Dskyz (DAFE) Aurora Divergence – Quant Master at a glance

Kind of ruleBetting on a snap-back (mean reversion)
Buys or sellsIt can buy, and it can bet on falling prices.
Built onATR, Linear regression, OBV, SMA, Standard deviation, running total
Where it was publishedTradingView, by its author, as a Pine Script strategy
Tested on12 cells: 12 coins, October 2021 to June 2026, no fee
Trades placednone
Page updated2026-11-08

Dskyz (DAFE) Aurora Divergence – Quant Master backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

No tradesThe rule was tried and never placed a trade, so there is no shape to draw.No trades
The rule was tried and never placed a trade, so there is no shape to draw.

How Dskyz (DAFE) Aurora Divergence – Quant Master works

Rules in this group usually work like this. It buys after a fall and sells after a rise, on the idea that price returns toward normal. The wins are usually small and frequent. The loss comes when price does not return and the stretch turns into a trend. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, linear regression, 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. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses a fixed size of 1. 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 (the bar index − last signal bar) is at or above Base Signal Cooldown (Bars) (2) and the bar index is above ATR Percentile Window (100) and the 14-period ATR is above and not (Enable Max Daily Loss Kill Switch (on) and (equity − equity) is at or above Max Daily Loss ($) (300)) and not ((the highest equity of the last 100 bars − equity) is above Max Rolling Drawdown ($) (1000)) and (not (Enable Z-Score Filter (on)) ….
  • Enters short when (the bar index − last signal bar) is at or above Base Signal Cooldown (Bars) (2) and the bar index is above ATR Percentile Window (100) and the 14-period ATR is above and not (Enable Max Daily Loss Kill Switch (on) and (equity − equity) is at or above Max Daily Loss ($) (300)) and not ((the highest equity of the last 100 bars − equity) is above Max Rolling Drawdown ($) (1000)) and (not (Enable Z-Score Filter (on)) ….
  • Closes the position when (the bar index − last signal bar) is at or above Base Signal Cooldown (Bars) (2) and the bar index is above ATR Percentile Window (100) and the 14-period ATR is above and not (Enable Max Daily Loss Kill Switch (on) and (equity − equity) is at or above Max Daily Loss ($) (300)) and not ((the highest equity of the last 100 bars − equity) is above Max Rolling Drawdown ($) (1000)) and (not (Enable Z-Score Filter (on)) ….
  • Places a stop at undefined, a target at undefined when a position is open and the number of open trades is above 0 and a long position is open.
  • Closes the position when a position is open and the number of open trades is above 0 and a long position is open and ((the bar index − strategy.opentrades.entry bar index(0)) is at or above Max Bars in Trade (8) or not (the bar index is above ATR Percentile Window (100) and the 14-period ATR is above ) or Enable Max Daily Loss Kill Switch (on) and (equity − equity) is at or above Max Daily Loss ($) (300) or (the highest equity of the last ….
  • Places a stop at undefined, a target at undefined when a position is open and the number of open trades is above 0 and a short position is open.
Buys or sellsIt can buy, and it can bet on falling prices.
Tools it calculatesATR, Linear regression, OBV, SMA, Standard deviation, running total
A second chart speedYes. It also looks at a second chart speed.
Only at certain hoursYes. It only acts during set hours.
Adding to a tradeIt holds one trade at a time.
How much it tradesEach trade uses a fixed size of 1.
Cost the author assumedThe author assumed no trading cost.

Default settings

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

SettingDefaultGroup
InstrumentMNQFutures Contract
Base Signal Cooldown (Bars)2Signal
Divergence Lookback9Signal
Z-Score Lookback50Z-Score Filter
Max |Z-Score| to Enter1.5Z-Score Filter
Enable Z-Score FilteronZ-Score Filter
HTF Trend TF60Multi-Timeframe Filter
HTF MA Length50Multi-Timeframe Filter
ATR Percentile Window100Volatility Filter
ATR Percentile Threshold80Volatility Filter
Stop ATR Multiplier1Risk/Reward
Profit ATR Multiplier1.5Risk/Reward
Max Bars in Trade8Risk/Reward
Enable Max Daily Loss Kill SwitchonRisk/Reward
Max Daily Loss ($)300Risk/Reward
Max Rolling Drawdown ($)1000Risk/Reward
Rolling Window (Bars)100Risk/Reward
Restrict to US Session OnlyonSession Filter
Aurora Band Width (% of ATR)0.5DAFE Visuals
Divergence Sensitivity1DAFE Visuals
Minimum Strength0.3DAFE Visuals

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 12 cells, and it placed no trades.

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 tried12
Cells that placed a trade0
Finished above zero0

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

No cell took a trade, so there is no return to read. The rule above is the whole note.

What this does not show

The useful question is the stretch that never snapped back. That is where a year of small wins can disappear.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about Dskyz (DAFE) Aurora Divergence – Quant Master

What is Dskyz (DAFE) Aurora Divergence – Quant Master?

Dskyz (DAFE) Aurora Divergence – Quant Master is a mean reversion trading strategy published on TradingView as a Pine Script. In plain terms it is a rule of the kind this site calls betting on a snap-back. It can buy, and it can bet on falling prices. It is built on ATR, Linear regression, OBV, SMA, Standard deviation, running total. This page reads the rules from the code and reports what they did on old crypto prices.

How does Dskyz (DAFE) Aurora Divergence – Quant Master work?

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, linear regression, 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. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Is Dskyz (DAFE) Aurora Divergence – Quant Master profitable in a backtest?

There is no result to judge. The rule was tried on 12 cells and never placed a trade, usually because a condition never came true on these coins and chart speeds with the author's default settings.

Where can I find the Dskyz (DAFE) Aurora Divergence – Quant Master script?

It is published on TradingView by its author. Search TradingView for the title to find the original script. This page is an independent reading and is not affiliated with the author.

What does backtest mean on this page?

Backtest means the rule was replayed on old prices from Bybit. No real money moved. Every number on this page carries that label, and old prices do not promise anything about new ones.

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 Dskyz (DAFE) Aurora Divergence – Quant Master uses

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

"Dskyz (DAFE) Aurora Divergence – Quant Master" 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.