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MFVB - Macro-Filtered Volatility Breakout

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策略核心與原創性: 山寨幣 (Altcoins) 的走勢與比特幣高度相關,單純的技術突破往往會因為大盤下跌而變成假動作。 MFVB (宏觀濾網波動突破策略) 並非一般的技術指標,而是一套由**「跨資產同步演算引擎」**驅動的趨勢系統。本策略內建了硬編碼的邏輯,會自動抓取並分析比特幣 (BINANCE:BTCUSDT) 的即時趨勢數據。透過這種獨特的跨市場分析,系統能確保僅在宏觀環境有利時才執行小幣的突破交易。

主要功能與邏輯:

宏觀守門機制 (Macro Gating): 程式會在背景處理外部的 BTC 趨勢數據 (EMA 200)。這是一個強制性的市場狀態濾網:如果比特幣處於空頭趨勢,即使小幣出現技術面突破,系統也會強制過濾訊號,避免逆勢操作。
波動率突破: 使用經過參數調教的肯特納通道 (Keltner Channels) 來偵測動能爆發。只有在價格突破上軌且通過宏觀濾網檢測時,才會觸發進場。
動態風控: 內建 ATR 動態追蹤止損演算法(圖表上的紅線),會隨著價格波動自動調整以鎖定獲利;若價格跌回通道中線則視為趨勢破壞,立即離場。

用法:

適用標的: 各類具備趨勢性的山寨幣 (如 SOL, ETH, MNT, DOGE 等)。
圖表說明: 藍線為通道範圍,紅線為追蹤止損點。

Concept & Originality: Trading Altcoins is risky because the crypto market is highly correlated with Bitcoin. Standard technical breakouts often fail ("fakeouts") when the broader market is bearish. MFVB is not a standard indicator but a specialized trend system driven by a proprietary Cross-Asset Synchronization Engine. It automatically fetches and analyzes Bitcoin's real-time trend data (BINANCE:BTCUSDT) to filter signals on Altcoins. This hard-coded inter-market logic ensures that trades are only taken when the macro environment is favorable.

Key Features & Logic:

Macro Gating Mechanism (The Gatekeeper): The script processes external BTC trend data (EMA 200) in the background. It applies a Market Regime Filter that forbids long positions on Altcoins if Bitcoin is in a downtrend. This logic is hard-coded to prevent trading against the tide.
Volatility Breakout: Utilizes tuned Keltner Channels to identify genuine volatility expansions. A signal is triggered only when the price breaches the Upper Band AND the Macro Filter is confirmed bullish.
Dynamic Risk Management: Features a built-in ATR-based trailing stop (visualized as the Red Line) which automatically adjusts to volatility to lock in profits, alongside a trend-invalidation exit at the channel median.

Usage:

Target Assets: Any trending Altcoins (e.g., SOL, ETH, MNT, DOGE, etc.).
Visuals:

Blue Lines: Volatility Channel.
Red Line: Dynamic Trailing Stop.

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