源码预览
核心功能
ARBF Strategy v1.8 — Asia Range Breakout Framework ARBF Strategy is a structured Asia Range breakout strategy built for Gold, BTC/Crypto, and other high-liquidity markets.
The core idea is simple:
The strategy defines the Asia range, waits for a confirmed breakout after the range is complete, then manages the trade with a risk-based exit engine.
It is designed to test whether price expansion after the Asia session creates a tradable edge.
Core logic
The strategy uses:
Asia Range high / low detection Breakout bias after Asia session Optional London Opening Range confirmation Optional 4H / 1D EMA20 HTF alignment Risk-based position sizing Partial take-profit engine Break-even and lock-profit stop options Optional trailing runner Weekday filter Entry time filter Gold and BTC/Crypto market profiles Backtest start/end date controls Trade modes A: Break
Raw Asia range breakout.
A trade is triggered when price closes above or below the completed Asia range during the allowed signal window.
B: ABLC
Asia Bias London Continuation.
This requires:
Asia breakout bias London Opening Range completed Break of London OR in the bias direction Optional 4H / 1D EMA20 alignment Exit engine
The script includes two exit modes:
Single TP
Classic fixed R:R take profit with optional break-even at +1R.
Scaled TP
Default structure:
TP1 at 1R TP2 at 1.5R TP3 at 2R Optional runner with trailing stop Optional SL behavior after TP1 and TP2
Stop options include:
Keep initial SL Move to break-even Lock TP1 Lock TP2
This allows testing whether partial profits and runners improve long-term expectancy.
Market profiles
The strategy includes automatic market profile handling:
Gold
Uses dollar-based Asia range filters.
BTC / Crypto
Uses percentage-based Asia range filters.
This prevents the common problem where Gold settings block all BTC trades because the BTC Asia range is naturally much larger.
Filters
The strategy includes optional filters for:
Weekday selection Entry time window Start and end backtest dates Asia range size gate HTF trend alignment One trade per day
These filters are included to help isolate bad market conditions and avoid overtrading.
Recommended chart settings
For best testing:
Timeframe: 5-minute chart Gold feed: OANDA XAUUSD Crypto: major liquid perpetual/spot feeds Execution: On bar close Commission and slippage enabled Use realistic capital and leverage assumptions Important notes
This is a strategy backtest tool, not a signal service.
Backtest results depend heavily on:
Symbol Feed Timeframe Spread Slippage Commission Broker execution Bar magnifier settings Selected date range Market regime
Past performance does not guarantee future results.
Always forward-test before using any strategy live.
Disclaimer
This script is for educational and research purposes only. It is not financial advice. Trading involves risk, and users are responsible for their own decisions, risk management, and execution.
Release notes v1.8 Added improved scaled TP engine Added SL behavior after TP1 and TP2 Added optional TP3 trailing runner Added fixed weekday filter logic using selectable timezone Added entry time filter Added automatic Gold / BTC-Crypto market profile handling Added backtest window controls Added dashboard status for filters, gate, TP structure, and trailing state Improved risk-based position sizing Improved Asia session handling for Bangkok time Added support for cleaner strategy testing across Gold and Crypto markets
安装与验证
在文档完善前,请勿将未验证文件用于实盘环境。