Qullamagi EMA Breakout Autotrade (Crypto Futures L+S)

14 нояб.

Title: Qullamagi EMA Breakout – Crypto Autotrade

Overview

A crypto-focused, Qullamagi-style EMA breakout strategy built for autotrading on futures and perpetual swaps.

It combines a 5-MA trend stack (EMA 10/20, SMA 50/100/200), volatility contraction boxes, volume spikes and an optional higher-timeframe 200-MA filter. The script supports both long and short trades, partial take profit, trailing MA exits and percent-of-equity position sizing for automated crypto futures trading.

Key Features (Crypto)

• Qullamagi MA Breakout Engine – trades only when price is aligned with a strong EMA/SMA trend and breaks out of a tight consolidation range. Longs use: Close > EMA10 > EMA20 > SMA50 > SMA100 > SMA200. Shorts are the mirror condition with all MAs sloping in the trend direction.
  
• Strict vs Loose Modes – Strict (Daily) is designed for cleaner swing trades on 1H–4H (full MA stack, box+ATR and volume filters, optional HTF filter). Loose (Intraday) focuses on 10/20/50 alignment with relaxed filters for more frequent 15m–30m signals.
  
• Volatility & Volume Filters for Crypto – ATR-based box height limit to detect volatility contraction, wide-candle filter to avoid chasing exhausted breakouts, and a volume spike condition requiring current volume to exceed an SMA of volume.
  
• Higher-Timeframe Trend Filter (Optional) – uses a 200-period SMA on a higher timeframe (default: 1D). Longs only when HTF close is above the HTF 200-SMA, shorts only when it is below, helping avoid trading against dominant crypto trends.
  
• Autotrade-Oriented Trade Management – position size as % of equity, initial stop anchored to a chosen MA (EMA10 / EMA20 / SMA50) with optional buffer, partial take profit at a configurable R-multiple, trailing MA exit for the remainder, and an optional cooldown after a full exit.
  

Markets & Timeframes

• Best suited for BTC, ETH and major altcoin futures/perpetuals (Binance, Bybit, OKX, etc.).
  
• Strict preset: 1H–4H charts for classic Qullamagi-style trend structure and fewer fake breakouts.
  
• Loose preset: 15m–30m charts for higher trade frequency and more active intraday trading.
  
• Always retune ATR length, box length, volume multiplier and position size for each symbol and exchange.
  

Strategy Logic (Quick Summary)

Long (Strict): MA stack in bullish alignment with all MAs sloping up → tight volatility box (ATR-based) → volume spike above SMA(volume) × multiplier → breakout above box high (close or intrabar) → optional HTF close above 200-SMA.

Short: Mirror logic: bearish MA stack, tight box, volume spike and breakdown below box low with optional HTF downtrend.

Best Practices for Crypto

• Backtest on each symbol and timeframe you plan to autotrade, including commissions and slippage.
  
• Start on higher timeframes (1H/4H) to learn the behavior, then move to 15m–30m if you want more signals.
  
• Use the higher-timeframe filter when markets are strongly trending to reduce counter-trend trades.
  
• Keep position-size percentage conservative until you fully understand the drawdowns.
  
• Forward-test / paper trade before connecting to live futures accounts.
  

Webhook / Autotrade Integration

• Designed to work with TradingView webhooks and external crypto trading bots.
  
• Alert messages include structured fields such as: EVENT=ENTRY / SCALE_OUT / EXIT, SIDE=LONG / SHORT, STRATEGY=Qullamagi_MA.
  
• Map each EVENT + SIDE combination to your bot logic (open long/short, partial close, full close, etc.) on your preferred exchange.
  

Important Notes & Disclaimer

Crypto markets are highly volatile and can change regime quickly. Backtest and forward-test thoroughly before using real capital. Higher timeframes generally produce cleaner MA structures and fewer fake breakouts.

This strategy is for educational and informational purposes only and does not constitute financial advice. Trading leveraged crypto products involves substantial risk of loss. Always do your own research, manage risk carefully, and never trade with money you cannot afford to lose.

6 дней назад

Информация о релизе

Qullamaggie MA Breakout L+S – Crypto Autotrade v2.5

Qullamaggie-style 5-MA breakout + pullback strategy for auto-trading crypto futures/perpetuals via webhooks and external bots.
In my own testing, it has shown its most consistent performance on ETHUSDT.P (Binance), 1H timeframe with a 5-MA set of 5, 15, 67, 200, 350 – but you should always verify this yourself with your own backtests and risk settings.

Quick Highlights

• []5-MA trend stack for strong trend filtering
  – My preferred crypto setup: MA lengths = 5, 15, 67, 200, 350 (e.g. EMA5 / EMA15 / SMA67 / SMA200 / SMA350)
  – Original default: EMA10 / EMA20 / SMA50 / SMA100 / SMA200
  []Two entry types: volatility-box breakout (BREAKOUT) and pullback-to-MA entries after a breakout (PULLBACK).
  []Optional filters: ADX trend strength, RSI overbought/oversold, and higher-timeframe 200-MA trend filter (default HTF = 1D).
  []Risk management: % of equity position sizing, RR-based partial take profit, trailing MA stop, optional breakeven stop, hard stop, and time-based exit for losing trades.
  []On-chart dashboard: Win/Loss, Win Rate, CAGR vs Buy&Hold, Max Drawdown, Profit Factor, Calmar, Sharpe, Sortino, Skewness, Average Trade %, and current Equity.
  []Webhook-ready alert fields for bot integration:
  EVENT=ENTRY/SCALE_OUT/EXIT, SIDE=LONG/SHORT, TYPE=BREAKOUT/PULLBACK, STRATEGY=Qullamaggie_MA

Basic Logic (Short Version)

• []Trend – Require bullish MA order for longs (Close > MA1 > MA2 > MA3 > MA4 > MA5) and bearish order for shorts (mirror), with MA slopes aligned with the trend (strict mode).
  []Entry – Enter on:
  – Box breakout with volume spike and acceptable candle size, or
  – Pullback toward a chosen MA after a recent breakout, with optional bounce candle + softer volume requirement.
  
• Exits – Initial risk defined from entry to first stop; optional partial TP at a user-defined R-multiple; remaining position follows a trailing MA (plus optional breakeven and hard stop). A time-based exit can close long-running losing trades.
  

Recommended Use

1. []Best suited for BTC, ETH and major altcoin futures/perps (Binance, Bybit, OKX, etc.).
   []In my tests, the combo ETHUSDT.P (Binance), 1H timeframe, MA lengths 5 / 15 / 67 / 200 / 350 has been the most robust – but this is not a guarantee, just a personal reference point.
   []Strict (Daily) preset → 1H–4H swing trading with stricter trend/box/volume filters and fewer but cleaner trades.
   []Loose (Intraday) preset → 15m–30m for more trade frequency and active intraday styles.
   []Always re-tune MA lengths, ATR/box settings, volume multipliers and position size per symbol and exchange (and include realistic fees + slippage in backtests).
   []Before going live: backtest → forward-test / paper trade → then scale up size slowly.
   

Disclaimer
This script is for educational and informational purposes only and does not constitute financial advice.
Trading leveraged crypto futures and perpetuals is highly risky and can lead to substantial losses.
Always do your own research, thoroughly backtest and forward-test, and never trade with money you cannot afford to lose.