DeFiers-SMC Strategy by mmello27
By mmello27
Performance Metrics
- Author: mmello27
- Symbol: BINANCE:BTCUSDT.P
- Timeframe: 1 hour
- Net P&L: +739.68 USDT (+7.40%)
- Win Rate: 28.0%
- Profit Factor: 1.186
- Max Drawdown: 1,209.30 USDT (11.27%)
- Total Trades: 100
Description
DeFiers-SMC Strategy v0.1.3 — Smart Money Concepts adaptativo.Confluencia obrigatoria de >= 3 de 5 fatores SMC para entrada:- BOS / CHoCH / MSS (estrutura)- Order Block valido com sweep previo- Fair Value Gap nao mitigado- Liquidity Sweep (BSL/SSL)- OTE 0.62-0.79 + zona Premium/DiscountRisco: 1R por trade, brackets TP1 (1R) / TP2 (2R) / TP3 (3R+ trail), break-even apos TP1, ATR-based stops.Self-Tune walk-forward (Group 9): 27 combos (3x3x3 EThr x VMult x RRmin) com shadow simulator e composite score (Sharpe + PF + R:R - DD penalty).Visual: status pin dinamico, label de entrada (LONG/SHORT + RR), preview SL/TP antes da execucao, marcacoes BOS/CHoCH/MSS, OB boxes, FVG zones, Sweep arrows.Em validacao — rodar Self-Tune e ler tabela de 27 combos para escolher params otimizados.Release Notesv0.1.3 - credit update: titulo agora atribui co-autoria ao Claude Code OPUS-4.7. Sem mudanca de logica vs versao anterior.Release Notesv0.1.4 - diagnostic-driven fixes (Fase 3 conclusao):1. Early move-to-BE @ 0.7R MFE (antes de TP1) - resolve trades com MFE+ revertendo para SL hit2. Structural trailing default ON - captura extensoes apos TP13. Position sizing sanity guards - skip se stopDist > 5% close ou qty +739 USDT- PF: 0.94 -> 1.19 (acima de 1.0!)- Sharpe: -0.10 -> +0.04 (flip positivo)- Max DD: 18.3% -> 11.3% (-38%)- CAGR: -1.36% -> +3.12%- Margin calls: 4 -> 2Diagnostico forense documentado em docs/DIAGNOSTIC_*.mdRelease Notes DeFiers-SMC Strategy — Adaptive Smart Money Concepts (Pine v6)// Versao: 0.1.4 (Fase 3+ / diagnostic-driven fixes)// Autores: mmello27 e Claude Code OPUS-4.7// Script ID TV: PYbvpIag — //// v0.1.4 changelog (vs v0.1.0):// - Fix A: Early move-to-BE @ 0.7R MFE (useEarlyBE input)// - Fix B: Structural trailing apos TP1 com lastHL/lastLH (useTrailing input)// - Fix C: Self-tune defaults restaurados (entryThreshold=65, manualOverride=false)//// Heranca de logica: bloco CORE-START..CORE-END eh 1:1 com smc_indicator.pine.// Adicionais (sobre o indicador):// - Risk Engine: SL estrutural (atras do swing/OB - buffer ATR),// TP1 + TP2 split (50/50) via strategy.exit duplo.// - Position Sizing: % de equity por trade, com Kelly fracionario opcional.// - Trailing: break-even apos TP1; opcional trailing por estrutura (Fix B).// - Killzone: cripto = peso F1 -30%; forex/B3 = bloqueio hard.// - Self-Tune Shadow Simulator: 27 combos (3x3x3) walk-forward IS 70 / OOS 30.//// Anti-repaint: tudo em barstate.isconfirmed; HTF com close[1]+lookahead_on.