OPEN-SOURCE SCRIPT
Mis à jour RSI-Gauss-WiP
STRATEGY OVERVIEW: RSI-Gauss-WiP Momentum Breakout
THE CONCEPT:
This strategy is designed to capture high-probability trend expansions by combining advanced signal processing with classic momentum oscillators. Instead of using traditional moving averages (which suffer from significant lag), this strategy utilizes an N-Pole Gaussian Filter to create a smoother, more responsive baseline and volatility channel.
THE MECHANICS:
Gaussian Channel: We use a multi-pole Gaussian filter (default: 4 poles) to create a "Filtered True Range" channel. Unlike Bollinger Bands, this channel uses a bell-curve weighting to filter out market noise and focus on the true directional energy of the price.
Stoch-RSI Momentum: We don't just buy breakouts; we confirm them with momentum. The strategy looks for the Stoch-RSI to be at extreme levels (above 80 or below 20), indicating that the breakout is backed by strong cyclical momentum rather than just a random price spike.
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Trend Alignment: Long positions are only taken when the Gaussian Filter is sloping upwards (Green), ensuring we are trading in harmony with the underlying trend.
ENTRY & EXIT LOGIC:
Long Entry:
Gaussian Trend is bullish (sloping up).
Price crosses and closes above the High Band (Volatility Breakout).
Stoch-RSI K-line is above the D-line.
Stoch-RSI is at an extreme momentum reading (>80 or <20).
Long Exit:
Price crosses back under the Gaussian Filter (The midline). This acts as a trailing "equilibrium" stop to protect capital during a trend reversal.
KEY FEATURES:
Lag Reduction: Includes a "Reduced Lag Mode" and "Fast Response Mode" for traders looking to catch turns even earlier.
Clean Interface: The script is optimized for a clean chart—status line values and execution labels are hidden by default to allow you to focus on the price action.
Time-Filtering: Built-in back testing window to analyze performance across specific market regimes.
HOW TO USE:
Timeframes: Works best on the 1H, 4H, and Daily timeframes where Gaussian smoothing is most effective at removing "intra-day noise." Check each timeframe for your specific pair, e.g. BTC-USDC, ETH-USDC, LINK-USDC, etc.
ASSETS:
Optimized for trending assets like BTC, ETH, and high-beta stocks.
Tip: If the market is in a heavy sideways chop, increase the "Poles" (N) to 6 or 8 to increase the smoothness of the filter.
THE CONCEPT:
This strategy is designed to capture high-probability trend expansions by combining advanced signal processing with classic momentum oscillators. Instead of using traditional moving averages (which suffer from significant lag), this strategy utilizes an N-Pole Gaussian Filter to create a smoother, more responsive baseline and volatility channel.
THE MECHANICS:
Gaussian Channel: We use a multi-pole Gaussian filter (default: 4 poles) to create a "Filtered True Range" channel. Unlike Bollinger Bands, this channel uses a bell-curve weighting to filter out market noise and focus on the true directional energy of the price.
Stoch-RSI Momentum: We don't just buy breakouts; we confirm them with momentum. The strategy looks for the Stoch-RSI to be at extreme levels (above 80 or below 20), indicating that the breakout is backed by strong cyclical momentum rather than just a random price spike.
+1
Trend Alignment: Long positions are only taken when the Gaussian Filter is sloping upwards (Green), ensuring we are trading in harmony with the underlying trend.
ENTRY & EXIT LOGIC:
Long Entry:
Gaussian Trend is bullish (sloping up).
Price crosses and closes above the High Band (Volatility Breakout).
Stoch-RSI K-line is above the D-line.
Stoch-RSI is at an extreme momentum reading (>80 or <20).
Long Exit:
Price crosses back under the Gaussian Filter (The midline). This acts as a trailing "equilibrium" stop to protect capital during a trend reversal.
KEY FEATURES:
Lag Reduction: Includes a "Reduced Lag Mode" and "Fast Response Mode" for traders looking to catch turns even earlier.
Clean Interface: The script is optimized for a clean chart—status line values and execution labels are hidden by default to allow you to focus on the price action.
Time-Filtering: Built-in back testing window to analyze performance across specific market regimes.
HOW TO USE:
Timeframes: Works best on the 1H, 4H, and Daily timeframes where Gaussian smoothing is most effective at removing "intra-day noise." Check each timeframe for your specific pair, e.g. BTC-USDC, ETH-USDC, LINK-USDC, etc.
ASSETS:
Optimized for trending assets like BTC, ETH, and high-beta stocks.
Tip: If the market is in a heavy sideways chop, increase the "Poles" (N) to 6 or 8 to increase the smoothness of the filter.
Notes de version
I have renamed the strategy from "RSI-Gauss-WiP" to "RSI-Gauss-Velocity-Strategy-WiP" to make sure it's seen as a strategy and not an indicator.I have also made the following improvements.
Momentum Velocity Exit: The static exits were replaced with a slope exhaustion filter. By tracking the "speed" of the Gaussian filter, the strategy now senses when a trend is getting "tired." It locks in profits before the price actually crashes through the bands.
Asymmetric Profit Protection: Logic was added that only allows "aggressive" momentum exits if the trade is currently in profit. This ensures that losing trades are given enough room to follow the Gaussian math, while winning trades are protected from giving back their gains during "blow-off tops."
Compounding Retention: Hard trailing stops were considered, but they were not allowing the code to take advantage of Bitcoin’s biggest runs, so they were not used. Rather, relying on the Gaussian Velocity, the strategy stays in winning trades longer.
Refined Gaussian Math: The script was updated to Pine Script v6 standards, ensuring the calculation of the 4-pole filter is more efficient and visually responsive on the daily chart.
Improvements from the original script, to this update, from Nov-2014 to Mar-2026 are:
Item Original Update
------------- ---------- ----------
Total P&L +2,610% +45,383%
Drawdown -17.22% -20.28%
Trade Count 60 90
Profit Factor 5.69 5.78
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.