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Apex MTF Index Model
Apex MTF Index Model is a multi-timeframe (MTF) trading strategy designed specifically for index products like the SPDR S&P 500 ETF Trust.
It combines higher timeframe bias with intraday execution to identify high-probability trend continuation setups.
This model is built around a simple idea:
alignment across timeframes + volatility + timing = edge
🔍 Core Logic
🧭 Higher Timeframe Bias
Uses Monthly, Weekly, and Daily trends
Weighted to prioritize macro direction
Outputs a bullish/bearish probability score
⚡ Intraday Execution
Trades only during the New York session (9:30–11:30)
Uses:
EMA (trend)
VWAP (institutional positioning)
📈 Volatility Filter
Requires ATR expansion
Avoids low-volatility / choppy conditions
🎯 Entry Models
1. Pullback Continuation
Trend-aligned market
Price pulls back to EMA
Continuation in direction of bias
2. Opening Range Breakout (ORB)
Break of the first X minutes range
Confirms strong directional intent
Filtered by higher timeframe bias
🧱 Key Levels
Previous Day High (PDH)
Previous Day Low (PDL)
Used for context, liquidity, and breakout behavior
💰 Risk Management
ATR-based stop loss
Dual take-profit structure:
TP1: Partial at ~1.5R
TP2: Runner at configurable RR (default 2.5R)
Designed to balance:
Consistent base hits
Occasional extended trend capture
📊 What to Expect
Moderate win rate (~35–50%)
Positive expectancy via risk/reward structure
Best performance in:
Trending markets
High volatility sessions
Clear macro bias environments
⚠️ Notes
Not designed for:
Low volatility / range-bound days
Overnight or illiquid sessions
Works best on:
Indices (SPY, futures, major ETFs)
Liquid, trend-following instruments
🚀 Philosophy
This is not a prediction tool.
It is a probability alignment framework.
The goal is simple:
Trade less, but trade when multiple forces agree.
If you want, I can also:
Add a short version (for public library visibility)
Write a more aggressive marketing-style description
Or tailor it specifically if you plan to publish or sell it
It combines higher timeframe bias with intraday execution to identify high-probability trend continuation setups.
This model is built around a simple idea:
alignment across timeframes + volatility + timing = edge
🔍 Core Logic
🧭 Higher Timeframe Bias
Uses Monthly, Weekly, and Daily trends
Weighted to prioritize macro direction
Outputs a bullish/bearish probability score
⚡ Intraday Execution
Trades only during the New York session (9:30–11:30)
Uses:
EMA (trend)
VWAP (institutional positioning)
📈 Volatility Filter
Requires ATR expansion
Avoids low-volatility / choppy conditions
🎯 Entry Models
1. Pullback Continuation
Trend-aligned market
Price pulls back to EMA
Continuation in direction of bias
2. Opening Range Breakout (ORB)
Break of the first X minutes range
Confirms strong directional intent
Filtered by higher timeframe bias
🧱 Key Levels
Previous Day High (PDH)
Previous Day Low (PDL)
Used for context, liquidity, and breakout behavior
💰 Risk Management
ATR-based stop loss
Dual take-profit structure:
TP1: Partial at ~1.5R
TP2: Runner at configurable RR (default 2.5R)
Designed to balance:
Consistent base hits
Occasional extended trend capture
📊 What to Expect
Moderate win rate (~35–50%)
Positive expectancy via risk/reward structure
Best performance in:
Trending markets
High volatility sessions
Clear macro bias environments
⚠️ Notes
Not designed for:
Low volatility / range-bound days
Overnight or illiquid sessions
Works best on:
Indices (SPY, futures, major ETFs)
Liquid, trend-following instruments
🚀 Philosophy
This is not a prediction tool.
It is a probability alignment framework.
The goal is simple:
Trade less, but trade when multiple forces agree.
If you want, I can also:
Add a short version (for public library visibility)
Write a more aggressive marketing-style description
Or tailor it specifically if you plan to publish or sell it
オープンソーススクリプト
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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。