SOFT Speed & Linearity Strategy (MTF) LIVE & BACKTEST by st_serreau
By st_serreau
Performance Metrics
- Author: st_serreau
- Symbol: IG:ETHUSD
- Timeframe: 15 minutes
- Net P&L: −822.60 USD (−8.23%)
- Win Rate: 46.4%
- Profit Factor: 0.951
- Max Drawdown: 1,363.90 USD (13.39%)
- Total Trades: 4,238
Description
SOFT Speed × Linearity Strategy (MTF – LIVE & BACKTEST)This strategy detects clean impulsive moves by combining real-time price speed with directional quality (linearity).It is designed for intraday markets such as Gold (XAUUSD), Nasdaq, and Crypto (ETH, BTC), where acceleration quality matters more than raw indicators.🔹 Core Concepts1️⃣ Speed ($ per second)Measures how fast price is movingExpressed in $/second, not points or ticksTwo execution modes:LIVE → real-time intra-candle speed using elapsed secondsBACKTEST → historical approximation using (Close − Open) / candle duration2️⃣ Linearity Score (1 → 5)Evaluates movement quality inside the candle:Net progress vs adverse excursionIdentifies one-way impulses vs noisy back-and-forth movesInterpretation1–2 → choppy / rotational3 → acceptable4–5 → clean impulse (higher continuation probability)🔹 Visual PanelHistogram bars = Speed × LinearityColor reflects directional qualityOptional info label displays:Execution mode (LIVE / BACKTEST)Analysis timeframeLinearity scoreDirectionSpeed ($/s)No drawings are placed on candles.🔹 Entry LogicConfigurable conditions:Minimum linearity scoreMinimum speedDirection aligned with candle movementLong / Short / Both modesOptional cooldown between signals⚠️ Speed thresholds are separated for LIVE and BACKTEST to reflect their different nature.🔹 Exit Modes (Selectable)A — SymmetricExit when entry conditions are no longer valid.B — Hysteresis (default)Exit only after controlled degradation:Linearity falls below a lower thresholdOr speed drops below a lower thresholdC — MomentumExit when speed no longer supports the trade direction (speed ≤ 0).Optional add-ons:Exit on opposite signalExit on speed channel re-entry🔹 Multi-Timeframe (MTF)Default analysis timeframe: 15 minutesOptional lock to chart timeframeSafety rule for public use:If chart timeframe < 15m, analysis remains on 15mPrevents misleading ultra-fast recalculations🔹 LIVE vs BACKTEST (Important)LIVE mode uses true intra-candle accelerationBACKTEST mode uses an approximation to allow reproducible historical testingResults between LIVE and BACKTEST are not identical by designThis is intentional and clearly separated.🔹 AlertsAvailable alerts:BUYSELLEXITSpeed channel breakoutALL eventsCompatible with TradingView webhooks.🔹 Intended UseThis is not a trend indicator.This is not a prediction tool.It is a momentum quality detector, useful to:Validate breakoutsFilter false accelerationsTrade continuation, not anticipation⚠️ DisclaimerThis script is for educational and research purposes only.It does not constitute financial advice.Always test, adapt parameters to your market, and manage risk.