My own set
Tick 1 to 5 strategies. Conflicting pairs are highlighted. The full text of the selected strategies will appear in the prompt field.
#1 Market Mode First A universal router strategy: first, determine the primary mode of the requested asset, then apply the appropriate logic. Does not require perfect classification and allows for a trade when there is a clear local advantage.
#2 Trend Entry on Pullback Following the trend after a pullback or short consolidation. The major trend remains the main guide, but a neutral higher timeframe and lack of perfect RSI no longer block a high-quality local entry.
#3 Breakout After Compression and Retest Looks for an exit from a range or compression. Retest and a full set of volume/OI/orderbook are no longer required simultaneously: price acceptance beyond the level and one quality confirmation are sufficient.
#4 Trading from Range Boundaries and Key Levels Works in flat markets and near strong zones. Allows entry not only on an ideal boundary touch but also from the outer third of the range with clear reaction and sufficient path to the target.
#5 Counter-trend After Exhaustion and Capitulation Looks for a mean reversion after exhaustion. Stabilization remains mandatory, but the rare simultaneous coincidence of liquidations, funding, several oscillators, and three candles is no longer required.
#6 Liquidity Sweep and Level Reclaim Looks for a false break and return behind the level. Closing back behind the level is the main trigger; holding several candles and liquidation data increase confidence but are not mandatory.
#7 Derivative Skew and Squeeze Against the Crowd Uses actually available funding, OI, long/short volume, and liquidations. For a signal, measurable crowding and the beginning of a price reversal are sufficient; a full set of six signs is not required.
#8 Order Flow and Market Participation Prioritizes spot buy/sell volume, net flows, bids/asks, OI, and volume. Instead of requiring three flow factors, it uses a price trigger and one independent participation confirmation.
#9 Volume-Price Analysis and Climactic Volume Checks movement quality via volume and candle shape. Weak volume now reduces confidence but does not automatically block a structurally strong entry.
#10 Momentum and Volume Divergences Looks for divergence between price and momentum/volume. Divergence remains an early signal, but a simple price trigger is sufficient for entry instead of a full set of indicator reversals.
#11 News and Social Filter Uses news and Twitter/X as a risk modifier, not a mandatory four-confirmation gateway. Absence of news is neutral; fresh significant news receives high weight.
#12 TP Probability and Risk Geometry Evaluates TP attainability and adverse movement. For a regular bot, compares TP to SL, and for a confirmed DCA without SL, evaluates the starting order, grid coverage, and the risk of price moving beyond it.
#13 Session Opening Range Breakout Trades the exit from the UTC/London/US session range or event window. Allows early price acceptance at the boundary and does not require volume, OI, and orderbook simultaneously.
#14 Dynamic Mean: EMA/Bollinger Reclaim Uses available EMA20/50 and Bollinger mean as a dynamic fair zone. One closing with confirmation can be sufficient; VWAP is considered only if explicitly provided.
#15 Directional Efficiency and Anti-Chop Filter Separates directional movement from strong chop, but does not block a deal just because of low ADX or one noisy indicator. Considers the exception for the starting DCA order.
#16 Low-volume Pullback Continuation Trend continuation after a calm pullback. For entry, weakening of counter-pressure via range or volume and the first price trigger are sufficient.
#17 Liquidation and Orderbook Balance: Path to Target Replacement strategy that depended on an unavailable liquidation heatmap. Uses only transmittable long/short liquidations, funding/OI, and aggregated bids/asks history to evaluate support for movement to TP.
#18 Spot-Perp Dislocation and Basis Convergence Looks for divergence between spot demand and futures positioning. A price trigger plus one persistent divergence are sufficient, without requiring all spot/perp fields.
#19 Failed News Reaction and Absorption Compares expected and actual news reaction. For a signal, obvious failure of the price to move on news and one sign of absorption are sufficient.
#20 Liquidity Void and Impulse Imbalance Fill Works with obvious zones of fast movement. For entry, a clear void boundary and a confirmed return inside or holding outside are sufficient.
#21 DCA: First Order Starting Zone Strategy for DCA bots: evaluates not the ideal point for the entire position, but the reasonableness of a small starting order considering grid width, number of averages, and probability of price moving beyond coverage.
#22 Multi-timeframe Momentum Alignment A more frequent continuation strategy. Allows early entry when the working and one neighboring timeframe are aligned, even without an ideal pullback to the mean.
#23 Confirmation Between Binance and Bybit Strategy compares data of the same currency on available exchanges. Consistency of price, funding, OI, and volumes increases reliability; local anomaly of one exchange reduces the signal weight.
#24 Accumulation and Distribution Before Movement A leading strategy: looks for improvement in OBV/CMF/MFI, spot net flows, and volume before an obvious breakout, allowing for an earlier entry from the base.
#25 Market Structure Shift and First Retest Strategy catches an early CHOCH/BOS reversal without mandatory capitulation. Uses a break of extreme sequences and the first pullback to the level that changed its role.
#26 NATR-normalized Mean Reversion A more frequent mean-reversion strategy. Compares deviation from EMA or Bollinger mean with current NATR, therefore adapts to volatility and does not wait for rare capitulation.
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