loxx

Schaff Trend Cycle w/ Var. MA (advanced) [Loxx]

The Schaff Trend Cycle ( STC ) indicator is the product of combining Slow Stochastics and the Moving Average Convergence/Divergence ( MACD ). The MACD has a reputation as a trend indicator, but it's also notorious for lagging due to its slow responsive signal line. The improved signal line gives the STC its relevance as an early warning sign to detect trends.

This indicator makes use of the Moving Averages found in the Baseline Backtest indicator:

Volatility Types
v1.0 Included Volatility
Average True Range (ATR)
True Range Double ( TRD )

This indicator includes 3 different types of signals

Signal cross
Initial Long (L): Hard flip downtrend to uptrend; STC line crosses up Signal
Initial Short (S):Hard flip downtrend to uptrend; STC line crosses down Signal

Middle Cross
Initial Long (L): Hard flip downtrend to uptrend; STC crosses up Middle
Initial Short (S): Hard flip downtrend to uptrend; STC crosses down Middle
Continuation Long ( CL ): STC already above Middle, STC crosses up Signal
Continuation Short (CS): STC already below Middle, STC crosses down Signal
Post Baseline Cross Long ( BL ): STC crossed over Middle over XX bars ago but Baseline didn't agree (that is, is still showing downtrend), if Baseline then catches up and agrees with direction within XX bars since the STC crossup, then this signal is triggered
Post Baseline Cross Short (BS): STC crossed under Middle over XX bars ago but Baseline didn't agree (that is, is still showing downtrend), if Baseline then catches up and agrees with direction within XX bars since the STC crossdown, then this signal is triggered
Baseline Recovery Continuation Long ( RL ): STC above Middle. Baseline crossed down into downtrend, then baseline crosses back up to uptrend while STC is still above Middle then this signal is triggered
Baseline Recovery Continuation Short ( RS ): STC below Middle. Baseline crossed up into uptrend, then baseline crosses back down to downtrend while STC is still below Middle then this signal is triggered

Boundary Cross
Initial Long (L): Hard flip downtrend to uptrend; STC crosses up Upper
Initial Short (S): Hard flip downtrend to uptrend; STC crosses down Lower
Continuation Long ( CL ): STC already above Upper, STC crosses up Signal
Continuation Short (CS): STC already below Lower, STC crosses down Signal
Post Baseline Cross Long ( BL ): STC crossed over Upper over XX bars ago but Baseline didn't agree (that is, is still showing downtrend), if Baseline then catches up and agrees with direction within XX bars since the STC crossup, then this signal is triggered
Post Baseline Cross Short (BS): STC crossed under Upper over XX bars ago but Baseline didn't agree (that is, is still showing downtrend), if Baseline then catches up and agrees with direction within XX bars since the STC crossdown, then this signal is triggered
Baseline Recovery Continuation Long ( RL ): STC above Upper. Baseline crossed down into downtrend, then baseline crosses back up to uptrend while STC is still above Middle then this signal is triggered
Baseline Recovery Continuation Short ( RS ): STC below Upper. Baseline crossed up into uptrend, then baseline crosses back down to downtrend while STC is still below Middle then this signal is triggered

Trading Rules
Volatility: If price crosses the baseline, we check to see how far it has moved in terms of multiples of volatility denoted in price ( volatility in price x multiple). If price has moved by at least "Qualifier multiplier" and less than "Range Multiplier", then the strategy enters a trade.

Baseline Filter: This adds another layer of filtering (See Post Baseline Cross signals above). This is a simple over/under qualification filter. If price is above the baseline, then that means it qualifies for a long, if price is below the baseline, then this qualifies for a short. This filter must be active for Post Baseline Cross signals to trigger.

Additional moving averages, volatility types, qualifiers, and other advanced features will be added in future releases.

Schaff Trend Cycle w/ Var. MA Backtest (advanced)

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