FCPO God Mode v5 (ATR Volatility Floor & Friday PM Shield) — Strategy by nusser85
By nusser85
Performance Metrics
- Author: nusser85
- Symbol: MYX:FCPO1!
- Timeframe: 5 minutes
- Net P&L: +2,125.00 MYR (+17.71%)
- Win Rate: 60.0%
- Profit Factor: 1.232
- Max Drawdown: 2,625.00 MYR (21.56%)
- Total Trades: 40
Description
OverviewFCPO God Mode v5 is a highly optimized, quantitative trend-following strategy specifically engineered for the Malaysian Crude Palm Oil Futures (FCPO) market. This strategy dynamically adapts to FCPO's high-volatility nature by utilizing a proprietary ATR (Average True Range) Volatility Floor mechanism combined with structural time-based filters to filter out market noise and false breakouts.Key Features:Dynamic ATR Volatility Floor: Automatically calculates and updates the minimum volatility threshold required to validate a trend. It locks the strategy out of choppy, sideways consolidation periods that typically cause massive drawdowns in FCPO.The Friday Filter: Built-in time/day filters designed to handle weekend gap risks. It optimizes trade execution before the weekend close, preventing overnight holding risks during high-impact fundamental reporting weeks (such as MPOB data releases).Full Input Customization: Completely open-source parameters allowing users to run hyperparameter tuning and optimization via TradingView's Strategy Optimizer for different timeframes (e.g