OPEN-SOURCE SCRIPT
FP - SMA Crossover + Regime + Hold Filter
This indicator is the visual implementation of Strategy 270, one of the top-performing systems from my quantitative backtesting pipeline (XAUUSD H1, walk-forward OOS validation).
What it does
It identifies high-probability long entries using a three-layer confirmation system, and manages exits with a dual grace period that prevents premature closes during pullbacks within a healthy trend.
Entry conditions (all must be true):
SMA Fast (15) crosses above SMA Slow (200) — trend shift confirmed
Price is above the Regime SMA (200) — macro structure is bullish
Price is at least 0.61% above EMA200 — minimum distance from the mean, filters low-conviction setups near the line
Exit logic — two layers:
Layer 1: SMA15 crosses below SMA200, OR price has been below the Regime SMA for N consecutive bars (grace_bars = 8)
Layer 2: If the exit trigger is caused by being below the regime (not a clean crossunder), the system waits for a second confirmation window (grace_bars_2 = 12) before closing. This eliminates false exits on brief pullbacks.
Minimum hold filter:
No exit is allowed during the first 96 bars after entry (4 days on H1). This comes directly from trade analysis: in backtesting, trades closed before 96 bars had a win rate near 0% and destroyed net P&L. Trades held between 8 and 20 days showed 73% win rate. The yellow dot marks the moment the hold lock is released — from that bar onward, exits are active.
Visual elements:
🟢 Green triangle below bar — long entry signal
🔴 Red triangle above bar — exit signal
🟡 Yellow dot — hold period unlocked (exits now active)
Green background — position is open
Lines: SMA15 (orange), SMA200 (blue), EMA200 (purple dashed), Regime SMA (gray)
Three built-in alerts: entry, exit, and hold unlock.
Recommended timeframe: H1. All parameters are adjustable from the inputs panel — the defaults match the optimized backtest configuration.
This indicator does not repaint. Entry and exit signals are generated on bar close.
What it does
It identifies high-probability long entries using a three-layer confirmation system, and manages exits with a dual grace period that prevents premature closes during pullbacks within a healthy trend.
Entry conditions (all must be true):
SMA Fast (15) crosses above SMA Slow (200) — trend shift confirmed
Price is above the Regime SMA (200) — macro structure is bullish
Price is at least 0.61% above EMA200 — minimum distance from the mean, filters low-conviction setups near the line
Exit logic — two layers:
Layer 1: SMA15 crosses below SMA200, OR price has been below the Regime SMA for N consecutive bars (grace_bars = 8)
Layer 2: If the exit trigger is caused by being below the regime (not a clean crossunder), the system waits for a second confirmation window (grace_bars_2 = 12) before closing. This eliminates false exits on brief pullbacks.
Minimum hold filter:
No exit is allowed during the first 96 bars after entry (4 days on H1). This comes directly from trade analysis: in backtesting, trades closed before 96 bars had a win rate near 0% and destroyed net P&L. Trades held between 8 and 20 days showed 73% win rate. The yellow dot marks the moment the hold lock is released — from that bar onward, exits are active.
Visual elements:
🟢 Green triangle below bar — long entry signal
🔴 Red triangle above bar — exit signal
🟡 Yellow dot — hold period unlocked (exits now active)
Green background — position is open
Lines: SMA15 (orange), SMA200 (blue), EMA200 (purple dashed), Regime SMA (gray)
Three built-in alerts: entry, exit, and hold unlock.
Recommended timeframe: H1. All parameters are adjustable from the inputs panel — the defaults match the optimized backtest configuration.
This indicator does not repaint. Entry and exit signals are generated on bar close.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.