RSI-Gauss-WiP — Strategy by WorkInProgress374
By WorkInProgress374
Performance Metrics
- Author: WorkInProgress374
- Symbol: COINBASE:BTCUSDC
- Timeframe: 1 day
- Net P&L: +26,425,449.41 USDC (+2,642.54%)
- Win Rate: 34.1%
- Profit Factor: 5.694
- Max Drawdown: 2,729,874.36 USDC (17.22%)
- Total Trades: 41
Description
RSI-Gauss Momentum BreakoutThe LogicThis strategy combines John Ehlers' N-Pole Gaussian Filter with Stoch-RSI momentum to capture high-probability trend expansions. It replaces lagging moving averages with a responsive Gaussian volatility channel to identify true price breakouts.Entry & ExitLong Entry: Gaussian trend is bullish (sloping up), price breaks above the Upper Channel, and Stoch-RSI confirms strong cyclical momentum.Long Exit: Price crosses back under the Gaussian Midline, providing a trailing exit that preserves gains during trend reversals.Key FeaturesGaussian Smoothing: Advanced signal processing filters market noise.Volatility Channels: Uses Filtered True Range for adaptive entries.Clean Chart: Optimized for a minimal UI by hiding labels and status line values.Best used on 1H, 4H, and Daily timeframes for trending assets.