TVC:GOLD | G1 Intrabar Auto v6 — Strategy by a0101054
By a0101054
Performance Metrics
- Author: a0101054
- Symbol: TVC:GOLD
- Timeframe: 1 day
- Net P&L: +12,338,307.40 USD (+12,338.31%)
- Win Rate: 43.3%
- Profit Factor: 2.65
- Max Drawdown: 698,694.10 USD (11.43%)
- Total Trades: 240
Description
# TVC GOLD | G1 Intrabar Auto v6## Release Notes / 发行说明 (CN + EN)### 中文（简体）**版本定位**- 这是一个日线趋势跟随策略（Long-only），核心目标是用“突破 + 回踩再收复”双引擎捕捉主升段。- 本版本支持盘中触发（intrabar），用于减少“只在收盘成交”的执行偏差。**核心逻辑（简述）**- 入场引擎 A：Donchian 突破入场（带小缓冲）。- 入场引擎 B：回踩快线后再收复（pullback reclaim）入场。- 趋势过滤：价格在 EMA200 上方才允许做多。- 风控层： - ATR 初始止损 + 分阶段移动止损。 - 回撤缩放（Drawdown scaling）动态降低仓位。 - 可选风险上限（risk-cap）和最大敞口上限（exposure cap）。**本次发布重点**- 保留盘中触发执行模型（`process_orders_on_close=false` + `calc_on_every_tick=true`）。- 强化参数稳定性，优先控制回撤一致性与可复现性。- 保留提醒条件（Alert Conditions）： - `Long Intrabar Trigger` - `Exit Intrabar Trigger`**使用建议**- 推荐先在 `TVC:GOLD` 日线图运行，再根据你的交易成本与滑点做微调。- 请使用与你账户更接近的手续费/滑点参数，避免回测偏乐观。- 若你使用自动提醒，请先小仓位验证 2-4 周执行一致性。**风险披露（重要）**- 本脚本仅用于研究与教育，不构成任何投资建议或收益承诺。- 历史回测结果不代表未来表现；不同券商、时区、数据修正、滑点与成交规则都会导致结果差异。- 极端行情（跳空、流动性骤降、黑天鹅）可能导致止损偏离与回撤放大。**社区合规说明**- 不展示或暗示“保证收益”“稳定翻倍”等结论。- 不鼓励盲目跟单；请独立评估风险承受能力。- 发表策略时请附带回测区间、交易成本假设与主要限制条件。---### English**Version Scope**- This is a daily trend-following strategy (Long-only) built to capture major upswings via a dual-engine entry model: breakout + pullback reclaim.- This release keeps intrabar execution enabled to reduce close-only fill bias.**Core Logic (Short)**- Entry Engine A: Donchian breakout with a small breakout buffer.- Entry Engine B: Pullback below fast EMA followed by reclaim.- Trend Filter: Long entries allowed only when price is above EMA200.- Risk Stack: - ATR-based initial stop + staged trailing stop. - Drawdown-based position scaling. - Optional risk-cap sizing and max exposure cap.**What Is Updated In This Release**- Intrabar execution model preserved (`process_orders_on_close=false`, `calc_on_every_tick=true`).- Parameter stability improvements with priority on drawdown consistency and reproducibility.- Alert conditions retained: - `Long Intrabar Trigger` - `Exit Intrabar Trigger`**Usage Notes**- Start on `TVC:GOLD` daily chart, then tune costs/slippage to your real execution environment.- Use realistic commission and slippage values; otherwise backtests may be overly optimistic.- If using alerts for execution, validate with small size first for 2-4 weeks.**Risk Disclosure (Important)**- This script is for research and educational purposes only. It is not investment advice and does not promise returns.- Past performance does not guarantee future results.- Results may vary due to broker emulator behavior, session/timezone settings, data revisions, slippage, and liquidity conditions.- Extreme events (gaps, low liquidity, tail risk) can expand drawdowns and degrade exits.**Community Compliance Statement**- No guaranteed-return claims.- No copy-trade solicitation.- Always disclose backtest window, cost assumptions, and major limitations when publishing.