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VolumeLong & short1h4h1d

VFI Volume Flow strategy

Long when smart-money flow turns positive and crosses up; short on the mirrored signal.

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Thesis

Long when smart-money flow turns positive and crosses up; short on the mirrored signal.

Fits Volume 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.

Slow oscillator — fewer trades than a price-based crossover, but each one is volume-confirmed. Equity curve is patient: long quiet stretches punctuated by participation surges.

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: VFI — Volume Flow crossover with zero-line filter
  category: volume
  skill: intermediate
name: vfi
weight: 1.0
long_only: false
indicators:
  vfi:
    kind: vfi
    length: 130
    coef: 0.2
    vcoef: 2.5
    signal_length: 5
    smooth_vfi: false
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: vfi, field: vfi}, op: crosses_up, rhs: {indicator: vfi, field: signal}}
        - {lhs: {indicator: vfi, field: vfi}, op: gt, rhs: {value: 0}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: vfi, field: vfi}, op: crosses_down, rhs: {indicator: vfi, field: signal}}
        - {lhs: {indicator: vfi, field: vfi}, op: lt, rhs: {value: 0}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: vfi, field: vfi}, op: crosses_down, rhs: {indicator: vfi, field: signal}}
    - {lhs: {indicator: vfi, field: vfi}, op: crosses_up, rhs: {indicator: vfi, field: signal}}
risk:
  trailing_stop_pct: 0.04
  cooldown_bars: 3

Indicators

  • vfiVFI (length 130, signal EMA 5)

    Port of LazyBear's Volume Flow Indicator: signed volume normalised by price-noise and recent volume average, with an EMA signal smoother. Positive readings = accumulation, negative = distribution.

Entry conditions

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

  • Long when VFI crosses up through its signal line AND VFI is above zero (confirmed accumulation).
  • Short on the mirrored down-cross below zero.

Exit conditions

Any of the conditions below will close the position.

  • Opposite VFI/signal crossover closes the trade.
  • 4% trailing stop, 3-bar cooldown.

Expected behavior

Slow oscillator — fewer trades than a price-based crossover, but each one is volume-confirmed. Equity curve is patient: long quiet stretches punctuated by participation surges.

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.

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