SMC Trend Filter Strategy (EMA50/EMA200 + FVG)

11月23日

Overview

This strategy implements a multi-timeframe Smart Money Concept (SMC) trading system designed for intraday and swing trading.
It combines a Daily trend filter, Break of Structure (BOS) detection, Order Block (OB) zones, Fair Value Gap (FVG) confirmation, and an ATR-based trailing stop system to achieve structured and rule-based entries.

The strategy is fully automated for backtesting and allows users to evaluate SMC concepts without repainting or discretionary interpretation.
- Core Components
1. Higher-Timeframe Trend Filter (Daily EMA50/EMA200)
The strategy retrieves D1 data and determines market direction using EMA50 and EMA200:
Uptrend → EMA50 > EMA200
Downtrend → EMA50 < EMA200
Trades are only taken in the direction of the Daily trend to avoid counter-trend setups.
2. Market Structure & Break of Structure (BOS)
The strategy identifies swing highs/lows and detects when price breaks beyond them:
Bullish BOS: price closes above previous swing high
Bearish BOS: price closes below previous swing low
This forms the foundation of SMC market structure recognition.
3. Order Block Zone (OB)
Upon detecting a BOS, the strategy marks the previous candle as a potential Order Block:
For bullish BOS → OB = previous candle’s high/low
For bearish BOS → OB = previous candle’s high/low
The OB zone is visualized using a semi-transparent box extended forward

7天前

版本注释

Overview

This strategy implements a multi-timeframe Smart Money Concept (SMC) trading system designed for intraday and swing trading.
It combines a Daily trend filter, Break of Structure (BOS) detection, Order Block (OB) zones, Fair Value Gap (FVG) confirmation, and an ATR-based trailing stop system to achieve structured and rule-based entries.

The strategy is fully automated for backtesting and allows users to evaluate SMC concepts without repainting or discretionary interpretation.
- Core Components
1. Higher-Timeframe Trend Filter (Daily EMA50/EMA200)
The strategy retrieves D1 data and determines market direction using EMA50 and EMA200:
Uptrend → EMA50 > EMA200
Downtrend → EMA50 < EMA200
Trades are only taken in the direction of the Daily trend to avoid counter-trend setups.
2. Market Structure & Break of Structure (BOS)
The strategy identifies swing highs/lows and detects when price breaks beyond them:
Bullish BOS: price closes above previous swing high
Bearish BOS: price closes below previous swing low
This forms the foundation of SMC market structure recognition.
3. Order Block Zone (OB)
Upon detecting a BOS, the strategy marks the previous candle as a potential Order Block:
For bullish BOS → OB = previous candle’s high/low
For bearish BOS → OB = previous candle’s high/low
The OB zone is visualized using a semi-transparent box extended forward