Adaptive Trend Flow Strategy with Filters for SPX

Adaptive Trend Flow Strategy with Filters for SPX at a glance

Kind of rule	Joining a move (trend following)
Buys or sells	It only buys. It does not bet on falling prices.
Built on	EMA, MACD, SMA, Standard deviation
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	16 cells: 13 coins, October 2021 to June 2026, no fee
Cells that placed a trade	14 of 16
Middle result before fees	−100.0%
Cells above zero	1 of 14
Middle drawdown before fees	150.9%
Page updated	2026-11-08

Adaptive Trend Flow Strategy with Filters for SPX backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How Adaptive Trend Flow Strategy with Filters for SPX works

Rules in this group usually work like this. It waits until price is already moving, then joins that move. It is wrong in small ways many times, and right in a large way a few times. The hard part is the stretch where price chops around and every entry is a fake. The next paragraph is this particular rule, which can be narrower than the group.

It only buys. It does not bet on falling prices. It acts only when several checks agree at once. It leans on EMA, MACD, SMA, standard deviation; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. It gets out when trend equals −1 and previous trend equals 1.

Each trade uses the whole account. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when trend equals 1 and previous trend equals −1 and (the close is above the 4-period SMA of the close when Enable SMA Filter? (on), else on) and (the MACD line is above the MACD signal when Enable MACD Filter? (on), else on).
• Closes the position when trend equals −1 and previous trend equals 1.

Buys or sells	It only buys. It does not bet on falling prices.
Tools it calculates	EMA, MACD, SMA, Standard deviation
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses the whole account.
Cost the author assumed	The author assumed a trading cost of 0.01 per contract.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Main Length	14	Find more strategies like this on pineindicators.com
Main Length	2
Smoothing Length	2
Sensitivity	2
Enable SMA Filter?	on
SMA Length	4
Enable MACD Filter?	on
MACD Fast Length	2
MACD Slow Length	7
MACD Signal Length	2
Leverage Factor	4.5
Color Bars?	on
Background Color?	on
Show Signals?	on

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 16 cells. It placed a trade on 14 of them. 1 of the cells that traded finished above zero (7.1%).

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	16
Cells that placed a trade	14
Finished above zero	1 (7.1% of the cells that traded)
Middle result, before fees	−100.0%
Strongest cell, the top of the range	TRX daily: +188.9%
Weakest cell, the bottom of the range	AVAX daily: −104.2%
Middle drawdown, before fees	150.9%

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.

The middle drawdown, on the cells that traded, was 150.9%.

What this does not show

The useful question, for a rule that joins a move already underway, is what it gave back in the choppy months when there was no trend to join.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about Adaptive Trend Flow Strategy with Filters for SPX

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Adaptive Trend Flow Strategy with Filters for SPX uses

Each has its own page: what it measures, how it is read, where it misleads.

• Exponential moving average (EMA): what it measures and where it misleads
• MACD: two EMAs, a signal line and a histogram, read correctly
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• Standard deviation in trading: the volatility measure inside Bollinger Bands and z-scores

"Adaptive Trend Flow Strategy with Filters for SPX" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.