MASU+ Epanechnikov Edge [BTT] — Strategy by Mark_Novak

By Mark_Novak

Performance Metrics

Description

MASU+ Epanechnikov Edge [BTT]A 1-hour timeframe strategy built around the Epanechnikov smoothing kernel, confirmed by Stochastic, VWAP, and a multi-timeframe trend filter.How it worksAt the core of this strategy is a mathematical function that draws a smooth line through recent closing prices. Unlike a standard moving average, the Epanechnikov kernel weights recent bars more heavily and older bars less, following a parabolic curve. The result is a line that reacts to price changes faster than an EMA, but without jumping around on market noise.A trade signal is generated only when several conditions line up at the same time:The Epanechnikov line is sloping in the direction of the trade (up for longs, down for shorts)Stochastic crosses in the same direction and is not in an extreme zonePrice is on the correct side of VWAP (above for longs, below for shorts)At least two of three higher timeframes (5m, 15m, 1H EMAs) agree with the directionA cooldown period has passed since the last tradeThe bar is fully closed (no intrabar entries)Each condition adds a point to a confluence score. A trade only fires when the score reaches 3 out of 5. This filters out weak setups and keeps the strategy selective.Risk managementStop loss: 2× ATR from entryTake profit: 4× ATR (2:1 reward-to-risk) when trailing stop is disabledOptional trailing stop: 1.5× ATR, converted correctly to ticks so the broker/exchange handles it preciselyOne position at a time (no pyramiding)10% of equity per trade by defaultNo repaintingThis strategy does not repaint. All conditions are evaluated on confirmed, closed bars only. Higher-timeframe data is requested with lookahead_off and locked to the previously closed HTF bar, which means the signals you see in the history are exactly what you would have seen in real time. Backtest results with Bar Magnifier ON match the results with Bar Magnifier OFF within normal tick-simulation tolerance.What it trades wellBased on extensive testing, the strategy performs best on:Crypto majors — BTC, ETH, SOL, LTC, LINK and similar liquid pairsPrecious metals — gold (XAU), silver (XAG), platinum (XPT), palladium (XPD), copperSelected US equities — a subset of large-cap and mid-cap names from the Russell universeWhere it does not workForex majors and minors — backtests on FX pairs did not produce consistent results. Do not use this strategy on forex.Recommended setupTimeframe: 1 hourSession filter: enabled for US equities (09:30–16:00), disabled for crypto and metals that trade around the clockMTF filter: keep at minimum 2-of-3 agreementStart with the default ATR multipliers (SL 2.0, TP 4.0, Trail 1.5) and tune per instrument if neededDashboardA lightweight panel in the bottom-right corner shows the current signal strength, kernel direction, Stochastic state, VWAP position, higher-timeframe trend for each TF, and live ATR-based SL/TP distances.NotesThis is a systematic strategy — it will sit out of the market for long stretches waiting for confluence, and that is by design. Quality over quantity. Always forward-test on a demo account before going live, and size positions according to your own risk tolerance.Lite version noticeThis is the Lite version of the MASU+ Epanechnikov Edge strategy, published for the TradingView community. It includes the core kernel logic, confluence scoring, and anti-repaint architecture, but with a simplified feature set.The full commercial version (available at berttradetech.com) includes:Advanced multi-layer signal scoring with FinBERT sentiment integrationPer-symbol auto-tuned parameters across 6000+ instrumentsRepeat-loser blacklist and dynamic cooldown logicIntegration with the BertTradeTech signal pipeline and MT5 Expert AdvisorExtended backtest data and live track recordThe Lite version is free to use and fully functional for personal trading and evaluation.

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