PROTECTED SOURCE SCRIPT
TSMOM 5TF LONGS ONLY
Description:
This script is a robust implementation of the Time Series Momentum (TSMOM) strategy, designed to capture high-probability trends by analyzing 5 different timeframes (MTF) simultaneously while applying a sophisticated Volatility Targeting mechanism to manage position sizing.
How it Works:
The strategy evaluates price direction across five user-defined timeframes (from scalping levels to daily trends). Each timeframe contributes a weighted value to a master "Momentum Score":
Multi-Timeframe Consensus: Entries are only triggered when the aggregate trend strength (Score) exceeds a specific confidence threshold.
No-Trade Zone Filter: This feature prevents overtrading in choppy, sideways markets by requiring a minimum momentum conviction before switching direction.
Advanced Risk Management (Vol Targeting):
Unlike static strategies, this script utilizes Dynamic Volatility Targeting. It automatically scales the position size (qty) based on the asset's current volatility (Standard Deviation):
High Volatility: The script scales down position size to protect equity from large swings.
Low Volatility: The script increases size to maximize capital efficiency when the trend is stable.
Max Leverage Cap: Includes a safety limit to ensure the strategy stays within realistic simulation bounds.
Key Features:
Real-Time Debug Table: A visual HUD on your chart displaying the status of all 5 TFs, current momentum score, sigma (volatility), and calculated position units.
Independent Alert System: Built with specific alertcondition triggers for LONG ONLY signals, making it easy to connect to Webhooks (3Commas, Cornix, etc.) or mobile notifications.
Highly Adaptive: Fully customizable lookback periods, timeframe weights, and risk percentages.
How to Use:
Configure Timeframes: Set your 5 preferred TFs and their respective lookback periods in the inputs.
Define Risk: Adjust the Target Vol and Max Risk % to match your personal trading plan.
Filter Noise: Use the Score Threshold to fine-tune how much momentum is required to trigger a trade.
This script is a robust implementation of the Time Series Momentum (TSMOM) strategy, designed to capture high-probability trends by analyzing 5 different timeframes (MTF) simultaneously while applying a sophisticated Volatility Targeting mechanism to manage position sizing.
How it Works:
The strategy evaluates price direction across five user-defined timeframes (from scalping levels to daily trends). Each timeframe contributes a weighted value to a master "Momentum Score":
Multi-Timeframe Consensus: Entries are only triggered when the aggregate trend strength (Score) exceeds a specific confidence threshold.
No-Trade Zone Filter: This feature prevents overtrading in choppy, sideways markets by requiring a minimum momentum conviction before switching direction.
Advanced Risk Management (Vol Targeting):
Unlike static strategies, this script utilizes Dynamic Volatility Targeting. It automatically scales the position size (qty) based on the asset's current volatility (Standard Deviation):
High Volatility: The script scales down position size to protect equity from large swings.
Low Volatility: The script increases size to maximize capital efficiency when the trend is stable.
Max Leverage Cap: Includes a safety limit to ensure the strategy stays within realistic simulation bounds.
Key Features:
Real-Time Debug Table: A visual HUD on your chart displaying the status of all 5 TFs, current momentum score, sigma (volatility), and calculated position units.
Independent Alert System: Built with specific alertcondition triggers for LONG ONLY signals, making it easy to connect to Webhooks (3Commas, Cornix, etc.) or mobile notifications.
Highly Adaptive: Fully customizable lookback periods, timeframe weights, and risk percentages.
How to Use:
Configure Timeframes: Set your 5 preferred TFs and their respective lookback periods in the inputs.
Define Risk: Adjust the Target Vol and Max Risk % to match your personal trading plan.
Filter Noise: Use the Score Threshold to fine-tune how much momentum is required to trigger a trade.
نص برمجي محمي
تم نشر هذا النص البرمجي كمصدر مغلق. ومع ذلك، يمكنك استخدامه بحرية ودون أي قيود - تعرف على المزيد هنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي محمي
تم نشر هذا النص البرمجي كمصدر مغلق. ومع ذلك، يمكنك استخدامه بحرية ودون أي قيود - تعرف على المزيد هنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.