OPEN-SOURCE SCRIPT
Cập nhật MA200 + RSI Pullback + Hard Close
A long-only swing-trading indicator that signals entries when an
uptrending stock pulls back to oversold levels — but only during a
confirmed bullish market regime. Force-exits all signals when SPY
breaks its 200-day MA ("hard close").
═══ RULES ═══
• Entry: Close > MA200 AND RSI(14) < 40 AND SPY > SPY MA200 AND VIX < 30
• Exit : RSI > 70 OR Close < MA200 OR 2×ATR(14) trailing stop
• Hard close: exit ALL signals when SPY < SPY MA200 (regime kill switch)
═══ BACKTEST (499 S&P 500 stocks, 2008–2025, 0.1% commission) ═══
• Sharpe ratio: 1.25
• CAGR: 18.6%
• Max drawdown: -17.2%
• Trades: 1,719
• Win rate: 45.8%
• Avg hold: 18.7 days
═══ WALK-FORWARD VALIDATION ═══
• In-sample (2008–2018) Sharpe: 1.59
• Out-of-sample (2018–2025) Sharpe: 1.11
• IS → OOS degradation: ~30% (acceptable; classic edges often degrade 50%+)
• The hard-close filter cuts max drawdown ~9pp vs. the same strategy
without it — and makes IS/OOS more consistent (less regime-dependent).
═══ HOW TO USE ═══
• Daily timeframe, one ticker at a time (S&P 500 large-caps work best)
• Green triangle below bar = LONG signal
• Red triangle above bar = EXIT signal
• Red background = hard-close regime active (SPY in downtrend)
• Status table top-right = current state at a glance
• Five alert conditions provided (entry, all four exits)
═══ WHY IT WORKS ═══
The MA200 filter avoids catching falling knives. RSI < 40 in an uptrend
catches institutional panic that mean-reverts. The market filter and
hard close prevent participation in broad bear markets where mean-
reversion edges break down (2008, 2020, 2022).
═══ HONEST CAVEATS ═══
• Past performance ≠ future results.
• Backtested with ~10bps round-trip costs; higher costs degrade results.
• This is an INDICATOR, not an auto-executing strategy.
• Tested on US large-caps only. Behavior on small-caps, international,
ETFs, or crypto is untested or shown to underperform.
Not financial advice. Trade your own account. DYOR.
uptrending stock pulls back to oversold levels — but only during a
confirmed bullish market regime. Force-exits all signals when SPY
breaks its 200-day MA ("hard close").
═══ RULES ═══
• Entry: Close > MA200 AND RSI(14) < 40 AND SPY > SPY MA200 AND VIX < 30
• Exit : RSI > 70 OR Close < MA200 OR 2×ATR(14) trailing stop
• Hard close: exit ALL signals when SPY < SPY MA200 (regime kill switch)
═══ BACKTEST (499 S&P 500 stocks, 2008–2025, 0.1% commission) ═══
• Sharpe ratio: 1.25
• CAGR: 18.6%
• Max drawdown: -17.2%
• Trades: 1,719
• Win rate: 45.8%
• Avg hold: 18.7 days
═══ WALK-FORWARD VALIDATION ═══
• In-sample (2008–2018) Sharpe: 1.59
• Out-of-sample (2018–2025) Sharpe: 1.11
• IS → OOS degradation: ~30% (acceptable; classic edges often degrade 50%+)
• The hard-close filter cuts max drawdown ~9pp vs. the same strategy
without it — and makes IS/OOS more consistent (less regime-dependent).
═══ HOW TO USE ═══
• Daily timeframe, one ticker at a time (S&P 500 large-caps work best)
• Green triangle below bar = LONG signal
• Red triangle above bar = EXIT signal
• Red background = hard-close regime active (SPY in downtrend)
• Status table top-right = current state at a glance
• Five alert conditions provided (entry, all four exits)
═══ WHY IT WORKS ═══
The MA200 filter avoids catching falling knives. RSI < 40 in an uptrend
catches institutional panic that mean-reverts. The market filter and
hard close prevent participation in broad bear markets where mean-
reversion edges break down (2008, 2020, 2022).
═══ HONEST CAVEATS ═══
• Past performance ≠ future results.
• Backtested with ~10bps round-trip costs; higher costs degrade results.
• This is an INDICATOR, not an auto-executing strategy.
• Tested on US large-caps only. Behavior on small-caps, international,
ETFs, or crypto is untested or shown to underperform.
Not financial advice. Trade your own account. DYOR.
Phát hành các Ghi chú
A long-only trend mean-reversion system for stocks. It buys qualitynames that are in an uptrend (price > 200-day MA) but temporarily
oversold (RSI < 40) — institutional panic that historically recovers.
Exits on RSI > 70, a close below the 200-MA, or a 2×ATR stop.
WHAT MAKES THIS DIFFERENT
This isn't a backtest fantasy. It was walk-forward validated:
parameters fit on 2008–2018, then tested untouched on 2018–2025.
The edge degraded ~30% out-of-sample — which is GOOD. A degradation
that small means the edge is real, not curve-fit. Most published
scripts hide their out-of-sample results. I lead with mine.
THE "HARD CLOSE" RULE
When SPY drops below its own 200-MA, the system closes everything
regardless of individual signals. This cut max drawdown from -25.9%
to -17.2% across 2008–2025 on the S&P 500 universe.
HONEST LIMITATIONS (rare on TV, I know)
• It's mean-reversion — it WILL catch some falling knives.
• Win rate is ~46%. The edge is in the asymmetry (avg win +8.2%
vs avg loss -3.9%), not in being right often.
• Tested on US large-caps. Don't assume it ports to crypto/forex.
• Backtest uses today's S&P 500 members (survivorship bias), so the
point-in-time numbers would be lower. The walk-forward DEGRADATION
is the honest signal here — not the absolute Sharpe.
HOW TO USE
Daily timeframe, one ticker at a time. The SPY-trend filter and the
VIX < 30 filter are toggles. The status table (top-right) shows
exactly which conditions are met right now.
Open-source under MPL 2.0 — read every line, change what you want.
If it earns a boost, it tells me the honest approach is worth
continuing. Comments welcome, especially critical ones.
Phát hành các Ghi chú
A long-only trend mean-reversion system for stocks. It buys qualitynames that are in an uptrend (price > 200-day MA) but temporarily
oversold (RSI < 40) — institutional panic that historically recovers.
Exits on RSI > 70, a close below the 200-MA, or a 2×ATR stop.
WHAT MAKES THIS DIFFERENT
This isn't a backtest fantasy. It was walk-forward validated:
parameters fit on 2008–2018, then tested untouched on 2018–2025.
The edge degraded ~30% out-of-sample — which is GOOD. A degradation
that small means the edge is real, not curve-fit. Most published
scripts hide their out-of-sample results. I lead with mine.
THE "HARD CLOSE" RULE
When SPY drops below its own 200-MA, the system closes everything
regardless of individual signals. This cut max drawdown from -25.9%
to -17.2% across 2008–2025 on the S&P 500 universe.
HONEST LIMITATIONS (rare on TV, I know)
• It's mean-reversion — it WILL catch some falling knives.
• Win rate is ~46%. The edge is in the asymmetry (avg win +8.2%
vs avg loss -3.9%), not in being right often.
• Tested on US large-caps. Don't assume it ports to crypto/forex.
• Backtest uses today's S&P 500 members (survivorship bias), so the
point-in-time numbers would be lower. The walk-forward DEGRADATION
is the honest signal here — not the absolute Sharpe.
HOW TO USE
Daily timeframe, one ticker at a time. The SPY-trend filter and the
VIX < 30 filter are toggles. The status table (top-right) shows
exactly which conditions are met right now.
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Theo đúng tinh thần TradingView, tác giả của tập lệnh này đã công bố nó dưới dạng mã nguồn mở, để các nhà giao dịch có thể xem xét và xác minh chức năng. Chúc mừng tác giả! Mặc dù bạn có thể sử dụng miễn phí, hãy nhớ rằng việc công bố lại mã phải tuân theo Nội quy.
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Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Mã nguồn mở
Theo đúng tinh thần TradingView, tác giả của tập lệnh này đã công bố nó dưới dạng mã nguồn mở, để các nhà giao dịch có thể xem xét và xác minh chức năng. Chúc mừng tác giả! Mặc dù bạn có thể sử dụng miễn phí, hãy nhớ rằng việc công bố lại mã phải tuân theo Nội quy.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.