Wheat ran from $5.00 to $6.38 in two months (+27.6%). Pulled back to $5.87 (-8%). The 12H SHORT series extended past its average — the averaging strategy is adding long.
---
Score breakdown (20.0 total):
Deviation: 9.3 — Commodity price compressing toward moving averages after a trend run.
Series × 0.5: -1.5 — mixed signal, slight drag. Not the strength of the setup.
ALMA Overheat (Cur>Avg): 7.2
- 1D: 4.1 → 1D ALMA SHORT series at 1.70× average
- 3D: 3.1 → 3D ALMA SHORT series at 1.17× average
Two timeframes contributing simultaneously. The 1D is the primary trigger.
No VWAP component. No SMC component. Pure deviation + ALMA overheat play.
---
ALMA Averaging Strategy (12H, OANDA):
Cur S=5, Avg S=3.5 → 1.43× overheat on the 12H SHORT series. Long Add active.
Recent closed LONG cycles from this strategy on WHEAT:
- +9.71%
- +11.26%
- +6.025%
- +4.063%
- +2.565%
Five consecutive profitable closes during the Feb–Mar uptrend. The current short series is the pullback inside that trend.
---
EMA picture (MTF):
- 1H: Below EMA — Cur S=8, Avg S=5.7 → 1.40× overheat
- 4H: Below EMA — recovering
- 1D/3D/1W: Dev% positive — above on the bigger picture (uptrend intact)
- 15m: Above EMA
Wheat's macro trend is bullish (1D/1W above EMA). The current 1H/4H weakness is the pullback entry window.
FVG / SMC (1D):
- FVG Bull cluster: $5.839, $5.903, $5.840, $5.911 — multiple bull zones stacked $5.84–$5.91 (March 15–22). Current price is sitting IN this support zone.
- FVG Raid Bull: $5.992 (17.03), $6.071 (12.03) — prior resistance, now tested
- FVG Bear overhead: $6.251–$6.340 (primary target zone)
- FVG Bear upper: $6.449–$6.504 (extended target)
- Deep FVG Bull: $5.40–$5.45 (floor below floor)
- Score chart: Short Score peaked at ~100 around March 9–10 (price high $6.38), now unwinding. Long Score recovering to 20.0.
---
Strategy mechanics (Long Only, 12H):
Entry condition: each 12H bar where ALMA signal = SHORT and (Cur S − Avg S) ≥ 1. Currently: Cur S=5, Avg S=3.5 → diff=1.5 — condition met, adds firing.
Position sizing: 25% of equity per bar. Max 4 adds (pyramiding=4) → up to 100% deployed.
Current adds: strategy has already opened positions during the current SHORT series at ~$5.80–$5.87. Each new 12H bar with signal=SHORT and diff≥1 adds another 25%.
Exit condition: ALMA signal = LONG and the LONG series has become overheated: (Cur L − Avg L) ≥ 1.
Hard stop: 10% from average entry price (strategy default). If avg entry ~$5.85 → hard SL triggers at ~$5.27.
12H ATR = 1.2%. 1D ATR = 2.95%. This is a commodity CFD — volatility is a fraction of crypto. Position sizing changes accordingly.
One note on context: WHEAT is a macro asset. Tariffs, Iran dynamics, USD strength — all of these move wheat independently of any technical setup. The ALMA averaging works here because wheat is structurally mean-reverting over long periods. The 23-year backtest confirms the pattern exists. It also confirms the edge is thin. Trade the extreme, not the average.
---
Score breakdown (20.0 total):
Deviation: 9.3 — Commodity price compressing toward moving averages after a trend run.
Series × 0.5: -1.5 — mixed signal, slight drag. Not the strength of the setup.
ALMA Overheat (Cur>Avg): 7.2
- 1D: 4.1 → 1D ALMA SHORT series at 1.70× average
- 3D: 3.1 → 3D ALMA SHORT series at 1.17× average
Two timeframes contributing simultaneously. The 1D is the primary trigger.
No VWAP component. No SMC component. Pure deviation + ALMA overheat play.
---
ALMA Averaging Strategy (12H, OANDA):
Cur S=5, Avg S=3.5 → 1.43× overheat on the 12H SHORT series. Long Add active.
Recent closed LONG cycles from this strategy on WHEAT:
- +9.71%
- +11.26%
- +6.025%
- +4.063%
- +2.565%
Five consecutive profitable closes during the Feb–Mar uptrend. The current short series is the pullback inside that trend.
---
EMA picture (MTF):
- 1H: Below EMA — Cur S=8, Avg S=5.7 → 1.40× overheat
- 4H: Below EMA — recovering
- 1D/3D/1W: Dev% positive — above on the bigger picture (uptrend intact)
- 15m: Above EMA
Wheat's macro trend is bullish (1D/1W above EMA). The current 1H/4H weakness is the pullback entry window.
FVG / SMC (1D):
- FVG Bull cluster: $5.839, $5.903, $5.840, $5.911 — multiple bull zones stacked $5.84–$5.91 (March 15–22). Current price is sitting IN this support zone.
- FVG Raid Bull: $5.992 (17.03), $6.071 (12.03) — prior resistance, now tested
- FVG Bear overhead: $6.251–$6.340 (primary target zone)
- FVG Bear upper: $6.449–$6.504 (extended target)
- Deep FVG Bull: $5.40–$5.45 (floor below floor)
- Score chart: Short Score peaked at ~100 around March 9–10 (price high $6.38), now unwinding. Long Score recovering to 20.0.
---
Strategy mechanics (Long Only, 12H):
Entry condition: each 12H bar where ALMA signal = SHORT and (Cur S − Avg S) ≥ 1. Currently: Cur S=5, Avg S=3.5 → diff=1.5 — condition met, adds firing.
Position sizing: 25% of equity per bar. Max 4 adds (pyramiding=4) → up to 100% deployed.
Current adds: strategy has already opened positions during the current SHORT series at ~$5.80–$5.87. Each new 12H bar with signal=SHORT and diff≥1 adds another 25%.
Exit condition: ALMA signal = LONG and the LONG series has become overheated: (Cur L − Avg L) ≥ 1.
Hard stop: 10% from average entry price (strategy default). If avg entry ~$5.85 → hard SL triggers at ~$5.27.
12H ATR = 1.2%. 1D ATR = 2.95%. This is a commodity CFD — volatility is a fraction of crypto. Position sizing changes accordingly.
One note on context: WHEAT is a macro asset. Tariffs, Iran dynamics, USD strength — all of these move wheat independently of any technical setup. The ALMA averaging works here because wheat is structurally mean-reverting over long periods. The 23-year backtest confirms the pattern exists. It also confirms the edge is thin. Trade the extreme, not the average.
トレード終了: 利益確定目標に到達
BoaBias / Goldfinch_song
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
BoaBias / Goldfinch_song
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。