CNPS21-AUTOMATE_ST — Strategy by PhaisinhOnline
By PhaisinhOnline
Performance Metrics
- Author: PhaisinhOnline
- Symbol: HNX:VN301!
- Timeframe: 1 minute
Description
CNPS21 AUTOMATE-ST V2CNPS21 is a multi-engine intraday trading strategy that combines three independent signal-generation concepts inside one execution framework:• Turtle Breakout• EMA XO/XU• Swing Failure Pattern (SFP)The strategy allows each signal engine to be tested independently or combined through a priority-based execution mode.━━━━━━━━━━━━━━━━━━1. STRATEGY CONCEPT━━━━━━━━━━━━━━━━━━CNPS21 is designed as a modular strategy rather than a single-entry system.The user can select one of four operating modes:• Turtle• EMA XO/XU• SFP• Combined PriorityThe default configuration uses the Turtle engine.Each engine produces its own directional Long and Short signals, while the same execution, session and risk-management framework is applied across all modes.━━━━━━━━━━━━━━━━━━2. TURTLE ENGINE━━━━━━━━━━━━━━━━━━The Turtle engine is based on price breaking above or below recent historical extremes.The strategy evaluates multiple breakout windows.A bullish Turtle condition is generated when price closes above a previous rolling high with positive directional confirmation.A bearish Turtle condition is generated when price closes below a previous rolling low with negative directional confirmation.The current candle is excluded from the historical breakout reference so that the strategy compares the present close against previously established market structure.The Turtle engine is the default signal engine in CNPS21.━━━━━━━━━━━━━━━━━━3. EMA XO/XU ENGINE━━━━━━━━━━━━━━━━━━The EMA engine detects directional crossovers and crossunders between two exponential moving averages.Available EMA pairs include:• 5 / 13• 9 / 26• 12 / 25• 26 / 128Default pair:9 / 26LONG:Fast EMA crosses above Slow EMA→ Bullish crossover→ Long setupSHORT:Fast EMA crosses below Slow EMA→ Bearish crossunder→ Short setupDifferent EMA combinations produce substantially different signal frequencies and should be evaluated independently.━━━━━━━━━━━━━━━━━━4. SWING FAILURE PATTERN ENGINE━━━━━━━━━━━━━━━━━━The SFP engine attempts to identify failed breaks of established swing levels.BULLISH SFP:Price trades below a previous swing low→ The candle opens and closes back above the swing level→ The downside break fails→ Bullish setupBEARISH SFP:Price trades above a previous swing high→ The candle opens and closes back below the swing level→ The upside break fails→ Bearish setupThe purpose of this engine is to capture liquidity sweeps or failed structural breakouts rather than trend continuation.━━━━━━━━━━━━━━━━━━5. COMBINED PRIORITY MODE━━━━━━━━━━━━━━━━━━Combined Priority allows multiple engines to remain active inside the same strategy.Signals are evaluated according to the internal priority structure.This mode should not automatically be assumed to perform better than individual engines.Combining different signal families can increase trade frequency and may also combine incompatible market regimes.For research purposes, each engine should be tested independently before evaluating the combined version.━━━━━━━━━━━━━━━━━━6. EXIT MANAGEMENT━━━━━━━━━━━━━━━━━━CNPS21 supports two exit modes:• VWATR Trailing• Fixed PointsDefault:VWATR TrailingThe default trailing system uses a source-style volatility-weighted ATR structure together with linear-regression information.Default components include:Linear Regression Length: 10Long VWATR Length: 14Short VWATR Length: 26Long ATR Multiplier: 4.0Short ATR Multiplier: 2.0A minimum holding period can be applied before the mechanical trailing exit becomes active.━━━━━━━━━━━━━━━━━━7. HARD RISK CONTROL━━━━━━━━━━━━━━━━━━A hard protective stop is maintained independently from the trailing logic.Default Hard Stop:5 pointsOptional fixed exit mode:Stop Loss: 5 pointsTake Profit: 15 pointsAn optional Take Profit can also be used together with VWATR trailing.Break-even management is available but disabled by default.━━━━━━━━━━━━━━━━━━8. TRADE CONTROL━━━━━━━━━━━━━━━━━━Default configuration:Trade Direction: BothAutomatic Reversal: OFFMaximum Trades Per Day: 4Cooldown After Entry: 2 barsAutomatic reversal can be enabled if the user wants an opposite signal to reverse the active directional position.The default configuration keeps this behavior disabled.━━━━━━━━━━━━━━━━━━9. SESSION MANAGEMENT━━━━━━━━━━━━━━━━━━Default timezone:Asia/Ho_Chi_MinhEntry Window:09:00 – 14:30Force Close:14:45The strategy operates on the current chart timeframe.━━━━━━━━━━━━━━━━━━10. BACKTEST ASSUMPTIONS━━━━━━━━━━━━━━━━━━Initial Capital: 100,000,000Position Size: 3 contractsCommission: 10,000 VND per contractSlippage: 3 ticksPyramiding: 0Transaction costs and slippage are included in the Strategy Tester configuration.━━━━━━━━━━━━━━━━━━11. HOW TO EVALUATE THE STRATEGY━━━━━━━━━━━━━━━━━━Because CNPS21 contains several independent entry engines, performance should be separated by signal type.Recommended comparisons include:Turtle vs EMA XO/XU vs SFPVWATR Trailing vs Fixed PointsLong vs ShortReversal ON vs OFFUseful Strategy Tester metrics include:• Profit Factor• Maximum Drawdown• Average Trade• Win Rate• Total Trades• Average Holding Time• Commission sensitivity━━━━━━━━━━━━━━━━━━DISCLAIMER━━━━━━━━━━━━━━━━━━This strategy is provided for educational, analytical and backtesting purposes only.It does not constitute financial advice or a recommendation to trade any financial instrument.Past performance does not guarantee future results.Trading futures and leveraged financial instruments involves substantial risk. Users are responsible for their own trading decisions and risk management.