Dual-Phase Trend Regime Strategy [Zeiierman X PineIndicators] by PineIndicators
By PineIndicators
Performance Metrics
- Author: PineIndicators
- Symbol: SP:SPX
- Timeframe: 45 minutes
- Net P&L: +562,996.73 USD (+55.96%)
- Win Rate: 45.2%
- Profit Factor: 1.179
- Max Drawdown: 331,179.13 USD (18.33%)
- Total Trades: 445
- Sharpe Ratio: 0.098
Description
This strategy is based on the Dual-Phase Trend Regime Indicator by Zeiierman.Full credit for the original concept and logic goes to Zeiierman.This non-repainting strategy dynamically switches between fast and slow oscillators based on market volatility, providing adaptive entries and exits with high clarity and reliability.Core Concepts1. Adaptive Dual Oscillator LogicThe system uses two oscillators:Fast Oscillator: Activated in high-volatility phases for quick reaction.Slow Oscillator: Used during low-volatility phases to reduce noise.The system automatically selects the appropriate oscillator depending on the market's volatility regime.2. Volatility Regime DetectionVolatility is calculated using the standard deviation of returns. A median-split algorithm clusters volatility into:Low Volatility ClusterHigh Volatility ClusterThe current volatility is then compared to these clusters to determine whether the regime is low or high volatility.3. Trend Regime IdentificationBased on the active oscillator:Bullish Trend: Oscillator > 0.5Bearish Trend: Oscillator < 0.5Neutral Trend: Oscillator = 0.5The strategy reacts to changes in this trend regime.4. Signal Source OptionsYou can choose between:Regime Shift (Arrows): Trade based on oscillator value changes (from bullish to bearish and vice versa).Oscillator Cross: Trade based on crossovers between the fast and slow oscillators.Trade LogicTrade Direction Options Long Only Short Only Long & ShortEntry ConditionsLong Entry: Triggered on bullish regime shift or fast crossing above slow.Short Entry: Triggered on bearish regime shift or fast crossing below slow.Exit ConditionsLong Exit: Triggered on bearish shift or fast crossing below slow.Short Exit: Triggered on bullish shift or fast crossing above slow.The strategy closes opposing positions before opening new ones.Visual FeaturesOscillator Bands: Plots fast and slow oscillators, colored by trend.Background Highlight: Indicates current trend regime.Signal Markers: Triangle shapes show bullish/bearish shifts.Dashboard Table: Displays live trend status ("Bullish", "Bearish", "Neutral") in the chart’s corner.Inputs & CustomizationOscillator Periods – Fast and slow lengths.Refit Interval – How often volatility clusters update.Volatility Lookback & SmoothingColor Settings – Choose your own bullish/bearish colors.Signal Mode – Regime shift or oscillator crossover.Trade Direction ModeUse CasesSwing Trading: Take entries based on adaptive regime shifts.Trend Following: Follow the active trend using filtered oscillator logic.Volatility-Responsive Systems: Adjust your trade behavior depending on market volatility.Clean Exit Management: Automatically closes positions on opposite signal.ConclusionThe Dual-Phase Trend Regime Strategy is a smart, adaptive, non-repainting system that: Automatically switches between fast and slow trend logic. Responds dynamically to changes in volatility. Provides clean and visual entry/exit signals. Supports both momentum and reversal trading logic.This strategy is ideal for traders seeking a volatility-aware, trend-sensitive tool across any market or timeframe.Full credit to Zeiierman.