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Slope & MA Cross + Acc + Range Filter
Slope & MA Cross + Acceleration + Angle Filter Strategy
This strategy combines Moving Average Velocity (Slope), Momentum Acceleration, Trigonometric Angle Filtering, and Dynamic Risk Management (Shrinking SL) into a unified quantitative trading framework. It is designed to capture early trend reversals while aggressively filtering out sideways/ranging market noise, especially on lower timeframes (e.g., 3-minute or 5-minute charts).
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### 🚀 Key Features
#### 1. Momentum Acceleration (Early Signal Logic)
Instead of waiting for price crossovers or MA slope direction changes—which can introduce lag—the strategy measures the 2nd derivative of the Moving Average (Acceleration):
Acceleration = Current Slope - Previous Slope
This allows the algorithm to detect early deceleration at market bottoms/tops before the Moving Average officially changes direction.
#### 2. Scaled Trigonometric Angle Filter
Ranging markets often trigger costly false signals (whipsaws). The strategy calculates the slope angle using the arctangent function:
Angle = degrees(arctan(Price Change % * Multiplier))
Using an Angle Sensitivity Multiplier, micro percentage changes on short timeframes (e.g., 3m) are scaled across a wider degree spectrum, allowing precise filter fine-tuning to ignore sideways consolidation.
#### 3. Dynamic Shrinking Stop Loss
To protect profits during exhausting trends, the strategy features a Shrinking Stop Loss. When a trade reaches a specific profit threshold and momentum starts fading, the stop-loss level dynamically tightens toward the current price structure.
#### 4. Real-Time Dashboard
The built-in table displays live information including:
- Current Position Status & Market Regime (Trending vs. Ranging)
- MA Slope, Acceleration, and Scaled Angle Values
- Real-Time Open PnL (%) and Total Net Profit ($ / %)
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### ⚙️ How to Use
1. Apply to Chart: Best suited for fast-moving assets on low timeframes (3m / 5m / 15m) using responsive MAs like Hull MA or ALMA.
2. Tune Angle Filter: Adjust Angle Sensitivity Multiplier and Minimum Trend Angle to filter out local consolidation areas.
3. Execution: All trades are executed upon bar confirmation (barstate.isconfirmed) to prevent repainting.
This strategy combines Moving Average Velocity (Slope), Momentum Acceleration, Trigonometric Angle Filtering, and Dynamic Risk Management (Shrinking SL) into a unified quantitative trading framework. It is designed to capture early trend reversals while aggressively filtering out sideways/ranging market noise, especially on lower timeframes (e.g., 3-minute or 5-minute charts).
---
### 🚀 Key Features
#### 1. Momentum Acceleration (Early Signal Logic)
Instead of waiting for price crossovers or MA slope direction changes—which can introduce lag—the strategy measures the 2nd derivative of the Moving Average (Acceleration):
Acceleration = Current Slope - Previous Slope
This allows the algorithm to detect early deceleration at market bottoms/tops before the Moving Average officially changes direction.
#### 2. Scaled Trigonometric Angle Filter
Ranging markets often trigger costly false signals (whipsaws). The strategy calculates the slope angle using the arctangent function:
Angle = degrees(arctan(Price Change % * Multiplier))
Using an Angle Sensitivity Multiplier, micro percentage changes on short timeframes (e.g., 3m) are scaled across a wider degree spectrum, allowing precise filter fine-tuning to ignore sideways consolidation.
#### 3. Dynamic Shrinking Stop Loss
To protect profits during exhausting trends, the strategy features a Shrinking Stop Loss. When a trade reaches a specific profit threshold and momentum starts fading, the stop-loss level dynamically tightens toward the current price structure.
#### 4. Real-Time Dashboard
The built-in table displays live information including:
- Current Position Status & Market Regime (Trending vs. Ranging)
- MA Slope, Acceleration, and Scaled Angle Values
- Real-Time Open PnL (%) and Total Net Profit ($ / %)
---
### ⚙️ How to Use
1. Apply to Chart: Best suited for fast-moving assets on low timeframes (3m / 5m / 15m) using responsive MAs like Hull MA or ALMA.
2. Tune Angle Filter: Adjust Angle Sensitivity Multiplier and Minimum Trend Angle to filter out local consolidation areas.
3. Execution: All trades are executed upon bar confirmation (barstate.isconfirmed) to prevent repainting.
Skrypt open-source
W zgodzie z duchem TradingView twórca tego skryptu udostępnił go jako open-source, aby użytkownicy mogli przejrzeć i zweryfikować jego działanie. Ukłony dla autora. Korzystanie jest bezpłatne, jednak ponowna publikacja kodu podlega naszym Zasadom serwisu.
Wyłączenie odpowiedzialności
Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.
Skrypt open-source
W zgodzie z duchem TradingView twórca tego skryptu udostępnił go jako open-source, aby użytkownicy mogli przejrzeć i zweryfikować jego działanie. Ukłony dla autora. Korzystanie jest bezpłatne, jednak ponowna publikacja kodu podlega naszym Zasadom serwisu.
Wyłączenie odpowiedzialności
Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.