OPEN-SOURCE SCRIPT
BTC Trend-Momentum Strategy
A rules-based long/short strategy designed specifically for Bitcoin, combining three complementary components:
Trend filter (EMA 200): Only trades in the direction of the prevailing trend — long above the EMA, short below it.
Volume confirmation (Chaikin Money Flow): Confirms that actual buying or selling pressure supports the trend direction before entering.
Momentum trigger (Stochastic RSI): Times entries when %K crosses back out of oversold/overbought territory, avoiding entries at momentum extremes.
Optional volatility filter (ATR vs. its moving average): Can restrict trading to periods of above-average volatility, filtering out low-volatility chop.
Risk disclosure: This strategy has no built-in stop-loss or take-profit. Positions are only closed by an opposing signal (a long signal closes an existing short and vice versa). This means an open position can theoretically run at a loss for an extended period before the opposite signal triggers. Traders should manage their own risk (position sizing, stops) independently when applying this on a live account.
Backtest settings used: Initial capital $1,000, 0.075% commission per trade, no slippage, 100% equity per trade, tested on BTC/USD from 2018 onward. Past performance does not guarantee future results.
This publication is for educational purposes only and does not constitute financial advice.
Trend filter (EMA 200): Only trades in the direction of the prevailing trend — long above the EMA, short below it.
Volume confirmation (Chaikin Money Flow): Confirms that actual buying or selling pressure supports the trend direction before entering.
Momentum trigger (Stochastic RSI): Times entries when %K crosses back out of oversold/overbought territory, avoiding entries at momentum extremes.
Optional volatility filter (ATR vs. its moving average): Can restrict trading to periods of above-average volatility, filtering out low-volatility chop.
Risk disclosure: This strategy has no built-in stop-loss or take-profit. Positions are only closed by an opposing signal (a long signal closes an existing short and vice versa). This means an open position can theoretically run at a loss for an extended period before the opposite signal triggers. Traders should manage their own risk (position sizing, stops) independently when applying this on a live account.
Backtest settings used: Initial capital $1,000, 0.075% commission per trade, no slippage, 100% equity per trade, tested on BTC/USD from 2018 onward. Past performance does not guarantee future results.
This publication is for educational purposes only and does not constitute financial advice.
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开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。