๐Ÿงช Strategy Tester

โ† Back to MTFCM

๐Ÿ“ˆ Market

1m
5m
15m
30m
1h
4h

โš–๏ธ Calculation Engine

Direction (60%) + Momentum (40%) per TF
Select individual components. Each scores ยฑ1 per TF. Hover any button for explanation.
๐Ÿ“ Direction โ€” Where is price heading?
๐Ÿ•ฏ๏ธ Candle
๐Ÿ“Š Moving Averages
Type:
Periods: 7 9 12 21 50 100 200
Select MA types and periods above. Price โ‰ฅ MA checks price vs each MA. Alignment checks if MAs are stacked in trend order.
๐Ÿ“ˆ Momentum โ€” How strong is the move?
โšก Confirmation โ€” Does volume/body confirm the direction?
๐Ÿ•ฏ๏ธ Candle Patterns โ€” Recognized candlestick formations
AllNone
Single Candle
Two Candle
Three Candle
Each detected pattern scores based on its type: Bullish โ†’ +1, Bearish โ†’ โˆ’1, Neutral โ†’ 0
๐Ÿ“ก Market Signals โ€” Real-time alert conditions

๐ŸŽฏ Signal Thresholds

Score 0-100%. Buy threshold and above โ†’ BUY. Sell threshold and below โ†’ SELL. Between โ†’ NEUTRAL.
How many TFs must individually agree before a BUY/SELL signal fires. 0 = off (score alone decides). Prevents one dominant TF from faking the signal.
After a signal change, ignore new signals for this many minutes. 0 = off (next signal fires immediately).

๐Ÿ’ฐ Trade Rules

SL follows highest price minus this %
For every X% gain, SL moves up X%

Tests every combination. Green=profit ยท Red=loss ยท ๐Ÿ†=best. Classic tests 4 methods ร— 8 modifier combos. Modular tests 4 methods ร— 6 component groups.

๐Ÿ“‹ Complete Rules & Methodology

1. Two Calculation Modes

Classic: Each TF scored via Direction (60%) + Momentum (40%). Modifiers (Body/Vol) adjust TF weight.
Modular: You pick individual components and configure MA types/periods. Each enabled component returns ยฑ1 per TF. Average of all enabled component scores = TF score. Then TF weight method applies. More granular control.

2. Classic โ€” Direction [-1 to +1]

Candle dir ยฑ0.25 ยท Close position ยฑ0.25 ยท Price/EMA21 ยฑ0.25 ยท EMA21/EMA50 ยฑ0.25

3. Classic โ€” Momentum [-1 to +1]

RSI zone ยฑ0.5 ยท RSI dir ยฑ0.15 ยท MACD hist ยฑ0.25 ยท MACD cross ยฑ0.3 (clamped ยฑ1)

4. Modular Components

Candle: Candle Dir (bull+1/bearโˆ’1), Close Pos (maps 0-1โ†’โˆ’1 to +1)
Moving Averages: Choose MA types (EMA, SMA, VWAP) and periods (7, 9, 12, 21, 50, 100, 200).
  โ€ข Price โ‰ฅ MA: Checks price vs each selected Typeร—Period combo. All above โ†’ +1, all below โ†’ โˆ’1, mixed โ†’ proportional.
  โ€ข MA Alignment: Checks if MAs stack in trend order (MA7 > MA12 > MA21 for bull). Perfect stack โ†’ +1, reversed โ†’ โˆ’1. Needs 2+ periods.
Momentum: RSI Zone (gradual ยฑ1), RSI Dir (ยฑ0.7), MACD Hist (ยฑ1), MACD Cross (+1/โˆ’1/0)
Confirmation: Body Size (large body confirms candle direction ยฑ1, smallโ†’0), Volume Ratio (high vol confirms direction ยฑ1, lowโ†’โˆ’0.5). These score WITH the candle direction.
Candle Patterns (19): Each individually selectable. Singles: Doji, Hammer, Inv Hammer, Hanging Man, Shooting Star, Marubozu, Spinning Top. Doubles: Bull/Bear Engulfing, Bull/Bear Harami, Piercing, Dark Cloud, Tweezer Top/Bot. Triples: Morning/Evening Star, 3 Soldiers, 3 Crows.
Market Signals: Vol (spike/high/low), MACD (up/down/cross), RSI (OB/OS), Wick rejections, Body/Indecision

5. Signal Thresholds

โ‰ฅBuy threshold + aligned TFs met โ†’ BUY ยท โ‰คSell threshold + aligned TFs met โ†’ SELL ยท Otherwise โ†’ NEUTRAL
Min aligned TFs requires that many TFs to individually agree before signal fires (0=off). Cooldown locks signal for N minutes (0=off). Min Volume requires vol ratio above threshold.

6. Trailing Stop Options

None: Fixed SL only.
Breakeven: SL moves to entry when 50% of TP reached.
Trailing %: SL follows highest-price-since-entry minus trail%. Always ratchets up.
Step: For every X% price rises, SL moves up X%. E.g. step=1%: price +2%โ†’SL moves +2% from entry.

7. Trade Execution

Entry: BUY โ†’ open at close. Exits: SL (lowโ‰คSL), TP (highโ‰ฅTP), Signal (SELL/NEUTRAL). Spot only, no shorts. Fees on entry+exit.

8. All Combinations Matrix

Classic mode: 4 methods ร— 8 modifier combos (None/Body/Vol/Ind/Body+Vol/Body+Ind/Vol+Ind/All) = 32 tests.
Modular mode: 4 methods ร— 6 component groups (Dir/Dir+Mom/Dir+Mom+Confirm/Dir+Mom+Pat/Dir+Mom+Sig/Full) = 24 tests.
Finds which setup works best for the selected coin & period.

9. Limitations

Uses close prices; real execution differs. SL/TP on candle high/low. Historical โ‰  future. Educational only.