MPS v3.2 – MicroStructure Pulse Scalper

11 小時前

📌 MPS v3.2 – MicroStructure Pulse Scalper [Quantified Edition]
Description:
MPS v3.2 is an advanced scalping strategy tailored for precision entries on low timeframes. Built around microstructure theory and volatility behavior, it integrates a fusion of institutional-grade filters for trade validation, including:

• VWAP Z-Score Deviation – mean-reversion logic from anchored value
• Volume Spike Detection – identifies aggressive orderflow surges
• Volatility Expansion – signals breakouts using dynamic ATR range
• Liquidity Sweeps (Stop-Hunts) – detects market maker traps
• Bullish/Bearish Pin Bar Confirmation – filters false sweeps
• Signal Clustering Memory – boosts signal reliability via AI-style memory
• Trend, Session, and Risk Filters – optional layers for alignment
• Visual Enhancements – gradient candles, entry zone heatmap, and stats panel

Key Features:

Risk/Reward-based exit OR VWAP take profit

Trailing stop functionality

Adaptive “Aggressive Mode” for early entries

Clean, minimal dashboard with live performance stats

Built for 1m–5m scalping, optimized for BTC/ETH and other liquid pairs

3 小時前

發行說明

MPS v3.2 is a high-precision scalping engine that leverages price dislocations from VWAP, volume/volatility surges, and liquidity sweep triggers—filtered by trend, signal memory, and risk optimization logic. It’s ideal for assets with rich microstructure: crypto, indices, forex, and commodities, especially on low timeframes.

✅ Core Entry Logic
Filter Description
📊 VWAP Z-Score Entry when price is statistically far from VWAP (value dislocation)
🔊 Volume Z-Score Confirms impulsive interest — filters out weak or stagnant volume
🌪 ATR Volatility Only trades when price is actively moving (not flat or consolidating)
🧲 Liquidity Sweeps Detects false breakouts / stop hunts via recent high/low wicks
🔄 Trend Filter Optional — ensures trade aligns with EMA and slope direction
🧠 Cluster Filter Requires multiple recent signals in same direction to reduce noise
⚡ Aggressive Mode Optional — skips trend confirmation for earlier entries

🎯 Signal Conditions Breakdown
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LONG ENTRY:
• Price is < -Z threshold below VWAP
• Volume is above mean (Z > threshold)
• ATR volatility exceeds minimum
• Liquidity sweep to downside detected
• (Optional) Trend is bullish
• (Optional) Recent signals confirm cluster memory

SHORT ENTRY:
• Price is > +Z threshold above VWAP
• Volume is above mean
• ATR volatility exceeds minimum
• Liquidity sweep to upside detected
• (Optional) Trend is bearish
• (Optional) Signal cluster confirmed

User Input Summary
📐 Trend Filter
EMA Fast / Slow – Used to determine trend direction

Slope Length & Threshold – Filters out weak or flat trends

Enable Trend Filter – Turn trend filtering ON or OFF

📊 VWAP Filter
VWAP Lookback – How many bars to calculate VWAP Z-score over

VWAP Z Threshold – How far price must be from VWAP to count as a signal

🔊 Volume Filter
Volume Lookback – How many bars to use for volume average

Volume Z Threshold – Minimum volume spike required for a valid entry

🌪 Volatility Filter
ATR Length – Length to measure volatility

Minimum ATR – Trade only if volatility is above this level

🧲 Liquidity Sweep Filter
High/Low Lookback – Checks for recent swing highs/lows

Confirm Bars – Looks for price wicks beyond those levels

🧠 Signal Cluster Filter
Cluster Lookback Bars – How many bars back to check for other signals

Min Cluster Signals – Minimum number of recent signals needed to confirm entry

⚡ Aggressive Mode
Enable Aggressive Entries – Enter early without waiting for trend confirmation

📈 Risk / Reward Settings
Risk:Reward Target – Multiplier for take profit (e.g., 4.5 = 4.5× stop size)

Stop-Loss ATR Multiplier – Distance of stop loss from entry based on ATR

💹 Trade Management
Stop-loss: ATR × slMultiplier

Take-profit: SL × riskReward

📊 Dashboard Table

Position - LONG, SHORT, FLAT
Open PnL - $$$
Trade Stats - Closed trades & win rate
Profit Factor - Gross profit / Gross loss
Trend Status - BULL / BEAR / SIDE
Heatmap - Visual EMA trend bar

🧪 MPS v3.2 – Recommended Settings by Timeframe
⏱ 1-Minute (1m)
VWAP Z-Score: 2.5

Volume Z-Score: 1.5

Min ATR: 0.0010 to 0.0015

Cluster Bars: 6 to 8

Min Cluster Signals: 2

Enable Trend Filter: ✅ Yes

Stop-Loss Multiplier: 7.5

Risk:Reward Target: 4 to 5

⏱ 3-Minute (3m)
VWAP Z-Score: 2.2

Volume Z-Score: 1.4

Min ATR: 0.0012 to 0.0020

Cluster Bars: 6 to 9

Min Cluster Signals: 2

Enable Trend Filter: ✅ Yes

Stop-Loss Multiplier: 7.0

Risk:Reward Target: 3 to 4

⏱ 5-Minute (5m)
VWAP Z-Score: 2.0

Volume Z-Score: 1.2

Min ATR: 0.0015 to 0.0025

Cluster Bars: 7 to 10

Min Cluster Signals: 2

Enable Trend Filter: ✅ Yes

Stop-Loss Multiplier: 6.5

Risk:Reward Target: 2.5 to 3.5

⏱ 15-Minute (15m)
VWAP Z-Score: 1.8

Volume Z-Score: 1.0

Min ATR: 0.0020+

Cluster Bars: 8 to 12

Min Cluster Signals: 1

Enable Trend Filter: ✅ Yes

Stop-Loss Multiplier: 6.0

Risk:Reward Target: 2 to 2.5



🧬 Optimization Workflow
Start With Defaults

VWAP Z = 2.0, Volume Z = 1.2, ATR Min = 0.0015

Run Strategy Tester

Select your timeframe and asset (e.g. BTCUSDT 1m)

Note Profit Factor, Win %, Drawdown

Adjust One Parameter at a Time

Increase VWAP Z → Reduces signals, but increases quality

Decrease Volume Z → More signals, more noise

Adjust Cluster Min → Higher = stricter = fewer signals

Use Visual Feedback

Gradient bars help see entry zones

Dashboard gives trend + stats snapshot

Optional Optimization Loops

VWAP Z: 1.5 → 3.0 step 0.1

Volume Z: 0.5 → 2.0 step 0.1

ATR: 0.0005 → 0.003 step 0.0005

SL Mult: 5 → 8

R:R: 2 → 5

Have fun!