Two Assets with Their Own Averages Strategy Diagram

This diagram aligns finished fifteen-minute BTCUSDT@BNBFT and TONUSDT@BNBFT candles, compares each close with a 20-period simple moving average calculated for that instrument, and uses the opposing relationships to manage long and short BTCUSDT exposure. A signed fill-driven latch, one-step market reversals, ordinary exits, and a local fixed 2% stop complete the workflow.

schema

Strategy Overview

Separate security variables configure only the BTCUSDT and TONUSDT candle subscriptions. Order actions and the strategy-trades stream use the selected Strategy Security, which must be set to BTCUSDT@BNBFT to match the Traded Security parameter.
Only finished fifteen-minute candles enter a Sync block. Each aligned pair feeds BTC Close and BTC SMA(20) on one leg, and TON Close and TON SMA(20) on the other; decisions begin only after both averages are formed.
The long relation is strictly BTC Close < BTC SMA(20) together with TON Close > TON SMA(20). The short relation is strictly BTC Close > BTC SMA(20) together with TON Close < TON SMA(20). Equality does not satisfy either complete relation.
A numeric signed latch records the diagram-managed BTC state: -1 means short, 0 means flat, and 1 means long. From flat, a complete relation submits a one-unit market entry. From the opposite state, the action volume becomes two units, closing the existing one-unit exposure and establishing one unit in the new direction with one market action.
A complete opposite relation has priority over an ordinary exit. Otherwise, BTC being strictly on the exit side of its own average closes the current side with a one-unit ReduceOnly market action. Every synchronized decision finishes before the stored BTC close is released to the local fixed 2% market stop.

Entry and Exit Rules

Long entry: When a synchronized finished pair has BTC Close < BTC SMA(20) and TON Close > TON SMA(20), the buy gate accepts a flat or short latch. It submits a NoCondition market buy for Volume 1 from flat, or Volume 2 from a one-unit short to reverse directly into a one-unit BTC long.
Short entry: When a synchronized finished pair has BTC Close > BTC SMA(20) and TON Close < TON SMA(20), the sell gate accepts a flat or long latch. It submits a NoCondition market sell for Volume 1 from flat, or Volume 2 from a one-unit long to reverse directly into a one-unit BTC short.
Exit: A long closes with a one-unit ReduceOnly market sell when BTC Close is strictly above BTC SMA(20) and the complete short relation is absent. A short closes with a one-unit ReduceOnly market buy when BTC Close is strictly below BTC SMA(20) and the complete long relation is absent. Those absence checks leave a complete opposite relation to the two-unit reversal branch. Local protection can also close either side with a fixed 2% market stop; Take Profit 0 disables the profit target.

Parameters

Parameter	Default	Description
Traded Security	BTCUSDT@BNBFT	Security used only by the traded-instrument candle subscription. Set Strategy Security to the same BTCUSDT@BNBFT value because every order action and the strategy-trades stream use Strategy Security.
Signal Security	TONUSDT@BNBFT	Security used only by the second candle subscription. Its price-to-average relation contributes to decisions, but no order action is addressed to this variable.
BTC Candles Series	00:15:00	Finished fifteen-minute BTCUSDT candle series used for synchronization, BTC Close, BTC SMA(20), protection checks, and the chart.
TON Candles Series	00:15:00	Finished fifteen-minute TONUSDT candle series used for synchronization, TON Close, TON SMA(20), and the chart.
BTC SMA Length	20	Period of the SimpleMovingAverage calculated from synchronized finished BTCUSDT candles.
TON SMA Length	20	Period of the SimpleMovingAverage calculated from synchronized finished TONUSDT candles.
Base Volume	1	Default market-entry quantity. Action volume is `Base Volume * (1 + abs(latch))`, so a flat entry uses Base Volume and a reversal uses twice Base Volume; with the default, these are Volume 1 and Volume 2.
Take Profit	0	An absolute value of zero disables take-profit protection.
Stop Loss	2%	Adverse percentage distance from the protected fill price that activates the stop-loss.
Trailing Stop Loss	false	Disabled, so the 2% stop remains fixed instead of following favorable price movement.
Use Market Orders	true	Enabled, so an activated stop closes the protected exposure with a market order.

Diagram Details

Two security Variable blocks feed only their respective Candles blocks. A Sync block aligns the finished streams at 00:15:00 before either leg reaches the decision chain.
Each synchronized candle is split into Close and a formed Indicator value. Four strict comparison blocks construct the opposing long and short relations from each instrument's Close and its own SMA(20).
A numeric Unit variable holds the signed latch. Action fills write 1 after a buy, -1 after a sell, and 0 after an ordinary or protective exit. State comparisons permit entries from flat and reversals from the opposite side; the volume formula is Base Volume * (1 + abs(latch)).
The long and short relation gates drive NoCondition, MarketOrder Modify position actions. Separate ReduceOnly market actions handle ordinary exits. Each ordinary-exit gate also requires the full opposite relation to be false, so a reversal and a one-unit close cannot be requested for the same synchronized pair.
Position protection receives fills from entries, reversals, and ordinary exits. Take Profit is 0, Stop Loss is 2%, Trailing Stop Loss is false, Use Market Orders is true, and the protection runs locally. The synchronized BTC close is stored first and released to protection only after both signal branches have completed their decision for that pair.
The chart receives the synchronized BTCUSDT and TONUSDT candle streams, BTC SMA(20), TON SMA(20), the stop-loss order stream, and all BTCUSDT fills from Strategy trades.

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.