Quantura - Quantitative Algorythm

30 авг.

Introduction
“Quantura – Quantitative Algorithm” is an invite-only Pine Script strategy designed for multi-timeframe analysis, combining technical filters with user-adjustable fundamental sentiment. It was primarily developed for cryptocurrency markets but can also be applied across other assets such as Forex, stocks, and indices. The goal is to generate structured trade signals through a confluence of techniques rather than relying on a single indicator.

Originality & Value
Quantura is not a simple mashup of indicators. Its originality comes from how multiple layers of analysis are integrated into a single decision framework. Instead of showing indicators separately, the strategy only issues trades when several conditions align simultaneously:

• RSI entry triggers confirm overbought/oversold reversals.
  
• Market structure on a higher timeframe confirms trend direction.
  
• Order block detection highlights zones of concentrated supply and demand.
  
• Premium/Discount zones identify potential over- and undervaluation.
  
• HTF EMA provides trend confirmation.
  
• Optional candlestick patterns strengthen reversal or continuation signals.
  
• An optional correlation filter compares the main asset to a reference instrument.
  

This design forces agreement between different methodologies (momentum, structure, value, volume, sentiment), which reduces noise compared to using them in isolation.

Functionality & Indicators

• Entry trigger: RSI exits from extreme zones.
  
• Filters: Only valid when all selected filters (HTF structure, EMA, order blocks, premium/discount, candlesticks, correlation, volume) confirm the direction.
  
• Fundamental bias: User-defined sentiment and analysis settings (bullish, bearish, neutral) influence whether long or short trades are permitted.
  
• Exits: ATR-based take profit and stop loss, with optional breakeven, opposite-signal exit, and session-end exit.
  
• Visualization: Buy/Sell markers, trend-colored candles, and an optional dashboard summarizing indicator status.
  

Parameters & Customization

• Timeframes: Independent HTF and LTF selection.
  
• Trading direction: Long / Short / Both.
  
• Session and weekday filters.
  
• RSI length and thresholds.
  
• Filters: HTF structure, order blocks, premium/discount, EMA, candlestick, ATR volatility, volume zones, correlation.
  
• Exit rules: ATR multipliers for TP/SL, breakeven logic, session-end exit, opposite-signal exit.
  
• Visuals: Toggle signals, candles, dashboard, custom colors.
  

Default Properties (Strategy Settings)

• Initial Capital: 200,000 USD
  
• Position Size: 1 BTC
  
• Commission: 0.25%
  
• Slippage: enabled (1 tick)
  
• Pyramiding: 0 (one position at a time)
  

Note: The position sizing of 1 BTC per trade is intentionally set for backtesting demonstration. Most traders prefer to risk 1-5% of equity.

Backtesting & Performance
Backtests on BTCUSD (2 years) with the above defaults showed:

• 103 trades
  
• Win rate: 42%
  
• Profit factor: 1.3
  
• Maximum drawdown: 10%
  

These results illustrate how the confluence model behaves, but they are not predictive of future performance. Users should re-test with their own preferred symbols, settings, and timeframes.

Risk Management

• ATR-based stops and targets scale with volatility.
  
• Commission and slippage are included by default for realistic modeling.
  
• Opposite-signal exit helps capture trend reversals.
  
• Session-end exit can close intraday positions before illiquid hours.
  
• Breakeven option protects profits when available.
  

Although the default allocation uses 1 BTC per trade for demonstration, this is not a recommendation. Users are encouraged to adjust risk sizing downwards to sustainable levels (commonly 1-5%).

Limitations & Market Conditions

• Performs best in volatile, liquid markets (e.g., crypto).
  
• May struggle in prolonged sideways markets with low volatility.
  
• News events and fundamentals outside user inputs can override signals.
  

Usage Guide

1. Add “Quantura – Quantitative Algorithm” to your chart in strategy mode.
   
2. Select HTF and LTF timeframes, trading direction, and session filters.
   
3. Configure confluence filters (structure, EMA, order blocks, premium/discount, candlestick, correlation, volume).
   
4. Set sentiment and analysis bias in fundamental settings.
   
5. Adjust ATR multipliers and exits.
   
6. Review buy/sell signals and analyze performance in the Strategy Tester.
   

Author & Access
Developed 100% by Quantura. Distributed as an Invite-Only script. Access is granted upon request. Details are provided in the Author’s Instructions field.

Important: This description complies with TradingView’s Script Publishing Rules and House Rules. It does not guarantee profitability, avoids unrealistic claims, and explains how the strategy integrates multiple methods into a coherent decision framework.

30 авг.

Информация о релизе

Changed the default Settings.