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更新済 TWS
TWS — Trend Waiting Strategy is an algorithmic trading strategy for ETHUSDT on the 1‑hour chart that waits for a confirmed directional move before entering trades.
It uses a fixed maximum risk per position of up to 2% of current equity and aims to balance return, drawdowns and robustness across different market regimes.
Concept and logic
The strategy operates on the ETHUSDT 1‑hour timeframe and is intended to participate mainly in sustained trends rather than reacting to every short‑term fluctuation.
It applies a trend‑filtering mechanism to identify when a directional bias is present, then uses predefined entry rules, stop placement and exit conditions to manage each trade.
The core idea is to reduce trading activity during choppy, sideways environments and concentrate exposure in periods where price movement aligns with the detected trend.
Risk profile and position sizing
The strategy uses a fixed maximum risk per trade: each position is sized so that, if the initial stop loss is hit, the loss does not exceed 2% of the current account equity.
Position size is calculated from the distance between the entry price and the initial stop level, so wider stops lead to smaller position sizes while keeping the monetary risk within the predefined limit.
In historical testing, the strategy goes through normal drawdown phases and flat periods without profit, which is typical for systematic trend‑following approaches.
Default backtest settings
The default properties are intended for a realistic backtest environment on ETHUSDT 1‑hour data.
They include a fixed initial capital (for example, 10 000 USDT), percentage‑based order size, and non‑zero commission and slippage settings to better approximate trading costs.
Results are based on a multi‑year sample of ETHUSDT 1‑hour data with a sufficient number of trades to cover different types of market conditions.
Usage and limitations
This strategy is provided for educational and research purposes to illustrate one way of combining trend‑filtering with fixed‑fractional risk management.
It does not guarantee profit and does not constitute investment advice. Backtest results are hypothetical and depend on the chosen settings and data quality.
Past performance does not guarantee future results, and using any strategy involves the risk of partial or total loss of capital.
It uses a fixed maximum risk per position of up to 2% of current equity and aims to balance return, drawdowns and robustness across different market regimes.
Concept and logic
The strategy operates on the ETHUSDT 1‑hour timeframe and is intended to participate mainly in sustained trends rather than reacting to every short‑term fluctuation.
It applies a trend‑filtering mechanism to identify when a directional bias is present, then uses predefined entry rules, stop placement and exit conditions to manage each trade.
The core idea is to reduce trading activity during choppy, sideways environments and concentrate exposure in periods where price movement aligns with the detected trend.
Risk profile and position sizing
The strategy uses a fixed maximum risk per trade: each position is sized so that, if the initial stop loss is hit, the loss does not exceed 2% of the current account equity.
Position size is calculated from the distance between the entry price and the initial stop level, so wider stops lead to smaller position sizes while keeping the monetary risk within the predefined limit.
In historical testing, the strategy goes through normal drawdown phases and flat periods without profit, which is typical for systematic trend‑following approaches.
Default backtest settings
The default properties are intended for a realistic backtest environment on ETHUSDT 1‑hour data.
They include a fixed initial capital (for example, 10 000 USDT), percentage‑based order size, and non‑zero commission and slippage settings to better approximate trading costs.
Results are based on a multi‑year sample of ETHUSDT 1‑hour data with a sufficient number of trades to cover different types of market conditions.
Usage and limitations
This strategy is provided for educational and research purposes to illustrate one way of combining trend‑filtering with fixed‑fractional risk management.
It does not guarantee profit and does not constitute investment advice. Backtest results are hypothetical and depend on the chosen settings and data quality.
Past performance does not guarantee future results, and using any strategy involves the risk of partial or total loss of capital.
リリースノート
Updated leverage limits and simplified entry conditions保護スクリプト
このスクリプトのソースコードは非公開で投稿されています。 ただし、制限なく自由に使用できます – 詳細はこちらでご確認ください。
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。
保護スクリプト
このスクリプトのソースコードは非公開で投稿されています。 ただし、制限なく自由に使用できます – 詳細はこちらでご確認ください。
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。