OPEN-SOURCE SCRIPT
QZ Trend (Crypto Edition) v1.1a: Donchian, EMA, ATR, Liquidity/F
The "QZ Trend (Crypto Edition)" is a rules-based trend-following breakout strategy for crypto spot or perpetual contracts, focusing on following trends, prioritizing risk control, seeking small losses and big wins, and trading only when advantageous.
Key mechanisms include:
- Market filters: Screen favorable conditions via ADX (trend strength), dollar volume (liquidity), funding fee windows, session/weekend restrictions, and spot-long-only settings.
- Signals & entries: Based on price position relative to EMA and EMA trends, combined with breaking Donchian channel extremes (with ATR ratio confirmation), plus single-position rules and post-exit cooldowns.
- Position sizing: Calculate positions by fixed risk percentage; initial stop-loss is ATR-based, complying with exchange min/max lot requirements.
- Exits & risk management: Include initial stop-loss, trailing stop (tightens only), break-even rule (stop moves to entry when target floating profit is hit), time-based exit, and post-exit cooldowns.
- Pyramiding: Add positions only when profitable with favorable momentum, requiring ATR-based spacing; add size is a fraction of the base position, with layers sharing stop logic but having unique order IDs.
Charts display EMA, Donchian channels, current stop lines, and highlight low ADX, avoidable funding windows, and low-liquidity periods.
Recommend starting with 4H or 1D timeframes, with typical parameters varying by cycle. Liquidity settings differ by token; perpetuals should enable funding window filters, while spot requires "long-only" and matching fees. The strategy performs well in trends with quick stop-losses but faces whipsaws in ranges (filters mitigate but don’t eliminate noise). Share your symbol and timeframe for tailored parameters.
Key mechanisms include:
- Market filters: Screen favorable conditions via ADX (trend strength), dollar volume (liquidity), funding fee windows, session/weekend restrictions, and spot-long-only settings.
- Signals & entries: Based on price position relative to EMA and EMA trends, combined with breaking Donchian channel extremes (with ATR ratio confirmation), plus single-position rules and post-exit cooldowns.
- Position sizing: Calculate positions by fixed risk percentage; initial stop-loss is ATR-based, complying with exchange min/max lot requirements.
- Exits & risk management: Include initial stop-loss, trailing stop (tightens only), break-even rule (stop moves to entry when target floating profit is hit), time-based exit, and post-exit cooldowns.
- Pyramiding: Add positions only when profitable with favorable momentum, requiring ATR-based spacing; add size is a fraction of the base position, with layers sharing stop logic but having unique order IDs.
Charts display EMA, Donchian channels, current stop lines, and highlight low ADX, avoidable funding windows, and low-liquidity periods.
Recommend starting with 4H or 1D timeframes, with typical parameters varying by cycle. Liquidity settings differ by token; perpetuals should enable funding window filters, while spot requires "long-only" and matching fees. The strategy performs well in trends with quick stop-losses but faces whipsaws in ranges (filters mitigate but don’t eliminate noise). Share your symbol and timeframe for tailored parameters.
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开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。