Multi-period trend confluence strategy

Thesis

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

name: multi_trend_confluence
weight: 1.0
long_only: false
indicators:
  trend20:  {kind: trend, period: 20,  slope_lookback: 3}
  trend100: {kind: trend, period: 100, slope_lookback: 8}
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: trend20},  op: eq, rhs: {value: 1}}
        - {lhs: {indicator: trend100}, op: eq, rhs: {value: 1}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: trend20},  op: eq, rhs: {value: -1}}
        - {lhs: {indicator: trend100}, op: eq, rhs: {value: -1}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: trend100}, op: eq, rhs: {value: 0}}
risk:
  trailing_stop_pct: 0.07
  cooldown_bars: 8

Indicators

• trend20Trend regime (period 20, slope 3)

  Categorical regime indicator: +1 when price is above EMA(20) AND the EMA is rising over the last 3 bars, -1 in the mirror down-regime, 0 in chop.

• trend100Trend regime (period 100, slope 8)

  Same indicator on a much slower window — captures the broad market regime. Acts as the bigger-picture filter.

Entry conditions

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

• Long when BOTH trend20 = +1 AND trend100 = +1.
• Short when BOTH trend20 = -1 AND trend100 = -1.
• 8-bar cooldown after exit.

Exit conditions

Any of the conditions below will close the position.

• Exit immediately when the slower trend100 regime flips to 0 (chop).
• 7% trailing stop on the runner.

Expected behavior

Trend follower with patience. Long flat periods when the two timeframes disagree, then steady runs when the slow regime turns and the fast one confirms. Drawdowns are deeper because exits wait for chop, not a clean flip.

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

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  TradingView SuperTrend strategy

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