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AlphaTrend Strategy-Dexter
📌 AlphaTrend Strategy – Brief Description
The AlphaTrend Strategy uses ATR with RSI/MFI filters to build a dynamic trend line.
Buy when AlphaTrend crosses above its past value (trend up).
Sell when AlphaTrend crosses below its past value (trend down).
Works as a trend-following system, but can whipsaw in sideways markets.
📊 Backtest Summary (Nifty 50, 10-min TF)
Period: Aug 19, 2024 – Sep 11, 2025
Metric Value
Total P&L ₹5,595.65 (+0.56%)
Total Trades 230
Win Rate 42.61%
Profit Factor 1.40
Max Equity Drawdown ₹1,704.15 (0.17%)
Sharpe Ratio -1.80 ❌
Sortino Ratio -0.87 ❌
⚠️ Observations & Risks
Profit Factor > 1 → profitable but thin edge.
Negative Sharpe & Sortino → risk-adjusted performance is poor (high volatility, low consistency).
Low Win Rate (42%) → depends heavily on a few big winners.
No Stop Loss / Take Profit → exposes account to streaks of losses.
Works better in trending markets, fails in choppy/sideways conditions.
✅ Caution: The system makes money on paper, but the risk profile is weak. Use strict money management and additional filters (higher timeframe trend or volume confirmation) before considering it live.
The AlphaTrend Strategy uses ATR with RSI/MFI filters to build a dynamic trend line.
Buy when AlphaTrend crosses above its past value (trend up).
Sell when AlphaTrend crosses below its past value (trend down).
Works as a trend-following system, but can whipsaw in sideways markets.
📊 Backtest Summary (Nifty 50, 10-min TF)
Period: Aug 19, 2024 – Sep 11, 2025
Metric Value
Total P&L ₹5,595.65 (+0.56%)
Total Trades 230
Win Rate 42.61%
Profit Factor 1.40
Max Equity Drawdown ₹1,704.15 (0.17%)
Sharpe Ratio -1.80 ❌
Sortino Ratio -0.87 ❌
⚠️ Observations & Risks
Profit Factor > 1 → profitable but thin edge.
Negative Sharpe & Sortino → risk-adjusted performance is poor (high volatility, low consistency).
Low Win Rate (42%) → depends heavily on a few big winners.
No Stop Loss / Take Profit → exposes account to streaks of losses.
Works better in trending markets, fails in choppy/sideways conditions.
✅ Caution: The system makes money on paper, but the risk profile is weak. Use strict money management and additional filters (higher timeframe trend or volume confirmation) before considering it live.
开源脚本
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这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。