Multi-Endeks KAMA & RSI Stratejisi v6 (Long & Short)

Multi-Index KAMA & RSI Strategy v6 (Long & Short)
This is a hybrid trading strategy that combines two powerful technical analysis tools—the Kaufman's Adaptive Moving Average (KAMA) for trend following and the Relative Strength Index (RSI) for measuring momentum and identifying overbought/oversold conditions.

The term "Multi-Index" suggests that the decision-making process might incorporate data or conditions from several different market indices or timeframes, rather than just the single asset being traded.

🧭 Core Components
1. KAMA (Kaufman's Adaptive Moving Average)
KAMA is an adaptive moving average developed by quantitative financial theorist Perry J. Kaufman.

Adaptivity: Unlike standard moving averages, KAMA automatically adjusts its smoothing factor (speed) based on market volatility.

Mechanism:

Trending Markets (Low Noise): When prices move clearly in one direction (low volatility), KAMA speeds up, hugging the price closely and providing fast signals.

Sideways Markets (High Noise): When prices are choppy (high volatility/noise), KAMA slows down, smoothing out price fluctuations to reduce the risk of whipsaws (false signals).

Role in Strategy: To define the main trend direction. The position of the price relative to the KAMA line determines the base directional bias (Long or Short).

2. RSI (Relative Strength Index)
RSI is a momentum oscillator developed by J. Welles Wilder Jr. that measures the speed and change of price movements.

Overbought/Oversold: It oscillates between 0 and 100. Conventionally, a reading above 70 suggests overbought conditions (potential sell signal), and a reading below 30 suggests oversold conditions (potential buy signal).

Role in Strategy: Timing and Confirmation. Once the trend is confirmed by KAMA, the RSI acts as a timing filter, often confirming an entry as it moves away from extreme overbought (for Short) or oversold (for Long) levels.

📉 Potential Trading Logic (V6)
This "v6" strategy likely aims to capture more reliable entries by requiring both trend (KAMA) and momentum (RSI) alignment:

1. LONG (Buy) Entry Conditions
Trend Confirmation (KAMA): The asset's price (Closing Price) must be above the KAMA line (confirming an uptrend).

Momentum Confirmation (RSI):

Option A (Reversal): The RSI must cross above the 30 level (exiting oversold) or decisively move above the 50 level.

Option B (Trend-Continuation): In a strong uptrend, the RSI might bounce off the 40-50 zone and turn upwards, confirming trend continuation.

2. SHORT (Sell) Entry Conditions
Trend Confirmation (KAMA): The asset's price (Closing Price) must be below the KAMA line (confirming a downtrend).

Momentum Confirmation (RSI):

Option A (Reversal): The RSI must cross below the 70 level (exiting overbought) or decisively move below the 50 level.

Option B (Trend-Continuation): In a strong downtrend, the RSI might be rejected from the 50-60 zone and turn downwards, confirming continuation.

3. Exit Management
The strategy likely utilizes dynamic risk controls:

Stop-Loss: A dynamic stop placed on the opposite side of the KAMA, or an ATR-based distance to adjust to volatility.

Take-Profit: Conditions such as the RSI reaching extreme levels or the KAMA line being crossed in the reverse direction.

🌟 Implication of the "V6" Version
The "v6" designation implies that the strategy has been refined and iterated upon over time to address weaknesses in prior versions (v1, v2, etc.). These improvements might include:

Filters: Adding stricter RSI or KAMA cross filters to reduce false signals.

Multi-Index Logic: Using the RSI or KAMA of a secondary instrument (e.g., a major index or volatility measure) as a macro filter for the main trade execution.

Optimization: Optimizing the default lookback periods for KAMA and RSI for different asset classes.