Awesome

Comprehensive Intelligent Trading Indicator System

Based on traditional indicators and modern machine learning concepts, I will build a comprehensive trading system that integrates trend, oscillation, volume, and volatility. This system is divided into two major modules: Trend Capture Engine and Oscillation Game Engine.

I. Core Design Concept of the System

Core Concept: Market State Identification → Dynamic Strategy Switching → Multi-dimensional Signal Resonance → Intelligent Risk Management

```

Market State Detection → Strategy Selection → Signal Filtering → Position Management → Dynamic Adjustment

```

II. Trend Capture Engine (For Trend Markets)

1. Trend Confirmation Module (Triple Validation)

```

Trend Confirmation = ADX Trend Strength + Moving Average System Arrangement + Price Channel Breakthrough

```

Indicator Combination:

· ADX(14) Trend Strength Filter:

· ADX < 20 → No Trend (Disable Trend Strategy)

· 20 ≤ ADX < 30 → Weak Trend (Light Position)

· ADX ≥ 30 → Strong Trend (Normal Position)

· ADX ≥ 40 → Extremely Strong Trend (Can Add Positions)

· Multi-Period Moving Average System:

```

Ultra Short-term: EMA(5, 9) # Entry Timing

Short-term: EMA(20) # Trend Direction

Mid-term: EMA(50) # Trend Support

Long-term: EMA(200) # Bull-Bear Boundary

```

Trend Scoring Formula:

```

Bull Trend Score = Price > EMA20 ? 1:0 + Price > EMA50 ? 1:0 + Price > EMA200 ? 1:0 + EMA20 > EMA50 ? 1:0 + EMA50 > EMA200 ? 1:0

Bear Trend Score = Price < EMA20 ? 1:0 + Price < EMA50 ? 1:0 + Price < EMA200 ? 1:0 + EMA20 < EMA50 ? 1:0 + EMA50 < EMA200 ? 1:0

Trend Strength = (Bull Trend Score - Bear Trend Score) / 5 * 100%

```

· Price Channel Confirmation:

```

Donchian Channel (20) = [Highest 20-Day High, Lowest 20-Day Low]

Bollinger Bands(20,2) + Keltner Channel

```

2. Trend Entry Signal Module (Requires At Least 2/3 Resonance)

A. MACD Advanced Signal System:

```

Traditional MACD(12,26,9) + MACD Histogram Momentum + MACD Zero Axis Cross

Entry Conditions:

1. MACD Golden Cross + Histogram Turns Positive + Price > EMA20

2. MACD Again Crosses Above Zero Axis (Strong Signal)

3. MACD Bottom Divergence + Breakthrough Descending Trend Line

```

B. Parabolic SAR Advanced Usage:

```

SAR(0.02,0.02,0.2) + ATR Dynamic Adjustment

Entry Conditions: SAR Point Switch Position + Volume Expansion Confirmation

Stop Loss: SAR Point + 1x ATR Buffer

```

C. Triple Exponential Smoothing System:

```

TRIX(18) + TRIX Signal Line(9) + TRIX Momentum

Entry Conditions:

1. TRIX Crosses Above Signal Line + TRIX > 0

2. TRIX Bottom Divergence + Price Breakthrough Key Resistance

```

3. Trend Positioning and Exit Module

Dynamic Tracking Stop Loss System:

```

Initial Stop Loss: Entry Price ± (2.5 × ATR(14))

Trailing Stop Loss:

1. Parabolic SAR Tracking

2. Recent Swing Low/High ± (1 × ATR)

3. Floating Profit Drawdown Take Profit: Retracting from the Highest Point (3 × ATR)

Gradual Profit-Taking Strategy:

First Target: 1:1 Risk-Reward Ratio (Close 30%)

Second Target: 1:2 Risk-Reward Ratio (Close 30%)

Remaining Position: Trailing Stop Until Trend Reverses

```

3. Oscillation Game Engine (For Oscillating Markets)

1. Oscillating Market Recognition Module

Oscillation Confirmation Indicator:

```

Oscillation Coefficient = (Bollinger Band Width / ATR) × (1 - ADX/100)

Oscillating Market Conditions:

1. ADX < 25

2. Bollinger Band Contraction (Width < Average Width)

3. Price Fluctuates Up and Down EMA20 < 3%

4. RSI Oscillates Between 30-70

```

2. Overbought and Oversold Capture System

A. Multi-Time Frame RSI System:

```

RSI(14) + RSI(28) + RSI Smoothing(9)

Overbought Signal: RSI(14) > 70 and RSI(28) > 60 and Price Touching Upper Bollinger Band

Oversold Signal: RSI(14) < 30 and RSI(28) < 40 and Price Touching Lower Bollinger Band

```

B. True Strength Index (Ultimate Oscillator) Advanced Usage:

```

UO(7,14,28) + UO Signal Line(6)

Buy Signal: UO<30 + Bottom Divergence + Price at Support Level

Sell Signal: UO > 70 + Top Divergence + Price at Resistance Level

```

C. Volume-Weighted Oscillation Indicator:

```

Combine OBV/PVI with Oscillation Indicators:

OBV_RSI = RSI(14) × (1 + OBV Change Rate)

When Price is Oversold but OBV Starts to Rise → Strong Buy Signal

When Price is Overbought but OBV Starts to Decline → Strong Sell Signal

```

3. Support and Resistance Trading System

Intelligent Trading Based on VPVR:

```

1. Identify Key VPVR Nodes:

- High Volume Nodes (POC): Strong Support/Resistance

- Low Volume Areas: Price Easily Passes Quickly

2. Trading Rules:

Long Position: Price Pullback to POC Support + Oscillation Indicator Oversold

Short Selling: Price Rebounds to POC Resistance + Oscillation Indicator Overbought

3. Stop Loss Settings:

Long Position: Below Support POC (1.5 × ATR)

Short Position: Above POC Resistance (1.5 × ATR)

```

4. Intelligent Switching and Signal Filtering System

1. Market State Intelligent Recognition

```

Market State = f(ADX, Moving Average Arrangement, Bollinger Band Width, ATR Change Rate)

Trending Market Weight = (ADX Weight × 0.4 + Moving Average Arrangement Weight × 0.3 + Channel Expansion Weight × 0.3)

Oscillating Market Weight = 1 - Trending Market Weight

Decision Threshold:

- Trending Market Weight > 0.7 → Enable Trend Capture Engine

- Oscillating Market Weight > 0.6 → Enable Oscillation Game Engine

- Between 0.4-0.6 → Mixed Strategy, Reduce Position

```

2. Multi-Dimensional Signal Resonance Score

Each Trade Must Meet Signal Resonance Score ≥ 75 Points (Total 100):

```

Trend Trading Score (Each Item 0-20 Points):

1. Consistent Trend Direction (Moving Averages + ADX + Channels)

2. Entry Timing (MACD/TRIX/SAR Signal)

3. Volume Confirmation (PVI/OBV Combination)

4. Price Position (Far from Key Resistance/Support)

5. Suitable Volatility (Moderate ATR)

Oscillation Trading Score (Each Item 0-25 Points):

1. Oscillating Market Confirmation

2. Overbought and Oversold Extreme Positions

3. Support and Resistance Effectiveness (VPVR)

4. Volume Coordination (Low Volume Pullback/High Volume Breakthrough)

```

3. Intelligent Position Management System

```

Basic Risk: Risk per Trade ≤ Account 2%

Dynamic Adjustment Factor:

1. Market State Factor: Trending Market (1.0) / Oscillating Market (0.5) / Mixed Market (0.75)

2. Signal Strength Factor: Resonance Score/100

3. Volatility Factor: Current ATR/Average ATR

Final Position = (Basic Risk × Account Balance) / (Stop Loss Point × Point Value)

× Market State Factor × Signal Strength Factor × (1/Volatility Factor)

```

5. Advanced Warning and Risk Control System

1. Divergence Detection Engine

Multi-Indicator Divergence System:

```

Price Divergence with MACD

Price Divergence with RSI

Price Divergence with OBV

Price Divergence with Volume (via VPVR)

Price Divergence with Volatility (ATR Anomaly)

Divergence Level:

- Single Indicator Divergence: Focus

- Dual Indicator Resonance Divergence: Prepare

- Triple Divergence or More: Strong Signal

```

2. Anomalous Volatility Warning

```

ATR Anomaly Detection:

Current ATR > 2×Average ATR(20) → Volatility Warning

Current ATR < 0.5×Average ATR(20) → Possible Breakthrough Warning

Volume Anomaly:

Current Volume > 3×Average Volume(20) → Focus on Direction Breakthrough

```

3. Capital Curve Protection Mechanism

```

Retracement Control:

Single-Day Maximum Loss ≤ Account 5%

Three Consecutive Losses → Reduce Position by 50%

Three Consecutive Losses → Suspend Trading, Reevaluate

Profit Protection:

Floating Profit Drawdown Exceeds 30% → Partial Closing

Cumulative Profit Drawdown Exceeds 10% → Reduce Risk Exposure

```

6. Practical Operation Process

Daily/Weekly Analysis Process:

Step 1: Market State Diagnosis

1. Check ADX Value to Determine Trend Strength

2. Analyze Moving Average Arrangement

3. Check Bollinger Band Width and Price Position

4. Assess Key VPVR Positions

Step 2: Strategy Selection

· Trending Market: Focus on Breakthroughs and Pullback Buying Opportunities

· Oscillating Market: Focus on Overbought/Oversold and Range Trading

· Transition Period: Light Position Trial Orders, Waiting for Confirmation

Step 3: Signal Scanning

· Trend Signals: MACD Golden Cross and Dead Cross, SAR Reversal, TRIX Cross

· Oscillation Signals: RSI Overbought/Oversold, Price Touching Channel Boundaries

· Volume Signal: OBV/PVI Changes, Anomalous Volume Increase

Step 4: Trade Execution

1. Calculate Signal Resonance Score

2. Determine Entry Points, Stop Loss Points, Target Levels

3. Calculate Dynamic Positioning

4. Set Conditional Orders

Step 5: Position Management

1. Daily Check of Stop Loss Position

2. Adjust Trailing Stop Loss according to ATR

3. Gradual Profit-Taking Execution

4. Monitor Divergences and Anomalous Signals

7. Indicator Parameter Optimization Suggestions

For Different Markets:

```

Cryptocurrency (High Volatility):

- ATR Multiple: 2.5-3

- Moving Average Period: 5, 20, 50, 150

- RSI Overbought/Oversold: 75/25

Stocks/Forex (Moderate Volatility):

- ATR Multiple: 2-2.5

- Moving Average Period: 9, 26, 52, 200

- RSI Overbought/Oversold: 70/30

Index/ETF (Low Volatility):

- ATR Multiple: 1.5-2

- Moving Average Period: 10, 30, 60, 250

- RSI Overbought/Oversold: 65/35

```

8. System Advantages and Precautions

Advantages:

1. Adaptive Market: Automatically Identify Trend/Comprehensive Intelligent Trading Indicator System

Based on traditional indicators and modern machine learning concepts, I will construct a comprehensive trading system that integrates trend + oscillation + volume + volatility. This system is divided into two main modules: Trend Capture Engine and Oscillation Game Engine.

1. Core Design Philosophy of the System

Core Concept: Market State Recognition → Dynamic Strategy Switching → Multi-Dimensional Signal Resonance → Intelligent Risk Management

```

Market State Detection → Strategy Selection → Signal Filtering → Position Management → Dynamic Adjustment

```

2. Trend Capture Engine (For Trending Markets)

1. Trend Confirmation Module (Triple Validation)

```

Trend Confirmation = ADX Trend Strength + Moving Average System Arrangement + Price Channel Breakthrough

```

Indicator Combination:

· ADX(14) Trend Strength Filter:

· ADX < 20 → No Trend (Disable Trend Strategy)

· 20 ≤ ADX < 30 → Weak Trend (Light Position)

· ADX ≥ 30 → Strong Trend (Normal Position)

· ADX ≥ 40 → Extremely Strong Trend (Can Add Positions)

· Multi-Period Moving Average System:

```

Ultra Short-term: EMA(5, 9) # Entry Timing

Short-term: EMA(20) # Trend Direction

Mid-term: EMA(50) # Trend Support

Long-term: EMA(200) # Bull-Bear Boundary

```

Trend Scoring Formula:

```

Bull Trend Score = Price > EMA20 ? 1:0 + Price > EMA50 ? 1:0 + Price > EMA200 ? 1:0 + EMA20 > EMA50 ? 1:0 + EMA50 > EMA200 ? 1:0

Bear Trend Score = Price < EMA20 ? 1:0 + Price < EMA50 ? 1:0 + Price < EMA200 ? 1:0 + EMA20 < EMA50 ? 1:0 + EMA50 < EMA200 ? 1:0

Trend Strength = (Bull Trend Score - Bear Trend Score) / 5 * 100%

```

· Price Channel Confirmation:

```

Donchian Channel (20) = [Highest 20-Day High, Lowest 20-Day Low]

Bollinger Bands(20,2) + Keltner Channel

```

2. Trend Entry Signal Module (Requires At Least 2/3 Resonance)

A. MACD Advanced Signal System:

```

Traditional MACD(12,26,9) + MACD Histogram Momentum + MACD Zero Axis Cross

Entry Conditions:

1. MACD Golden Cross + Histogram Turns Positive + Price > EMA20

2. MACD Again Crosses Above Zero Axis (Strong Signal)

3. MACD Bottom Divergence + Breakthrough Descending Trend Line

```

B. Parabolic SAR Advanced Usage:

```

SAR(0.02,0.02,0.2) + ATR Dynamic Adjustment

Entry Conditions: SAR Point Switch Position + Volume Expansion Confirmation

Stop Loss: SAR Point + 1x ATR Buffer

```

C. Triple Exponential Smoothing System:

```

TRIX(18) + TRIX Signal Line(9) + TRIX Momentum

Entry Conditions:

1. TRIX Crosses Above Signal Line + TRIX > 0

2. TRIX Bottom Divergence + Price Breakthrough Key Resistance

```

3. Trend Positioning and Exit Module

Dynamic Tracking Stop Loss System:

```

Initial Stop Loss: Entry Price ± (2.5 × ATR(14))

Trailing Stop Loss:

1. Parabolic SAR Tracking

2. Recent Swing Low/High ± (1 × ATR)

3. Floating Profit Drawdown Take Profit: Retracting from the Highest Point (3 × ATR)

Gradual Profit-Taking Strategy:

First Target: 1:1 Risk-Reward Ratio (Close 30%)

Second Target: 1:2 Risk-Reward Ratio (Close 30%)

Remaining Position: Trailing Stop Until Trend Reverses

```

3. Oscillation Game Engine (For Oscillating Markets)

1. Oscillating Market Recognition Module

Oscillation Confirmation Indicator:

```

Oscillation Coefficient = (Bollinger Band Width / ATR) × (1 - ADX/100)

Oscillating Market Conditions:

1. ADX < 25

2. Bollinger Band Contraction (Width < Average Width)

3. Price Fluctuates Up and Down EMA20 < 3%

4. RSI Oscillates Between 30-70

```

2. Overbought and Oversold Capture System

A. Multi-Time Frame RSI System:

```

RSI(14) + RSI(28) + RSI Smoothing(9)

Overbought Signal: RSI(14) > 70 and RSI(28) > 60 and Price Touching Upper Bollinger Band

Oversold Signal: RSI(14) < 30 and RSI(28) < 40 and Price Touching Lower Bollinger Band

```

B. True Strength Index (Ultimate Oscillator) Advanced Usage:

```

UO(7,14,28) + UO Signal Line(6)

Buy Signal: UO < 30 + Bottom Divergence + Price at Support Level

Sell Signal: UO > 70 + Top Divergence + Price at Resistance Level

```

C. Volume-Weighted Oscillation Indicator:

```

Combine OBV/PVI with Oscillation Indicators:

OBV_RSI = RSI(14) × (1 + OBV Change Rate)

When Price is Oversold but OBV Starts to Rise → Strong Buy Signal

When Price is Overbought but OBV Starts to Decline → Strong Sell Signal

```

3. Support and Resistance Trading System

Intelligent Trading Based on VPVR:

```

1. Identify Key VPVR Nodes:

- High Volume Nodes (POC): Strong Support/Resistance

- Low Volume Areas: Price Easily Passes Quickly

2. Trading Rules:

Long Position: Price Pullback to POC Support + Oscillation Indicator Oversold

Short Selling: Price Rebounds to POC Resistance + Oscillation Indicator Overbought

3. Stop Loss Settings:

Long Position: Below Support POC (1.5 × ATR)

Short Position: Above POC Resistance (1.5 × ATR)

```

4. Intelligent Switching and Signal Filtering System

1. Market State Intelligent Recognition

```

Market State = f(ADX, Moving Average Arrangement, Bollinger Band Width, ATR Change Rate)

Trending Market Weight = (ADX Weight × 0.4 + Moving Average Arrangement Weight × 0.3 + Channel Expansion Weight × 0.3)

Oscillating Market Weight = 1 - Trending Market Weight

Decision Threshold:

- Trending Market Weight > 0.7 → Enable Trend Capture Engine

- Oscillating Market Weight > 0.6 → Enable Oscillation Game Engine

- Between 0.4-0.6 → Mixed Strategy, Reduce Position

```

2. Multi-Dimensional Signal Resonance Score

Each Trade Must Meet Signal Resonance Score ≥ 75 Points (Total 100):

```

Trend Trading Score (Each Item 0-20 Points):

1. Consistent Trend Direction (Moving Averages + ADX + Channels)

2. Entry Timing (MACD/TRIX/SAR Signal)

3. Volume Confirmation (PVI/OBV Combination)

4. Price Position (Far from Key Resistance/Support)

5. Suitable Volatility (Moderate ATR)

Oscillation Trading Score (Each Item 0-25 Points):

1. Oscillating Market Confirmation

2. Overbought and Oversold Extreme Positions

3. Support and Resistance Effectiveness (VPVR)

4. Volume Coordination (Low Volume Pullback/High Volume Breakthrough)

```

3. Intelligent Position Management System

```

Basic Risk: Risk per Trade ≤ Account 2%

Dynamic Adjustment Factor:

1. Market State Factor: Trending Market (1.0) / Oscillating Market (0.5) / Mixed Market (0.75)

2. Signal Strength Factor: Resonance Score/100

3. Volatility Factor: Current ATR/Average ATR

Final Position = (Basic Risk × Account Balance) / (Stop Loss Point × Point Value)

× Market State Factor × Signal Strength Factor × (1/Volatility Factor)

```

5. Advanced Warning and Risk Control System

1. Divergence Detection Engine

Multi-Indicator Divergence System:

```

Price Divergence with MACD

Price Divergence with RSI

Price Divergence with OBV

Price and Volume Divergence (via VPVR)

Price Divergence with Volatility (ATR Anomaly)

Divergence Level:

- Single Indicator Divergence: Focus

- Dual Indicator Resonance Divergence: Prepare

- Triple Divergence or More: Strong Signal

```

2. Anomalous Volatility Warning

```

ATR Anomaly Detection:

Current ATR > 2×Average ATR(20) → Volatility Warning

Current ATR < 0.5×Average ATR(20) → Possible Breakthrough Warning

Volume Anomaly:

Current Volume > 3×Average Volume(20) → Focus on Direction Breakthrough

```

3. Capital Curve Protection Mechanism

```

Retracement Control:

Single-Day Maximum Loss ≤ Account 5%

Three Consecutive Losses → Reduce Position by 50%

Three Consecutive Losses → Suspend Trading, Reevaluate

Profit Protection:

Floating Profit Drawdown Exceeds 30% → Partial Closing

Cumulative Profit Drawdown Exceeds 10% → Reduce Risk Exposure

```

6. Practical Operation Process

Daily/Weekly Analysis Process:

Step 1: Market State Diagnosis

1. Check ADX Value to Determine Trend Strength

2. Analyze Moving Average Arrangement

3. Check Bollinger Band Width and Price Position

4. Assess Key VPVR Positions

Step 2: Strategy Selection

· Trending Market: Focus on Breakthroughs and Pullback Buying Opportunities

· Oscillating Market: Focus on Overbought/Oversold and Range Trading

· Transition Period: Light Position Trial Orders, Waiting for Confirmation

Step 3: Signal Scanning

· Trend Signals: MACD Golden Cross and Dead Cross, SAR Reversal, TRIX Cross

· Oscillation Signals: RSI Overbought/Oversold, Price Touching Channel Boundaries

· Volume Signal: OBV/PVI Changes, Anomalous Volume Increase

Step 4: Trade Execution

1. Calculate Signal Resonance Score

2. Determine Entry Points, Stop Loss Points, Target Levels

3. Calculate Dynamic Positioning

4. Set Conditional Orders

Step 5: Position Management

1. Daily Check of Stop Loss Position

2. Adjust Trailing Stop Loss according to ATR

3. Gradual Profit-Taking Execution

4. Monitor Divergences and Anomalous Signals

7. Indicator Parameter Optimization Suggestions

For Different Markets:

```

Cryptocurrency (High Volatility):

- ATR Multiple: 2.5-3

- Moving Average Period: 5, 20, 50, 150

- RSI Overbought/Oversold: 75/25

Stocks/Forex (Moderate Volatility):

- ATR Multiple: 2-2.5

- Moving Average Periods: 9, 26, 52, 200

- RSI Overbought/Oversold: 70/30

Index/ETF (Low Volatility):

- ATR Multiple: 1.5-2

- Moving Average Period: 10, 30, 60, 250

- RSI Overbought/Oversold: 65/35

```

8. System Advantages and Precautions

Advantages:

1. Adaptive Market: Automatically Identify Trend/Oscillation State

2. Multiple Filtering: Reduce False Signals, Increase Win Rate

3. Dynamic Risk Control: Adjust Positions Based on Volatility

4. Intelligent Stop Loss: Combine Technical Levels and ATR

Precautions:

1. Need for a Transition Period: Different Varieties Need Parameter Tuning

2. Avoid Over-Optimization: Keep the System Simple and Reliable

3. Adhere to Discipline: Strictly Follow Signal Resonance Rules

4. Regular Review: Monthly Evaluation of System Performance, Adjust Weak Links

Initial Suggestions:

1. First Test with a Demo Account for 1-3 Months

2. Choose 3-5 Familiar Varieties to Run Simultaneously

3. Record the Resonance Score and Results of Each Trade

4. Adjust Weights and Thresholds Based on Statistical Data

This system combines traditional trend tracking and range trading concepts, incorporating modern risk management and signal filtering mechanisms. Remember, there is no perfect system, only perfectly executed traders. The key lies in consistent execution and continuous optimization. Oscillation State

2. Multiple Filtering: Reduce False Signals, Increase Win Rate

3. Dynamic Risk Control: Adjust Positions Based on Volatility

4. Intelligent Stop Loss: Combine Technical Levels and ATR

Precautions:

1. Need for a Transition Period: Different Varieties Need Parameter Tuning

2. Avoid Over-Optimization: Keep the System Simple and Reliable

3. Adhere to Discipline: Strictly Follow Signal Resonance Rules

4. Regular Review: Monthly Evaluation of System Performance, Adjust Weak Links

Initial Suggestions:

1. First Test with a Demo Account for 1-3 Months

2. Choose 3-5 Familiar Varieties to Run Simultaneously

3. Record the Resonance Score and Results of Each Trade

4. Adjust Weights and Thresholds Based on Statistical Data

This system combines traditional trend tracking and range trading concepts, incorporating modern risk management and signal filtering mechanisms. Remember, there is no perfect system, only perfectly executed traders. The key lies in consistent execution and continuous optimization.