Performance Metrics
- Author: ipuneet
- Symbol: OANDA:XAGUSD
- Timeframe: 54 minutes
- Net P&L: −42,153.99 USD (−42.45%)
- Win Rate: 22.0%
- Profit Factor: 0.935
- Max Drawdown: 69,177.19 USD (58.58%)
- Total Trades: 2,914
Description
Strategy Summary: Quant Sentiment & Volatility MasterThis system is a hybrid quantitative engine designed to filter market noise by combining Derivative Sentiment with Volatility Analysis.How it Works:The Volatility Engine (VH): * It identifies high-conviction "stances" (Bullish/Bearish) using a 5 EMA and high volume.It measures volatility speed via an ATR Crossover. If the fast ATR is above the slow ATR, volatility is accelerating (SCORE \pm 2$). If below, volatility is consolidating (SCORE \pm 1$).This score provides a structural "context" that stays persistent even during quiet bars. The Sentiment Engine (WSI): * It tracks Strike-level Put-Call Ratios (PCR) for Price and Volume, alongside Daily and Hourly Open Interest (OI) build-ups.This data is aggregated into a Weight-Sum Index (WSI).The Dashboard: * The dashboard calculates a live score for each metric. The final WSI Smooth (highlighted in Dark Blue) is the master signal. BULLISH/BEARISH states are triggered only when the sentiment index reverses by a specific percentage threshold, ensuring you only catch significant trend shifts. The Visuals: * Histogram Bars: Represent raw market sentiment. Solid Line: The smoothed WSI, colored dynamically to represent market status (Recovering, Bullish, Dropping, or Bearish).