OPEN-SOURCE SCRIPT
RSI-Gauss-Velocity-Strategy-WiP
Strategy Overview: RSI-Gauss-Velocity-Strategy-WiP
This high-performance strategy captures trend expansions by combining N-Pole Gaussian Filter signal processing with Stochastic RSI momentum. Unlike traditional moving averages, the Gaussian Filter creates a responsive, low-lag baseline and volatility channel designed to filter market noise and focus on true directional energy.
The Mechanics
Gaussian Channel: Uses a 4-pole bell-curve weighting to create a "Filtered True Range".
Momentum Confirmation: Entries require Stoch-RSI to be at extreme levels (>80 or <20) to ensure breakouts are backed by cyclical momentum.
Trend Alignment: Longs are only taken when the Gaussian trend is sloping upward.
Key Logic Upgrades
Momentum Velocity Exit: Replaces static exits with a slope exhaustion filter that senses when a trend is "tired," locking in profits before a price crash.
Asymmetric Profit Protection: Allows aggressive momentum exits only when in profit, giving losing trades room to breathe while protecting gains during "blow-off tops".
Compounding Retention: Avoids hard trailing stops to stay in winning trades longer, significantly boosting compounding potential.
Performance Evolution (Nov 2014 – Mar 2026)
The optimized version represents a massive leap in efficiency over the original script:
Total P&L: Increased from +2,610% to +45,383%.
Profit Factor: Improved from 5.69 to 5.78.
Drawdown: Maintained at a stable -20.28% despite the exponential profit increase.
Optimized for: BTC, ETH, and high-beta trending assets on 1H, 4H, and Daily timeframes.
This high-performance strategy captures trend expansions by combining N-Pole Gaussian Filter signal processing with Stochastic RSI momentum. Unlike traditional moving averages, the Gaussian Filter creates a responsive, low-lag baseline and volatility channel designed to filter market noise and focus on true directional energy.
The Mechanics
Gaussian Channel: Uses a 4-pole bell-curve weighting to create a "Filtered True Range".
Momentum Confirmation: Entries require Stoch-RSI to be at extreme levels (>80 or <20) to ensure breakouts are backed by cyclical momentum.
Trend Alignment: Longs are only taken when the Gaussian trend is sloping upward.
Key Logic Upgrades
Momentum Velocity Exit: Replaces static exits with a slope exhaustion filter that senses when a trend is "tired," locking in profits before a price crash.
Asymmetric Profit Protection: Allows aggressive momentum exits only when in profit, giving losing trades room to breathe while protecting gains during "blow-off tops".
Compounding Retention: Avoids hard trailing stops to stay in winning trades longer, significantly boosting compounding potential.
Performance Evolution (Nov 2014 – Mar 2026)
The optimized version represents a massive leap in efficiency over the original script:
Total P&L: Increased from +2,610% to +45,383%.
Profit Factor: Improved from 5.69 to 5.78.
Drawdown: Maintained at a stable -20.28% despite the exponential profit increase.
Optimized for: BTC, ETH, and high-beta trending assets on 1H, 4H, and Daily timeframes.
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免責事項
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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。