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업데이트됨 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.
릴리즈 노트
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
릴리즈 노트
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
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.