Gapper SHORT Signal

8小时前

# TradingView Publication Description


## Title
**Gapper Short Signal - Genetic Optimized (81.8% Win Rate)**

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## Short Description
Data-driven short signal for fading overextended gap-up stocks. Optimized using genetic algorithms on 166 historical gappers.

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## Full Description

### 📊 What Is This?

A **precision short signal** designed specifically for fading gap-up stocks that have become overextended. Unlike indicators built on gut feeling or traditional rules, this signal was **discovered by a genetic algorithm** that analyzed 166 real gapper stocks over 70 trading days.

The algorithm tested thousands of signal combinations and evolved over 50 generations to find the exact conditions that preceded profitable short entries.

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### 🎯 Performance (Backtest)

| Metric | Value |
|--------|-------|
| **Win Rate** | 81.8% |
| **Profit Factor** | 20.34 |
| **Stop Loss** | 3.4% |
| **Take Profit** | 8.6% |

*Based on 166 gapper stocks, $1-20 price range, >3% gap, >100k volume*

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### 🔍 How It Works

The indicator fires a SHORT signal when **ALL 5 conditions** are met:

**1. Overextended Above VWAP**
Price must be trading more than 1.5 ATR above VWAP. This means the stock has run too far, too fast and is stretched like a rubber band.

**2. Volume Dying Down**
NOT a volume climax (RVOL < 3x). We want to see buying pressure fading, not a blowoff top with massive volume.

**3. Rejection Candle (Key Signal!)**
Upper wick must be >51% of the candle range. This is the smoking gun - price tried to push higher but got slammed back down. Sellers are stepping in.

**4. Still Elevated**
Price must be at least 6.66% above the low of day. We want to short stocks that are still high, not ones that have already crashed.

**5. Time Window**
Within the first 5.5 hours of trading. Gapper fades work best when there's still time in the day for the move to play out.

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### 📈 Best Used On

- **Timeframe:** 1-minute charts
- **Stocks:** Gap-up stocks (>3% gap from previous close)
- **Price Range:** $1-20 (small caps / penny stocks)
- **Volume:** High relative volume days
- **Session:** Regular trading hours

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### 🖥️ Features

✅ Clean visual signals (red triangles)
✅ Auto-drawn stop loss and take profit levels
✅ Real-time info table showing all conditions
✅ Condition status indicators (✓/✗)
✅ Entry label with exact stop/target prices
✅ Built-in alerts

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### ⚙️ Settings

| Input | Default | Description |
|-------|---------|-------------|
| Stop Loss % | 3.4% | Distance to stop loss |
| Take Profit % | 8.6% | Distance to profit target |
| Show Info Table | On | Display condition status |
| Show All Conditions | Off | Expanded table view |

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### 🧬 The Science Behind It

This indicator wasn't designed by a human - it was **evolved**.

A genetic algorithm started with 100 random indicator configurations, each with different entry conditions and thresholds. These "individuals" were backtested against historical gapper data, and the top performers were bred together to create the next generation.

After 50 generations of evolution, only the fittest signals survived. The result is the 5-condition setup you see here.

**Why genetic optimization?**
- Removes human bias from signal design
- Tests combinations humans would never think of
- Finds exact threshold values (not round numbers)
- Adapts to real market data, not theory

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### ⚠️ Important Notes

**This is a tool, not a guarantee.**

- Backtest performance ≠ future results
- 11 trades in backtest = small sample size
- Always use proper position sizing
- Paper trade before going live
- Works best on liquid stocks with tight spreads

**Risk Management is Everything**
The 81.8% win rate means nothing if you size incorrectly or move your stops. Stick to the 3.4% stop / 8.6% target that the algorithm optimized for.

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### 💡 Trading Tips

1. **Wait for the signal** - Don't anticipate. Let all 5 conditions align.
2. **Check the table** - Use the info panel to see which conditions are met.
3. **Respect the stop** - The 3.4% stop is part of the edge. Don't widen it.
4. **Let winners run** - 8.6% target gives you 2.5:1 reward-to-risk.
5. **One trade per setup** - Don't re-enter if stopped out.

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### 🔔 Alerts

Set up alerts for "SHORT Signal" to get notified when all conditions align. Works with TradingView mobile notifications.

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### 📝 Changelog

**v1.0** (January 2026)
- Initial release
- Genetic optimization on 166 gappers / 70 trading days
- 5-condition SHORT signal

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### 🙏 Credits

Built using genetic algorithm optimization techniques applied to Polygon.io historical data. Special thanks to the algo trading community for inspiration.

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### ⚖️ Disclaimer

This indicator is for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always do your own research and consult with a qualified financial advisor before making trading decisions.

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## Tags
`short` `gapper` `gap-up` `fade` `mean-reversion` `genetic-algorithm` `machine-learning` `day-trading` `momentum` `vwap` `rejection` `small-cap` `penny-stocks`

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## Category
Trend Analysis / Momentum / Volatility

5小时前

版本注释

# Gapper SHORT Signal - Version 2.0 Update

## What's New: Adjustable Strictness Tiers

You asked, I delivered. This update adds **data-driven adjustable tiers** so you can dial in exactly how many signals you want vs. win rate.

### New Modes

| Mode | Win Rate | Signals | Best For |
|------|----------|---------|----------|
| **STRICT** | ~75% | Rare | High conviction only |
| **BALANCED** | ~74% | Moderate | Best risk/reward (default) |
| **MODERATE** | ~66% | Frequent | Active traders |
| **LOOSE** | ~63% | Very frequent | Scalpers |
| **CUSTOM** | You decide | You decide | Advanced users |

### How I Found These Numbers

I ran a threshold analysis on 166 gapper stocks over 70 trading days. Instead of guessing, I tested every combination of parameters and found what actually works:

**The key discovery: Upper wick percentage is THE signal.**

A candle with a big upper wick at the high of day means:
- Price tried to go higher
- Got rejected
- Buyers couldn't hold it
- Fade incoming

Here's what the data showed for upper wick alone:

| Upper Wick > | Win Rate | Trades |
|--------------|----------|--------|
| 60% | 70.4% | 27 |
| 50% | 65.8% | 38 |
| 40% | 66.0% | 47 |
| 30% | 61.4% | 57 |
| 20% | 62.7% | 67 |

### The Sweet Spot

**BALANCED mode** combines three filters:
1. Upper wick > 50%
2. Price >= 7% above low of day
3. 3 or fewer consecutive green bars

This gives you 74% win rate with enough signals to actually trade (~2-3 per week on active gapper days).

### Custom Mode

For advanced users who want full control:
- Set your own upper wick threshold
- Set your own LOD filter
- Set your own consecutive green bar limit
- Toggle each filter on/off

### Info Table

The table now shows:
- Current mode and expected win rate
- Real-time values for each condition
- Green/red YES/NO status for each filter
- Trade status (WAITING or IN TRADE)

### Settings Kept From V1

- Stop Loss: 3.4%
- Take Profit: 8.6%
- Regular hours only (9:30 AM - 3:55 PM)
- Auto stop/target lines when in trade

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## How To Use

1. **Add to 1-minute chart** on any gapper stock
2. **Select your mode** in settings (start with BALANCED)
3. **Watch the info table** - when all conditions show YES, signal fires
4. **Enter short** when you see the red triangle
5. **Manage with stop/target lines** shown on chart

## Risk Reminder

Past performance from backtesting does not guarantee future results. Always:
- Use proper position sizing
- Paper trade first
- Never risk more than you can afford to lose

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**Questions or suggestions?** Drop a comment below.

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