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Trend followingLong & short15m1h4h1d

Market Structure (BOS/CHoCH) strategy

Catch the first bar of a Change-of-Character — early reversal signal off swing structure.

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Thesis

Catch the first bar of a Change-of-Character — early reversal signal off swing structure.

Fits Trend following setups — works best when the underlying market behavior matches the thesis, and breaks down when it doesn't. Pair with the backtester's walk-forward mode before committing real capital.

Patient — CHoCH signals are sparse by design. The strategy sits flat for long stretches and then catches the early bar of a regime change.

YAML rule-set

Paste this into the Strategy Designer's Text tab, or use the dashboard button above to load it as a template.

_template:
  title: Market Structure — BOS / CHoCH trend follow
  category: trend_following
  skill: intermediate
name: market_structure
weight: 1.0
long_only: false
indicators:
  ms:
    kind: market_structure
    swing_length: 50
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: ms, field: choch_signal}, op: gt, rhs: {value: 0}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: ms, field: choch_signal}, op: lt, rhs: {value: 0}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: ms, field: choch_signal}, op: gt, rhs: {value: 0}}
    - {lhs: {indicator: ms, field: choch_signal}, op: lt, rhs: {value: 0}}
risk:
  trailing_stop_pct: 0.04
  cooldown_bars: 5

Indicators

  • msMarket Structure (swing length 50)

    Clean-room SMC tool that tracks swing pivots and emits Break-of-Structure (BOS) plus Change-of-Character (CHoCH) signals as the regime flips. The choch_signal field is +1 on bullish CHoCH, -1 on bearish.

Entry conditions

The bot opens a position the bar after every condition below has fired.

  • Long on bullish CHoCH — the first sign of an up-regime.
  • Short on bearish CHoCH.

Exit conditions

Any of the conditions below will close the position.

  • An opposite-direction CHoCH closes the position.
  • 4% trailing stop, 5-bar cooldown.

Expected behavior

Patient — CHoCH signals are sparse by design. The strategy sits flat for long stretches and then catches the early bar of a regime change.

Equity-curve character, not a return forecast. Backtests are not promises about live performance.

Try it on your own data

Open the template in the dashboard to backtest it on BTC, ETH, or any CCXT symbol — or copy the YAML into the Strategy Designer to edit it first.

Open in dashboard →

Past behavior on backtests is not a guarantee of future performance. Markets change; rule sets need re-validation. Trade at your own risk.