Btcusdt Dual-Engine Trend Strategy by a0101054
By a0101054
Performance Metrics
- Author: a0101054
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 day
- Net P&L: +13,483,548.76 USDT (+13,216.39%)
- Win Rate: 35.3%
- Profit Factor: 3.113
- Max Drawdown: 2,958,303.80 USDT (19.17%)
- Total Trades: 34
Description
This strategy was built and tuned primarily for BINANCE:BTCUSDT on the 1D chart.It is a long-only dual-engine trend-following strategy. The script combines a trend/regime layer with a breakout-and-risk engine, then manages positions through ATR-based initial risk, adaptive trailing protection, and optional regime-aware exits.How it worksThe first layer is the regime engine. The script can run with the regime filter disabled, with a stricter EMA-based regime filter, or with a lighter mode. When enabled, the regime logic evaluates price location versus the regime EMA, optional EMA slope direction, optional ADX confirmation, and a softer scoring model based on distance from EMA, slope, range position, and reclaim behavior. This allows the strategy to separate stronger trend conditions from weaker or less reliable ones.The second layer is the entry engine. The script can enter through several conditions:1) breakout continuation above a prior high range,2) pullback recovery after weakness below a faster EMA,3) soft-regime reclaim entries when the softer regime model is constructive even if the stricter regime is not fully confirmed,4) a capped reclaim setup below the fixed EMA200 reference.Entries are placed as stop-style orders, so the strategy reacts when price actually reaches the trigger level rather than assuming a simple bar-close fill. This makes the script more sensitive to intrabar movement than close-only strategies.Risk and position sizingThe script includes multiple position control layers. Exposure can be reduced automatically as strategy drawdown increases. Optional volatility targeting can adjust effective leverage using ATR%. Position size can also be capped by a stop-distance-based risk limit, while max exposure and fee reserve settings help keep sizing within defined limits.Exit logicOpen positions are managed with an ATR-based initial stop and a monotonic trailing stop that tightens after sufficient favorable excursion. An optional breakeven rule can move protection to entry after a defined profit threshold. After a minimum holding period, the strategy can also use a Donchian-style exit. If regime exits are enabled, the script can additionally tighten or force exits when regime conditions deteriorate.How to useStart on BINANCE:BTCUSDT 1D with the default script settings before changing anything.First calibrate trading costs and execution assumptions.Then adjust exposure and risk controls.Only after that should you tune signal-speed parameters such as breakout length, exit length, and trailing settings.Inputs that matter mostcommission_valueUse this to approximate your actual fee level.slippageUse this to approximate execution friction. If live fills are worse than TradingView fills, adjust this before touching the signal logic.regimeMode, useSoftRegime, requireSlopeThese define how strict the regime filter is and whether the script can use softer trend qualification.useAdxFilter, adxMinThese reduce participation when trend strength is weak.useAtrGuard, atrPctGuardThese can block entries during unstable volatility conditions.ddStart, ddEnd, ddMinScaleThese reduce exposure during equity drawdowns.useVolTarget, volTargetPct, volMinLev, volMaxLevThese define the optional volatility-targeting layer.maxExposurePct, entryPct, feeReservePct, useRiskCap, riskCapPctThese are the main capital allocation and position-risk controls.entryLen, exitLen, addLen, pullbackPct, breakBufPctThese define the entry and exit speed and how the strategy reacts to breakout versus pullback recovery conditions.initStopATR, trailBase, trailTight, tightenAtR, useBE, beR, minHoldBarsThese define the protection and trailing behavior after entry.Important notesThis is not a low-volatility or low-turnover script. It can still experience meaningful drawdowns, especially when trend persistence breaks down or execution quality is worse than assumed.TradingView results may differ from live execution because of fees, slippage, intrabar behavior, data revisions, exchange-specific matching, and alert-to-execution differences.The strategy includes some generic market-structure inputs such as daily limit handling and offline cost placeholders. For BTCUSDT, users should review whether those settings are relevant to their own venue before relying on results.This script is provided for research and educational use only. It is not investment advice.