CNPS20-ALPHA_TRIX — Strategy by PhaisinhOnline
By PhaisinhOnline
Performance Metrics
- Author: PhaisinhOnline
- Symbol: HNX:VN301!
- Timeframe: 1 minute
Description
CNPS20 ALPHA TRIXCNPS20 is a trend-following momentum strategy built around the TRIX oscillator and a combination of market-regime filters.The strategy attempts to participate only when:• Momentum changes direction• The market is not excessively choppy• Trend strength is sufficient• Price agrees with the broader trend filter━━━━━━━━━━━━━━━━━━1. STRATEGY CONCEPT━━━━━━━━━━━━━━━━━━TRIX is the primary momentum trigger.TRIX is calculated from a triple-smoothed exponential moving average.The strategy monitors the TRIX line around the zero level.LONG CONCEPTTRIX crosses upward through zero+Market regime filters are valid+Trend filters are valid→ LONGSHORT CONCEPTTRIX crosses downward through zero+Market regime filters are valid+Trend filters are valid→ SHORT━━━━━━━━━━━━━━━━━━2. TRIX SETTINGS━━━━━━━━━━━━━━━━━━Default TRIX Length:8The strategy evaluates both:• TRIX direction• Zero-line transitionThe zero-cross acts as the primary directional event.━━━━━━━━━━━━━━━━━━3. CHOP FILTER━━━━━━━━━━━━━━━━━━CNPS20 uses the Choppiness Index to avoid low-quality sideways conditions.Default threshold:CHOP < 50When CHOP is too high, the market is considered excessively rotational and the strategy avoids new entries.This filter is intended to reduce trend signals generated inside range-bound conditions.━━━━━━━━━━━━━━━━━━4. ADX FILTER━━━━━━━━━━━━━━━━━━ADX is used as a trend-strength filter.Default source settings:ADX Length: 7Minimum ADX: 20A valid setup requires ADX to indicate sufficient directional strength.ADX itself does not determine Long or Short direction.It measures the strength of the current trend environment.━━━━━━━━━━━━━━━━━━5. EMA200 TREND FILTER━━━━━━━━━━━━━━━━━━An EMA200 filter is available and enabled in the default trend configuration.LONG:Price should trade above EMA200.SHORT:Price should trade below EMA200.The EMA filter is intended to prevent TRIX signals from fighting the broader trend.━━━━━━━━━━━━━━━━━━6. ENTRY STRUCTURE━━━━━━━━━━━━━━━━━━A valid entry therefore combines several layers:TRIX momentum event+Low enough Choppiness+Sufficient ADX+EMA200 directional alignmentThis produces fewer signals than a standalone TRIX crossover strategy.━━━━━━━━━━━━━━━━━━7. RISK MANAGEMENT━━━━━━━━━━━━━━━━━━CNPS20 supports two risk-management approaches.FIXED POINTSDefault CNPS configuration:Stop Loss: 5 pointsTake Profit: 15 pointsATR MODEThe source strategy also supports ATR-based exits.Original concept:Stop Loss approximately 1 ATRTake Profit approximately 1.5 ATRUsers can compare fixed-point and volatility-adjusted exits through backtesting.━━━━━━━━━━━━━━━━━━8. TRADE DIRECTION━━━━━━━━━━━━━━━━━━CNPS20 supports:• Long• Short• BothThe strategy can also react to opposite momentum conditions depending on the selected configuration.Pyramiding is disabled.Default position size:3 contracts━━━━━━━━━━━━━━━━━━9. TIMEFRAME━━━━━━━━━━━━━━━━━━CNPS20 operates on the current chart timeframe.All primary indicators are calculated using the active chart data.This makes the strategy suitable for comparative testing across different intraday timeframes.━━━━━━━━━━━━━━━━━━10. SESSION MANAGEMENT━━━━━━━━━━━━━━━━━━Default timezone:Asia/Ho_Chi_MinhThe CNPS wrapper limits entries to the configured intraday trading session and includes end-of-session position management.━━━━━━━━━━━━━━━━━━11. BACKTEST ASSUMPTIONS━━━━━━━━━━━━━━━━━━Default Strategy Tester configuration:Initial Capital: 100,000,000Position Size: 3 contractsCommission: 10,000 VND per contractSlippage: 3 ticksPyramiding: 0Transaction costs are included in the strategy settings.━━━━━━━━━━━━━━━━━━12. HOW TO EVALUATE THE STRATEGY━━━━━━━━━━━━━━━━━━Because CNPS20 combines several filters, it should be evaluated both as a complete system and by individual component.Useful comparisons include:• EMA200 filter ON / OFF• CHOP threshold• ADX threshold• Fixed exit versus ATR exit• Long versus Short performance• Different TRIX lengthsImportant 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, research 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 products involves substantial risk. Users are solely responsible for their own trading decisions and risk management.