Round Level Order Ladder Strategy Diagram
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This diagram manages the full life cycle of passive round-level entry orders. Finished five-minute candles drive a Kaufman adaptive average, directional crossings, calculated buy and sell levels, order replacement, timed cancellation, and an absolute trailing stop.
Strategy Overview
- Finished five-minute candles feed KAMA(15) with fast period 2 and slow period 30; only formed indicator values continue through the signal path.
- A Previous value block shifts the formed KAMA by one update, and Crossing compares each close with that prior adaptive-average value.
- The nearest rounded center uses floor(close / step + 0.5). The buy limit is one 200-unit step below that center, and the sell limit is one step above it.
- Separate buy and sell order buses retain the currently active order. When its calculated level changes, Order replacing moves the active limit to the new level.
- Each side has its own twelve-candle cycle flag and timer. An opposite crossing or the timer cancels a still-active limit, while a fill arms trailing protection.
Entry and Exit Rules
- Long entry: When the close crosses above the previous formed KAMA while the sampled position is zero and the buy-cycle flag is free, register a 0.1-unit buy limit at (floor(close / step + 0.5) - 1) × step.
- Short entry: When the close crosses below the previous formed KAMA while the sampled position is zero and the sell-cycle flag is free, register a 0.1-unit sell limit at (floor(close / step + 0.5) + 1) × step.
- Exit: A filled entry activates an absolute trailing stop with distance 10, evaluated from finished-candle closing prices and executed with a market order. Take-profit is disabled. Pending entries are canceled on the opposite crossing or after twelve finished candles.
Parameters
| Parameter | Default | Description |
|---|---|---|
| Candles Series | 00:05:00 | Time frame of the finished candles used for signals, prices, timers, protection updates, and the chart. |
| KAMA Fast SC Period | 2 | Fast smoothing period of the Kaufman adaptive moving average. |
| KAMA Slow SC Period | 30 | Slow smoothing period of the Kaufman adaptive moving average. |
| KAMA Length | 15 | Lookback length of the Kaufman adaptive moving average. |
| KAMA Source | Not set | No alternate indicator input field is selected; candles are connected directly. |
| Round Level Step | 200 | Distance, in price units, between adjacent round levels. |
| Order Volume | 0.1 | Fixed volume of every registered and replaced entry limit. |
| Buy Order Life (N) | 12 | Number of finished candles in the buy-order cycle before its timed cancellation and flag reset. |
| Sell Order Life (N) | 12 | Number of finished candles in the sell-order cycle before its timed cancellation and flag reset. |
| Take Profit | 0 | A zero absolute value disables take-profit protection. |
| Stop Loss | 10 | Absolute trailing-stop distance from the best observed protected price. |
| Trailing Stop Loss | true | Moves the stop boundary when price advances in the position's favor. |
| Use Market Orders | true | Submits an activated trailing-stop exit as a market order. |
Diagram Details
- The candle close reaches Crossing before the newly formed KAMA value is shifted. This gives Crossing one current close and one adaptive-average value from the preceding formed update.
- Both level formulas share the same close and step. Previous value blocks retain the prior buy and sell levels, and NotEqual comparisons emit a replacement pulse only when a level changes.
- Each Combination block accepts the order emitted by registration and every order emitted by replacement. Its output supplies the latest order to both Order replacing and Order cancellation.
- The N values blocks are armed by successful order registration and count twelve finished candles. Their outputs both request cancellation and release the corresponding cycle flag for a later setup.
- The chart shows five-minute candles, KAMA, both round levels, the current buy and sell limits, trailing-stop orders, and all fills.
Usage
Import the .json file into Designer, run it in the backtester on historical data, then adjust the parameters or the blocks themselves to fit your instrument before trading it live.