Weighted Signal Basket with Expiring Limits
This diagram combines an RSI-zone vote and an EMA-position vote into one score from −3 to +3. A threshold crossing while flat registers a limit at the finished close, Combination
Strategy Overview
- RSI below 30 contributes +2, RSI above 70 contributes −2, and the middle zone contributes zero.
- Close above EMA(20) contributes +1 and close below it contributes −1; Formula sums the two weighted votes.
- Current and Previous value comparisons detect a fresh crossing of +1 for a long or −1 for a short, with Position == 0 required on both sides.
- Buy and sell entry orders share the finished close and volume one; their Order outputs merge through Combination while their MyTrade outputs feed Position protection.
- N values counts twelve finished candles after registration and asks Order cancellation to remove the current unfilled order.
Entry and Exit Rules
- Long entry: The weighted score becomes at least +1 after its previous value was below +1, while the position is flat. Order registering places a buy limit at the finished close.
- Short entry: The weighted score becomes at most −1 after its previous value was above −1, while the position is flat. Order registering places a sell limit at the finished close.
- Exit: An executed entry is protected at +1.2% and −0.8% from the fill. An unfilled limit is passed as an Order object to Order cancellation after N values has counted twelve completed candles.
Parameters
| Parameter | Default | Description |
|---|---|---|
| Candle Time Frame | 00:05:00 | Finished-candle interval; five minutes adapts the C# 60-minute default for monthly replay. |
| RSI Length | 14 | RSI period; the executable C# default is 21, while the compact gallery vote uses 14. |
| EMA Length | 20 | EMA period; the executable C# default is 50, while the gallery uses 20. |
| RSI Weight | 2 | Magnitude of the oversold and overbought RSI vote. |
| Trend Weight | 1 | Magnitude of the vote from close relative to EMA. |
| Replay Signal Threshold | 1 | Crossing boundary used in replay; the blueprint value 2 is exposed as a documented tuning alternative. |
| Cancel After N Candles | 12 | Completed candle values counted before attempting to cancel an unfilled entry. |
| Take Profit, % | 1.2 | Percentage gain from the fill used by Position protection. |
| Stop Loss, % | 0.8 | Percentage loss from the fill used by Position protection. |
| Order Volume | 1 | Volume of each buy or sell limit entry. |
Diagram Details
- The executable C# defaults are 60-minute candles, RSI(21), EMA(50), threshold 2 behavior, and a four-candle signal cooldown. It also scores candle direction and intermediate RSI zones. This compact gallery diagram intentionally uses five minutes, RSI(14), EMA(20), two votes, and no separate cooldown.
- The reviewed blueprint proposed threshold 2. With only its two retained votes, March replay produced no orders because oversold RSI normally coincided with price below EMA and the votes cancelled; the transparent replay default is therefore 1. The parameter remains exposed for restoring 2 or further tuning.
- The adjacent README describes eight weighted patterns, pending-order offsets, expiration, and protection inherited from the original expert. The current C# sample implements three score families and market entries, without pending expiration or protection blocks.
- Using a close-priced limit instead of the C# market order is deliberate: it gives Combination, N values, and Order cancellation a real order lifecycle. Price shrinking is disabled because the replay security has no price step.
- Unlike C# gates Position <= 0 / >= 0, the diagram is flat-only and does not reverse an opposite position. Percentage protection 1.2/0.8 is a gallery risk example rather than executable C# logic.
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.