Timeframe Strategy by alessandrocacchi
By alessandrocacchi
Performance Metrics
- Author: alessandrocacchi
- Symbol: BYBIT:AEROUSDT.P
- Timeframe: 15 minutes
- Net P&L: +2.76 USDT (+0.00%)
- Win Rate: 53.9%
- Profit Factor: 4.855
- Max Drawdown: 1.41 USDT (0.00%)
- Total Trades: 13
- Sharpe Ratio: −2,261.86
Description
This is a multi-timeframe trading strategy inspired by Ross Cameron's style, optimized for scalping and trend-following across various timeframes (1m, 5m, 15m, 1h, and 1D). The strategy integrates a comprehensive set of technical indicators, dynamic risk management, and visual tools.Core FeaturesDynamic Take Profit, Stop Loss & Trailing Stop> Separate settings per timeframe for:-TP% (Take Profit)-SL% (Stop Loss)-Trailing Stop %-Cooldown bars> Configurable via UI inputs.>Smart Entry ConditionsBullish entry: EMA9 crossover EMA20 and EMA50 > EMA200Bearish entry: EMA9 crossunder EMA20 and EMA50 Additional confirmation filters:-Volume Filter (enabled/disabled via UI)-Time Filter (e.g., only between 15:00–20:00 UTC)-Spike Filter: rejects high-volatility candles-RSI Filter: above/below 50 for trend confirmation-ADX Filter (only applied on 1m, e.g., ADX > 15)-Micro-Volatility Filter: minimum range percentage (1m only)-Trend Filter (1m only): price must be above/below EMA200>Trailing Stop Logic-Configurable for each timeframe.- Optional via toggle (use_trailing).>Trade Cooldown Logic-Prevents consecutive trades within X bars, configurable per timeframe.>Technical Indicators Used-EMA 9 / 20 / 50 / 200-VWAP-RSI (14)-ATR (14) for volatility-based spike filtering-Custom-calculated ADX (14) (manually implemented)>Visual Elements🔼/🔽 Entry signals (long/short) plotted on the chart.📉 Table in bottom-left:Displays current values of EMA/VWAP/volume/ATR/ADX.> Optional "Tab info" panel in top-right (toggleable):-Timeframe & strategy settings-Live status of filters (volume, time, cooldown, spike, RSI, ADX, range, trend)-Uses emoji (✅ / ❌) for quick diagnostics.>User Customization-Inputs per timeframe for all key parameters.-Toggle switches for: -Trailing stop -Volume filter-Info table visibilityThis strategy is designed for active traders seeking a balance between momentum entry, risk control, and adaptability across timeframes. It's ideal for backtesting quick reversals or breakout setups in fast markets, especially at lower timeframes like 1m or 5m.