Adaptive Trend Navigator [ATH Filter & Risk Engine]

Description:

This strategy implements a systematic Trend Following approach designed to capture major moves while actively protecting capital during severe bear markets. It combines a classic Moving Average "Fan" logic with two advanced risk management layers: a 4-Stage Dynamic Stop Loss and a macro-economic "Circuit Breaker" filter.

Core Concepts:

1. Trend Identification (Entry Logic) The script uses a cascade of Simple Moving Averages (SMA 25, 50, 100, 200) to identify the maturity of a trend.

Entries are triggered by specific crossovers (e.g., SMA 25 crossing SMA 50) or by breaking above the previous trade's high ("High-Water Mark" Re-Entry).

2. The "Circuit Breaker" (Crash Protection) To prevent trading during historical market collapses (like 2000 or 2008), the strategy monitors the Nasdaq 100 (QQQ) as a global benchmark:

Normal Regime: If the market is within 20% of its All-Time High, the strategy operates normally.

Crisis Regime: If the QQQ falls more than 20% from its ATH, the "Circuit Breaker" activates (Visualized by a Red Background).

Recovery Rule: In a Crisis Regime, new long positions are blocked unless the QQQ reclaims its SMA 200. This filters out "bull traps" in secular bear markets.

3. 4-Stage Risk Engine (Exit Logic) Once in a trade, the risk management adapts to the position's performance:

Stage 1: Fixed initial Stop Loss (default 10%) for breathing room.

Stage 2: Moves to Break-Even area once the price rises 12%.

Stage 3: Tightens to a trailing stop (8%) after 25% profit.

Stage 4: Maximizes gains with a tight trailing stop (5%) during parabolic moves (>40% profit).

Visual Guide:

SMAs: 25/50/100/200 period lines for trend visualization.

Red Background: Indicates the "Crisis Regime" where trading is halted due to broad market weakness.

Blue Background: Indicates a "Recovery Phase" (Crisis is active, but market is above SMA 200).

Red Line: Shows the dynamic Stop Loss level for active positions.

Settings: All parameters (SMA lengths, Drawdown threshold, Risk Stages) are fully customizable. The QQQ benchmark ticker can also be changed to SPY or other indices depending on the asset class traded.