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更新済 RORO System Oscillator
RORO System Oscillator
This strategy is designed to capture market regimes and optimize exposure according to prevailing trends and momentum. It combines advanced trend detection with momentum filters to systematically decide when to be “risk-on” (aggressive) or “risk-off” (defensive).
How It Works:
Trend Detection:
Utilizes ALMA (Arnaud Legoux Moving Average) and VWMA (Volume Weighted Moving Average) to identify the market’s direction.
These trend indicators help the system recognize both short-term and medium-term market movements.
Momentum Confirmation:
Uses Rate of Change (RoC) to measure momentum.
Positions are only taken when momentum aligns with the trend, avoiding weak or sideways markets.
Risk-On / Risk-Off Logic:
The system dynamically adjusts exposure depending on market conditions:
Risk-On: Aggressive entries when trend and momentum are favorable.
Risk-Off: Defensive or no exposure during uncertain or choppy conditions.
Performance Metrics:
Provides a complete view of performance with Sortino, Sharpe, Calmar, Omega ratios, and maximum drawdown.
Includes portfolio equity visualization for clear tracking of system growth and risk.
Why Use This System:
Helps traders avoid periods of high risk and low probability trades.
Combines multiple layers of confirmation—trend and momentum—for disciplined entries.
Ideal for systematic traders who want a rules-based approach to market regimes.
Fully transparent with performance metrics to monitor robustness and risk-adjusted returns.
Notes:
Designed for use on various timeframes; optimal results may depend on asset class and timeframe.
Always combine with proper position sizing and risk management practices.
This strategy is educational and designed to demonstrate a systematic trading framework; results may vary in live conditions.
This strategy is designed to capture market regimes and optimize exposure according to prevailing trends and momentum. It combines advanced trend detection with momentum filters to systematically decide when to be “risk-on” (aggressive) or “risk-off” (defensive).
How It Works:
Trend Detection:
Utilizes ALMA (Arnaud Legoux Moving Average) and VWMA (Volume Weighted Moving Average) to identify the market’s direction.
These trend indicators help the system recognize both short-term and medium-term market movements.
Momentum Confirmation:
Uses Rate of Change (RoC) to measure momentum.
Positions are only taken when momentum aligns with the trend, avoiding weak or sideways markets.
Risk-On / Risk-Off Logic:
The system dynamically adjusts exposure depending on market conditions:
Risk-On: Aggressive entries when trend and momentum are favorable.
Risk-Off: Defensive or no exposure during uncertain or choppy conditions.
Performance Metrics:
Provides a complete view of performance with Sortino, Sharpe, Calmar, Omega ratios, and maximum drawdown.
Includes portfolio equity visualization for clear tracking of system growth and risk.
Why Use This System:
Helps traders avoid periods of high risk and low probability trades.
Combines multiple layers of confirmation—trend and momentum—for disciplined entries.
Ideal for systematic traders who want a rules-based approach to market regimes.
Fully transparent with performance metrics to monitor robustness and risk-adjusted returns.
Notes:
Designed for use on various timeframes; optimal results may depend on asset class and timeframe.
Always combine with proper position sizing and risk management practices.
This strategy is educational and designed to demonstrate a systematic trading framework; results may vary in live conditions.
リリースノート
How It Works:Trend Detection:
Utilizes ALMA (Arnaud Legoux Moving Average) and VWMA (Volume Weighted Moving Average) to identify the market’s direction.
These trend indicators help the system recognize both short-term and medium-term market movements.
Momentum Confirmation:
Uses Rate of Change (RoC) to measure momentum.
Positions are only taken when momentum aligns with the trend, avoiding weak or sideways markets.
Risk-On / Risk-Off Logic:
The system dynamically adjusts exposure depending on market conditions:
Risk-On: Aggressive entries when trend and momentum are favorable.
Risk-Off: Defensive or no exposure during uncertain or choppy conditions.
Performance Metrics:
Provides a complete view of performance with Sortino, Sharpe, Calmar, Omega ratios, and maximum drawdown.
Includes portfolio equity visualization for clear tracking of system growth and risk.
Why Use This System:
Helps traders avoid periods of high risk and low probability trades.
Combines multiple layers of confirmation—trend and momentum—for disciplined entries.
Ideal for systematic traders who want a rules-based approach to market regimes.
Fully transparent with performance metrics to monitor robustness and risk-adjusted returns.
Notes:
Designed for use on various timeframes; optimal results may depend on asset class and timeframe.
Always combine with proper position sizing and risk management practices.
This strategy is educational and designed to demonstrate a systematic trading framework; results may vary in live conditions.
Fixes:
Fixed the way the code calculates the set metrics on the performance table, should be calculated in a way where no misleading should happen
リリースノート
RORO System OscillatorThis strategy is designed to capture market regimes and optimize exposure according to prevailing trends and momentum. It combines advanced trend detection with momentum filters to systematically decide when to be “risk-on” (aggressive) or “risk-off” (defensive).
How It Works:
Trend Detection:
Utilizes ALMA (Arnaud Legoux Moving Average) and VWMA (Volume Weighted Moving Average) to identify the market’s direction.
These trend indicators help the system recognize both short-term and medium-term market movements.
Momentum Confirmation:
Uses Rate of Change (RoC) to measure momentum.
Positions are only taken when momentum aligns with the trend, avoiding weak or sideways markets.
Risk-On / Risk-Off Logic:
The system dynamically adjusts exposure depending on market conditions:
Risk-On: Aggressive entries when trend and momentum are favorable.
Risk-Off: Defensive or no exposure during uncertain or choppy conditions.
Performance Metrics:
Provides a complete view of performance with Sortino, Sharpe, Calmar, Omega ratios, and maximum drawdown.
Includes portfolio equity visualization for clear tracking of system growth and risk.
Why Use This System:
Helps traders avoid periods of high risk and low probability trades.
Combines multiple layers of confirmation—trend and momentum—for disciplined entries.
Ideal for systematic traders who want a rules-based approach to market regimes.
Fully transparent with performance metrics to monitor robustness and risk-adjusted returns.
Notes:
Designed for use on various timeframes; optimal results may depend on asset class and timeframe.
Always combine with proper position sizing and risk management practices.
This strategy is educational and designed to demonstrate a systematic trading framework; results may vary in live conditions.
How It Works:
Trend Detection:
Utilizes ALMA (Arnaud Legoux Moving Average) and VWMA (Volume Weighted Moving Average) to identify the market’s direction.
These trend indicators help the system recognize both short-term and medium-term market movements.
Momentum Confirmation:
Uses Rate of Change (RoC) to measure momentum.
Positions are only taken when momentum aligns with the trend, avoiding weak or sideways markets.
Risk-On / Risk-Off Logic:
The system dynamically adjusts exposure depending on market conditions:
Risk-On: Aggressive entries when trend and momentum are favorable.
Risk-Off: Defensive or no exposure during uncertain or choppy conditions.
Performance Metrics:
Provides a complete view of performance with Sortino, Sharpe, Calmar, Omega ratios, and maximum drawdown.
Includes portfolio equity visualization for clear tracking of system growth and risk.
Why Use This System:
Helps traders avoid periods of high risk and low probability trades.
Combines multiple layers of confirmation—trend and momentum—for disciplined entries.
Ideal for systematic traders who want a rules-based approach to market regimes.
Fully transparent with performance metrics to monitor robustness and risk-adjusted returns.
Notes:
Designed for use on various timeframes; optimal results may depend on asset class and timeframe.
Always combine with proper position sizing and risk management practices.
This strategy is educational and designed to demonstrate a systematic trading framework; results may vary in live conditions.
Fixes:
Fixed equity curve issue/completely removed it because it messed with the oscillator itself
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
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。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
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。