e457ce3e20
- Add HTS strategy engine with crossover and alignment-based entries - Implement Auto HTS feature (computes on TF/4 from 1m data) - Add 1H Red Zone filter to validate long signals - Add channel-based stop loss with RTL functionality - Enhanced visualization with 30% opacity channel lines - Fixed data alignment in simulation (uses htsData instead of mismatched indices) - Fixed syntax errors in hts-engine.js (malformed template literals) - Fixed duplicate code in simulation.js - Added showSimulationMarkers to window object for global access - Enhanced logging for trade signals and simulation results - Fix missing prevFastHigh/currFastHigh in hts-visualizer.js - Disable trend zone overlays to prevent chart clutter - Implement client-side visualization for trade markers using line series - MA strategy indicator configuration fixed (was empty during engine run) - Made entry conditions more permissive for shorter timeframes - Added comprehensive error handling and console logging
3.0 KiB
3.0 KiB
HTS (Higher Timeframe Trend System) Strategy
A trend-following strategy based on channel breakouts using fast and slow moving averages of High/Low prices.
Strategy Rules
1. Core Trend Signal
- Bullish Trend: Price trading above the Red (Slow) Channel and Aqua (Fast) Channel is above Red Channel
- Bearish Trend: Price trading below the Red (Slow) Channel and Aqua (Fast) Channel is below Red Channel
2. Entry Rules
- Long Entry: Wait for price to break above Slow Red Channel. Candle close above shorth (Fast Low line) while fast lines are above slow lines.
- Short Entry: Wait for price to break below Slow Red Channel. Look for close below shortl (Fast Low line) while fast lines are below slow lines.
3. 1H Red Zone Filter
- Only take Longs if the price is above the 1H Red Zone (Slow Channel), regardless of fast line direction
- Can be disabled in configuration
4. Stop Loss & Trailing Stop
- Stop Loss: Place on opposite side of Red (Slow) Channel
- Long stop: longl (Slow Low) line
- Short stop: slowh (Slow High) line
- Trailing Stop: As Red Channel moves, move stop loss accordingly
5. RMA Default
- Uses RMA (Running Moving Average) by default - slower and smoother than EMA
- Designed for long-term trends, late to react to sudden crashes (feature, not bug)
Configuration Parameters
| Parameter | Default | Range | Description |
|---|---|---|---|
shortPeriod |
33 | 5-200 | Fast period for HTS |
longPeriod |
144 | 10-500 | Slow period for HTS |
maType |
RMA | - | Moving average type (RMA/SMA/EMA/WMA/VWMA) |
useAutoHTS |
false | - | Compute HTS on timeframe/4 from 1m data |
use1HFilter |
true | - | Enable 1H Red Zone filter |
Usage
- Select "HTS Trend Strategy" from the strategies dropdown
- Configure parameters:
- Periods: typically 33/144 for 15min-1hour charts
- Enable Auto HTS for multi-timeframe analysis
- Enable/disable 1H filter as needed
- Run simulation to see backtesting results
- View entry/exit markers on the chart
Visualization
- Cyan Lines: Fast channels (33-period)
- Red Lines: Slow channels (144-period)
- Green Arrows: Buy signals (fast low crossover)
- Red Arrows: Sell signals (fast high crossover)
- Background Shading: Trend zones (green=bullish, red=bearish)
Signal Strength
Pure HTS signals don't mix with other indicators. Signals are based solely on:
- Crossover detection
- Channel alignment
- Price position relative to channels
- Higher timeframe confirmation (1H filter if enabled)
Example Setup
For a 15-minute chart:
- Fast Period: 33
- Slow Period: 144
- MA Type: RMA (default)
- Auto HTS: Disabled (or enable to see HTS on ~4-minute perspective)
- 1H Filter: Enabled (for better trade filtering)
Notes
- This strategy is designed for trend-following, not ranging markets
- RMA is slower than EMA, giving smoother signals but later entries
- 1H filter significantly reduces false signals for long trades
- Works best in volatile but trending assets like BTC