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
79 lines
3.0 KiB
Markdown
79 lines
3.0 KiB
Markdown
# HTS (Higher Timeframe Trend System) Strategy
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A trend-following strategy based on channel breakouts using fast and slow moving averages of High/Low prices.
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## Strategy Rules
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### 1. Core Trend Signal
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- **Bullish Trend**: Price trading above the Red (Slow) Channel and Aqua (Fast) Channel is above Red Channel
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- **Bearish Trend**: Price trading below the Red (Slow) Channel and Aqua (Fast) Channel is below Red Channel
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### 2. Entry Rules
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- **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.
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- **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.
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### 3. 1H Red Zone Filter
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- Only take Longs if the price is above the 1H Red Zone (Slow Channel), regardless of fast line direction
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- Can be disabled in configuration
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### 4. Stop Loss & Trailing Stop
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- **Stop Loss**: Place on opposite side of Red (Slow) Channel
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- Long stop: longl (Slow Low) line
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- Short stop: slowh (Slow High) line
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- **Trailing Stop**: As Red Channel moves, move stop loss accordingly
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### 5. RMA Default
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- Uses RMA (Running Moving Average) by default - slower and smoother than EMA
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- Designed for long-term trends, late to react to sudden crashes (feature, not bug)
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## Configuration Parameters
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| Parameter | Default | Range | Description |
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|-----------|---------|-------|-------------|
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| `shortPeriod` | 33 | 5-200 | Fast period for HTS |
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| `longPeriod` | 144 | 10-500 | Slow period for HTS |
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| `maType` | RMA | - | Moving average type (RMA/SMA/EMA/WMA/VWMA) |
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| `useAutoHTS` | false | - | Compute HTS on timeframe/4 from 1m data |
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| `use1HFilter` | true | - | Enable 1H Red Zone filter |
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## Usage
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1. Select "HTS Trend Strategy" from the strategies dropdown
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2. Configure parameters:
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- Periods: typically 33/144 for 15min-1hour charts
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- Enable Auto HTS for multi-timeframe analysis
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- Enable/disable 1H filter as needed
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3. Run simulation to see backtesting results
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4. View entry/exit markers on the chart
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## Visualization
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- **Cyan Lines**: Fast channels (33-period)
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- **Red Lines**: Slow channels (144-period)
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- **Green Arrows**: Buy signals (fast low crossover)
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- **Red Arrows**: Sell signals (fast high crossover)
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- **Background Shading**: Trend zones (green=bullish, red=bearish)
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## Signal Strength
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Pure HTS signals don't mix with other indicators. Signals are based solely on:
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- Crossover detection
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- Channel alignment
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- Price position relative to channels
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- Higher timeframe confirmation (1H filter if enabled)
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## Example Setup
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For a 15-minute chart:
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- Fast Period: 33
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- Slow Period: 144
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- MA Type: RMA (default)
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- Auto HTS: Disabled (or enable to see HTS on ~4-minute perspective)
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- 1H Filter: Enabled (for better trade filtering)
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## Notes
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- This strategy is designed for trend-following, not ranging markets
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- RMA is slower than EMA, giving smoother signals but later entries
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- 1H filter significantly reduces false signals for long trades
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- Works best in volatile but trending assets like BTC |