prompt.md

Here’s a ready-to-paste “super-prompt” you can give to an AI to generate a Pine Script v6 strategy exactly as you described. It’s explicit, opinionated, and designed to trade rarely and only when the odds are stacked in one direction.

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Prompt to Generate Pine v6 Strategy (High-Confidence, Factor-Inspired, Low-Frequency)

You are an expert Pine Script v6 quant developer. Write a Pine Script v6 strategy (not study) that trades infrequently and only under strong directional evidence. The system must:

• Go LONG only when multiple bullish conditions are all confirmed and no bearish or uncertain conditions are present.
• Go SHORT only when multiple bearish conditions are all confirmed and no bullish or uncertain conditions are present.
• NEVER trade in uncertain/choppy markets. If conditions conflict or trend strength is weak, stay flat.
• One position at a time, no pyramiding. Enter only at bar close of the signal bar. No repainting.
• Include robust risk management and backtest realism.

Requirements

Pine & Execution

• Use Pine Script v6: //@version=6
• Use strategy() with inputs for trading costs and realistic slippage.
• All signals must be generated on confirmed bars only; no lookahead_on.
• No repainting: avoid future leaks; use barstate.isconfirmed and evaluate only on bar close.
• One trade at a time, pyramiding=0.

Symbols & Timeframes

• The code must support any symbol and any timeframe.

• Implement multi-timeframe (MTF) regime filters:

  • Regime TF (HTF) input (e.g., 1h/4h/1D) for trend/volatility confirmation.
  • Use request.security() safely (no lookahead) for HTF filters.

Factor-Inspired Indicator Set (robust, confirmatory)

Use a combination of indicators that proxy classic “factor” exposures for a single tradable series (price/volume). Treat them as confirmatory filters; trades trigger only if all required filters align and uncertainty filters are false.

1. Momentum / Trend (primary)

   • Dual/Triple MA trend filter (e.g., EMA fast/slow and KAMA):

     • Bullish if EMA_fast > EMA_slow and price ≥ KAMA.
     • Bearish if EMA_fast < EMA_slow and price ≤ KAMA.
     • Implement TEMA as ema(ema(ema)) (no built-in TEMA).

   • MACD histogram regime (bullish > 0, bearish < 0) on both LTF and HTF.

   • Donchian Channel breakout bias (e.g., close > upper for bullish bias; close < lower for bearish bias).

2. Trend Strength

   • ADX filter (e.g., ADX ≥ threshold means trend is strong).
   • Supertrend direction must agree with the momentum bias.

3. Volatility Regime (low-vol → avoid, expansion → allow)

   • ATR % of price must be above a minimum (to avoid dead markets).
   • Bollinger Bandwidth (or %B regime) to detect squeeze; if in squeeze + no breakout → uncertainty.

4. Quality / Noise Filters (uncertainty detection)

   • Choppiness Index (CHOP) high → uncertain → no trades.
   • RSI mid-zone filter: if RSI in neutral band (e.g., 45–55) → uncertainty.
   • Volume confirmation: OBV slope or VWAP proximity filter—require that breakouts are not just thin volume spikes. If volume filter fails → no trade.

5. Value / Carry Proxies (optional toggles)

   • Add inputs to optionally include Funding Rate or Basis proxies if available through the symbol feed; otherwise skip gracefully. If included, require funding-aligned bias (e.g., persistently positive funding aligns with bullish regime). Must not break on symbols without these series.

All filters must be inputs with sensible defaults and ability to toggle each block (e.g., “Use MACD filter: true/false”).

Trade Logic (AND-gated, high confidence)

• LONG entry conditions (ALL must be true):

  • Momentum: EMA_fast > EMA_slow, price ≥ KAMA, MACD hist > 0 (LTF & HTF), and Supertrend is UP.
  • Trend Strength: ADX ≥ threshold.
  • Volatility: ATR% ≥ min and either BB expansion or a clean breakout (e.g., close > Donchian upper) confirmed by volume filter.
  • Uncertainty filters: CHOP below max, RSI outside neutral band (e.g., RSI > 55), no squeeze-without-breakout state.
  • Optional factor toggles (if enabled) agree (e.g., funding regime supports longs).
  • No active short and no cool-down lock (see below).

• SHORT entry conditions (ALL must be true):

  • Momentum: EMA_fast < EMA_slow, price ≤ KAMA, MACD hist < 0 (LTF & HTF), and Supertrend is DOWN.
  • Trend Strength: ADX ≥ threshold.
  • Volatility: ATR% ≥ min and either BB expansion or a clean breakdown (e.g., close < Donchian lower) confirmed by volume filter.
  • Uncertainty filters: CHOP below max, RSI outside neutral band (e.g., RSI < 45), no squeeze-without-breakdown state.
  • Optional factor toggles (if enabled) agree (e.g., funding regime supports shorts).
  • No active long and no cool-down lock.

• NO-TRADE (uncertainty) conditions (ANY true → flat, block entries):

  • ADX below threshold, or
  • RSI in neutral band (e.g., 45–55), or
  • CHOP above threshold, or
  • BB squeeze with no decisive break, or
  • Conflicting LTF vs HTF signals in trend, MACD, or Supertrend, or
  • Volume confirmation fails (e.g., OBV slope non-confirming).

Position Management & Debounce

• One position at a time; on opposite signal, close & flip only if a strict “flip guard” passes:

  • Require minimum bars in position (e.g., minBarsInTrade) before exits or flips.
  • Require “direction lock”: after closing a trade, enforce a cool-down (e.g., N bars) where no new entries are allowed.
  • Optional time-of-day/session filter input; skip entries in illiquid hours if desired.

Risk Management

• Position size: input as % of equity or fixed contracts.
• Initial Stop-Loss: ATR-based (e.g., SL = entry ± k * ATR) and hard stop.
• Take-Profit: ATR-multiple (e.g., 2–4× ATR) OR a trailing stop (ATR-based).
• Include breakeven rule: after price moves +X ATR in favor, move stop to breakeven.
• Include an optional time-stop (max bars in trade).
• All exits must be placed via strategy.exit() with clear names.
• Inputs for commission (percent or per-contract) and slippage ticks.

Inputs (make configurable, with robust defaults)

• MAs: lengths for EMA_fast, EMA_slow, and KAMA length.
• MACD: fast, slow, signal lengths.
• Supertrend: ATR length, multiplier.
• ADX: length & threshold.
• Donchian: lookback length.
• Bollinger: length & stdev; bandwidth threshold; neutral %B band.
• ATR: length and ATR% minimum for “tradable”.
• RSI: length; neutral band (e.g., 45–55).
• CHOP: length; max allowed.
• OBV/VWAP filter toggles and parameters.
• MTF: Regime TF string; enable/disable HTF checks.
• Debounce: minBarsInTrade, cooldownBars, and optional minBarsSinceFlip.
• Risk: riskPct, atrSLmult, atrTPmult, trailATRmult, breakevenATR, timeStopBars.
• Costs: commissionType/Value, slippageTicks.
• Sessions: optional session string.

Plotting & Debug

• Plot:

  • EMAs, KAMA, Supertrend direction, Donchian bands, Bollinger bands.
  • ADX with threshold line, CHOP with threshold, RSI with neutral band highlights.
  • MACD histogram (separate pane).

• Plot background colors for regimes: green when “bullish-qualified,” red when “bearish-qualified,” gray when uncertain (no-trade).

• Add a table showing: HTF trend, ADX, CHOP, ATR%, RSI state, volume confirmation, and whether entries are permitted.

• Use var for persistent state where helpful; comment code thoroughly.

Backtest Hygiene

• calc_on_every_tick = false, process_orders_on_close = true.
• Handle commission and slippage realistically.
• No use of future-knowledge functions or repaint-prone constructs.
• Use strategy.risk.max_drawdown and show key performance in a summary table (if feasible in Pine).
• Provide clear alerts (alertcondition) for Long/Short entries and exits.

Acceptance Tests (must pass)

• On a choppy symbol/timeframe (e.g., crypto 5–15m), the strategy spends most time flat; trades are rare.
• When ADX < threshold or CHOP high or RSI neutral, no entries occur.
• Entries occur only when all bullish (for long) or all bearish (for short) filters align on both LTF and HTF.
• The code compiles in Pine v6, does not repaint, and runs on arbitrary symbols without errors (even if funding rate proxies are disabled/not available).
• Inputs allow users to relax/tighten thresholds for more/less trading frequency.

Deliverables

• Full Pine v6 code with all inputs, plots, alertconditions, and exhaustive inline comments.
• A short README comment at the top explaining how to tune thresholds to reduce trades further if needed (e.g., increase ADX threshold, widen RSI neutral band, require Donchian breakout + BB expansion concurrently, lengthen HTF).

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Important design intent: Favor precision over recall—skip marginal setups. The default configuration must trade as little as possible while aiming for high-probability entries only.