Quant Synthesis Strategy [JOAT] by officialjackofalltrades

By officialjackofalltrades

Performance Metrics

Description

Quant Synthesis Strategy [JOAT]IntroductionQSS Quant Synthesis Strategy is an open-source TradingView strategy that integrates regime detection, higher-timeframe bias, confirmed structure, session opening-range context, volume participation, trend energy, ATR exits, cooldowns, and session risk controls.The strategy is designed as a realistic research baseline, not an optimized profit promise. Its purpose is to demonstrate how the JOAT indicator concepts can be combined into a non-repainting strategy framework with explicit risk management.Core Concepts1. Market Regime DetectionThe regime model uses EMA spread, ADX from DMI, and ATR percentage context to classify Trend, Expansion, Balance, or Transition.2. Higher-Timeframe BiasThe strategy requests higher-timeframe EMAs with lookahead disabled. Long bias requires the HTF fast EMA above the slow EMA with positive slope; short bias is mirrored.3. Confirmed StructurePivot-based structure checks whether recent highs and lows form bullish or bearish structure. Pivot confirmation is delayed by design to avoid repainting.4. Session Opening RangeThe strategy tracks a configurable trading session and opening range. Entries can require session context so trades are not taken randomly outside the selected window.5. Risk and ExitsPosition size is estimated from a percentage of equity and ATR stop distance. Exits include ATR stop, ATR target, maximum bars in trade, regime/bias exit, cooldown, and session flattening.FeaturesRegime engine: Trend, Expansion, Balance, and Transition classificationHTF bias filter: Uses non-lookahead request.security() higher-timeframe EMAsConfirmed structure filter: Pivot-based bullish/bearish structure stateSession opening range: Optional session context for entriesVolume participation filter: Uses volume z-score and directional volumeConfluence score: Separate long and short scores gate entriesATR exits: Stop loss and take profit scale with volatilityRisk controls: Risk percent, cooldown, max entries per session, max bars in trade, and session flatteningVisuals: EMA cloud, opening-range lines, stop/target plots, and top-right dashboardDefault Strategy PropertiesInitial capital: 100000Commission: 0.01 percentSlippage: 1 tickPyramiding: 0Order processing: process orders on closePosition sizing: fixed quantity calculated internally from risk settingsHow to UseStep 1: Select a market and timeframe with enough historical data.Step 2: Review the dashboard regime and HTF bias before interpreting trades.Step 3: Adjust risk percent, ATR stop, ATR target, cooldown, and session settings conservatively.Step 4: Evaluate results across multiple symbols and timeframes. Avoid optimizing only one market segment.LimitationsBacktest results are historical simulations and do not guarantee future performanceMore trades can increase sample size but can also increase noise and transaction costsPivot confirmation creates intentional signal delayStrategy results depend on symbol liquidity, timeframe, session settings, slippage, and commission assumptionsThe strategy is a research framework, not a recommendation to tradeOriginality StatementQSS is an original JOAT strategy framework that integrates regime detection, HTF bias, structure, session context, volume participation, and ATR risk management into one non-repainting Pine Script v6 strategy.DisclaimerThis strategy is for educational and informational purposes only. It is not financial advice and does not guarantee profitability. Trading involves substantial risk of loss. Historical backtests can be inaccurate or misleading if assumptions do not match live execution.Made with passion by jackofalltrades

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