TPFX - Unified Strategy v8.1 (COT + Valuation + S/D + Seasonal)

٢ أكتوبر

TPFX - Unified Strategy v8.1: A 5-in-1 Confluence Model

The TPFX Unified Strategy is a comprehensive trading model that integrates five distinct market analysis modules into a single indicator. Its primary function is to generate high-confluence entry and exit signals by requiring validation across multiple layers of market analysis. This approach aims to minimize noise and focus trading activity on moments of strong directional agreement.

Core Analytical Modules:

1. COT Index (Commitment of Traders): Quantifies the relative extreme positioning of major market participants (Commercials, Large Speculators) over a user-defined lookback period to identify overextended sentiment.
2. COT Momentum: Utilizes Commercial net positioning to detect momentum shifts, based on either a new high/low logic or a Moving Average crossover.
3. Valuation Trigger: Compares the relative performance of the current symbol against a reference asset (e.g., DXY) to determine periods of comparative overvaluation or undervaluation.
4. Supply and Demand (S/D) Zones: Automatically identifies and plots institutional S/D zones based on specific candle patterns. These zones provide precise entry, stop-loss, and dynamic take-profit targets upon activation and retest.
5. Seasonal Filter: Applies a calendar-based constraint to limit trade entry to historically favorable or unfavorable periods for the specific asset.

Key Strategy Features:

* Modular Control: All five modules can be independently enabled or disabled via input settings, allowing the user to customize the required confluence level for signal generation.
* Flexible Exit Management: The strategy supports four primary exit methodologies:
* Fixed TP/SL: Standard point or percentage-based risk management.
* Dynamic (S/D Zones): Uses the S/D zone boundaries for stop-loss and either a fixed R:R ratio or the nearest opposite zone for take-profit.
* Opposite Signal: Closes a position when a full, confirmed signal in the opposite direction is generated.
* Mean Reversion: Closes the position when the COT Index or Valuation Line reverts to a defined mean level.
* Risk Parameters: Includes configurable order size, trade direction filtering (Long, Short, Both), and adjustable parameters for S/D zone detection logic.

v8.1 Update: This version features a syntax correction within the Supply/Demand Zones calculation block to ensure reliable zone detection and trigger logic.

This tool is designed for systematic traders seeking to align their decisions with fundamental flows and order book imbalances.

(Note: Full functionality relies on access to the Commitment of Traders data feed, which may require a subscription.)

١٢ أكتوبر

ملاحظات الأخبار

777009 - TPFX - BSK V8.3

This is not just another indicator; it's a complete, institutional-grade trading framework designed for serious traders. The TPFX - BSK strategy is a powerful confluence tool that allows you to build a robust, rule-based trading system by combining up to five distinct analytical concepts. Each module can be toggled on or off, giving you complete control over your entry logic.

Key Features: The Pillars of Analysis

This strategy integrates powerful modules to identify high-probability trading setups:

1. COT Index Filter: Gauge market sentiment by tracking extreme positioning from "smart money" (Commercials). The strategy filters for trades only when commercials are at historical net-long or net-short extremes, suggesting a potential market reversal.

2. COT Momentum Trigger: Go beyond static levels and identify shifts in institutional momentum. This module can generate signals based on new highs/lows in net positions over a lookback period or via moving average crossovers, signaling that institutions are actively building a position.

3. Valuation Filter: Discover overvalued or undervalued conditions in real-time. By comparing your asset's performance against a key benchmark (like DXY for currencies or ZB1! for bonds), this module identifies moments when the price has deviated significantly from its typical correlated value.

4. Supply & Demand Zones: The core entry trigger. This module automatically identifies, plots, and reacts to high-probability Supply and Demand zones based on explosive price action. It's designed to pinpoint precise entry points where institutional order flow is likely present.

5. Seasonal Filter: Add a powerful time-based filter to your analysis. This module allows you to enable trading only during historically bullish or bearish periods for specific assets (e.g., Gold in December, Oil in Spring). The built-in rules cover major assets like Gold, Oil, Dow Jones, and more.

What's New in v8.3?

Based on user feedback, we've introduced a crucial Hard TP/SL (Safety Net) feature. This allows you to set a maximum risk and reward level in points or percentage that acts as a definitive backstop, regardless of which primary exit method you choose. It's an extra layer of risk management for peace of mind.

How to Use the Strategy

1. Select Your Modules: In the settings, navigate to "0. Strategy Modules" and enable the filters and triggers you want to use for your confluence model.

2. Configure Each Module: Fine-tune the parameters for each active module (e.g., COT lookback period, Valuation levels, S/D zone sensitivity).

3. Choose Your Exit Logic: Under "6. Combined Strategy Parameters," select your preferred exit type:
Fixed TP / SL: Uses a predefined point or percentage target.
Dynamic (S/D Zones): Aims for the nearest opposing zone or uses a fixed R:R ratio.
Opposite Signal: Closes a trade when a valid signal in the opposite direction appears.
Mean Reversion: Exits when the COT Index or Valuation line returns to a mean level.

4. Set Your Risk: Configure your trade size, direction (Long/Short/Both), and your primary Stop Loss and Take Profit parameters. Optionally, enable the Hard TP/SL as a safety net.

5. Backtest Thoroughly: Use TradingView's Strategy Tester to analyze performance on different assets and timeframes. Adjust parameters to find what works best for your trading style.

Backtesting & Strategy Properties

This strategy is designed for realistic backtesting. The default settings are:
Initial Capital: $10,000
Order Size: 1.0 Lot (fixed)
Commission: 0.04% per trade

Important: For meaningful results, ensure your backtest includes a sufficient number of trades (ideally >100) and that the position sizing is realistic for your own risk tolerance. The fixed lot size is a default; always adjust according to your own risk management rules.

Disclaimer

This is a tool for analysis, not a financial advice or signal service. Trading involves substantial risk, and past performance is not indicative of future results. All decisions to buy or sell are your own responsibility. Always conduct your own research and backtest thoroughly before trading with real capital.

Credits

This script utilizes the official TradingView/LibraryCOT/2 for fetching Commitment of Traders data.