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Sunflower Quant - ETH 15min Strategy

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🟠 Sunflower Quant - ETH 15min Strategy
Strategy Overview
The " Sunflower Quant - ETH 15min Strategy" is a sophisticated automated trading system specifically designed for ETH/USDT on 15-minute timeframes. This advanced algorithm integrates over 20 technical indicators and price action patterns to deliver intelligent entry decisions and comprehensive risk management.

Core Value Proposition
Multi-Timeframe Integration: Combines 1-hour and 4-hour higher timeframe data for signal validation

Dynamic Market Regime Detection: Real-time identification of Low Volatility, Ranging, and High Volatility market environments

Comprehensive Scoring System: Three-dimensional evaluation model based on Breakout Signals, Pattern Recognition, and Position Analysis

Adaptive Position Sizing: Dynamic allocation based on signal strength and market volatility

🟠 Core Architecture
Three-Layer Analytical Framework
1. Market Regime Detection System
Real-time market environment assessment through four dimensions:

ATR Relative Volatility

Bollinger Band Width

Average Amplitude

Momentum Strength

Market State Classification:

Low Volatility (≤30 points): Narrow ranges, awaiting breakout

Ranging Market (31-65 points): Moderate volatility, suitable for range trading

High Volatility (>65 points): Strong trends, ideal for trend following

2. Signal Generation Engine
Breakout Signal Layer:

Donchian Channel Breakouts (Upper/Middle/Lower)

Keltner Channel Breakouts (Upper/Middle/Lower)

Double ATR Momentum Confirmation

Pattern Recognition Layer:

Price Action: Outside Bars, Engulfing Patterns, False Breakouts

Candlestick Patterns: Hammer, Inverted Hammer, Doji, Dragonfly, Gravestone

Three Soldiers Method: Single-bar and Three-bar consecutive patterns

Position Analysis Layer:

Ichimoku Cloud Position (Above/Within/Below)

ADX Trend Strength Confirmation

DC/KC Middle Band Position Analysis

3. Volume & POC Analysis
Volume Confirmation:

High Volume Breakout Validation

Medium Volume Support Confirmation

Point of Control (POC) Value Areas:

Volume-based dense trading zone identification

POC Cluster Scoring System (Size Score + Volume Score + Time Score)

🟠 Trading Logic Specification
Entry Signal Classification
A-Class Signals (Strong Breakout)
Trigger: VP breaking key POC levels + strong pattern confirmation

Characteristics: High confidence, larger position sizing

Stop Loss: Wider stops based on historical ATR volatility

B-Class Signals (Pattern Confirmed)
Trigger: Clear price patterns + volume confirmation

Characteristics: Medium confidence, standard position sizing

Stop Loss: Based on pattern lows/highs

C-Class Signals (Weak Reversal)
Trigger: Single indicator signals + positional support

Characteristics: Lower confidence, small exploratory positions

Stop Loss: Tight stops for quick exits

Scoring Weight Distribution
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Base Score = Breakout(30%) + Patterns(40%) + Position(30%)
Final Score = Base Score × Market Regime Coefficient × Cloud Position Coefficient
🟠 Risk Management System
Dynamic Stop Loss Strategy
Initial Stop Loss: ATR-based volatility + market regime adjustment

Trailing Stop: Phased tracking, progressively locking profits

Position Management
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Base Position = Initial Capital × Base Coefficient / Stop Distance
Final Position = Base Position × Signal Strength Coefficient × Market Volatility Coefficient
Take Profit System
Scaled Profit Taking: 8 profit levels with proportional position distribution

Dynamic Adjustment: Trailing stop activation upon reaching specific profit tiers

🟠 Configuration Parameters
Market Regime Thresholds
pinescript
Low Volatility: ≤30 points
Ranging Market: 31-65 points
High Volatility: >65 points
Signal Strength Thresholds
pinescript
// Current Entry Thresholds (No Position)
Low Volatility: Long 82 / Short 82
Ranging: Long 75 / Short 80
High Volatility: Long 80 / Short 85

// Reversal Entry Thresholds
Low Volatility: Long 75 / Short 90
Ranging: Long 85 / Short 90
High Volatility: Long 90 / Short 100
🟠 Usage Guide
1. Initial Setup
Apply to ETH/USDT 15-minute chart

Configure webhook Signal ID and UID

Adjust initial capital parameters according to account size

2. Key Monitoring Elements
Market Regime Indicator: Watch background color changes

Signal Score Display: Monitor real-time long/short scores

POC Value Areas: Identify key support/resistance levels

3. Trading Decision Process
Trend Confirmation Phase:

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1. Observe market regime background
2. Confirm Ichimoku cloud position
3. Check ADX trend strength
Entry Signal Screening:

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1. Comprehensive score > corresponding threshold
2. Multiple indicator signal confluence
3. Volume confirmation alignment
Risk Management Execution:

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1. Automatic position size calculation
2. Set scaled take profit and stop loss
3. Monitor trailing stop updates
4. Advanced Features
Lookback Mode: Historical signal validation

Special Close: Early exit based on ATR ratio

Signal Filtering: Optimize signal quality through component weight adjustment

This systematic multi-factor scoring strategy delivers stable automated trading decisions in complex market environments, particularly well-suited for the short-term volatility characteristics of cryptocurrencies like Ethereum.

Strategy Name: Sunflower Quantitative Strategy
Symbol: ETH/USDT
Timeframe: 15-minute
Market: Cryptocurrency
Strategy Type: Multi-timeframe Quantitative Analysis
Risk Level: Medium-High
Recommended Capital: $10,000+ for optimal position sizing
"向日葵量化"是一款专为ETH 15分钟图表设计的全自动量化交易策略。该策略通过多维度技术分析框架,集成超过20种技术指标与价格行为模式,实现智能化的入场决策与风险控制。

核心价值
多时间框架协同:整合1小时、4小时高周期数据,确保信号质量

动态市场状态识别:实时识别低波动、震荡、高波动三种市场环境

综合评分系统:基于突破信号、形态识别、位置分析的三维评分模型

智能仓位管理:根据信号强度与市场波动率动态调整仓位规模

🟠【核心架构】
策略基于三层分析框架构建:

1. 市场状态识别系统
通过ATR相对波动率、布林带宽、平均振幅、动量强度四个维度,实时判断当前市场环境:

低波动市场(≤30分):窄幅震荡,等待突破

震荡市场(31-65分):中等波动,适合区间交易

高波动市场(>65分):趋势明确,适合趋势跟踪

2. 信号生成引擎
突破信号层:

DC通道突破(上轨/中轨/下轨)

KC通道突破(上轨/中轨/下轨)

双ATR动量确认

形态识别层:

价格行为模式:外包线、吞没形态、假突破

K线形态:锤子线、倒锤子线、十字星、蜻蜓线、墓碑线

三兵三法:单根强度与三根连续形态

位置分析层:

云图位置关系(之上/之中/之下)

ADX趋势强度确认

DC/KC中轨位置判断

3. 成交量与POC分析
成交量确认:

高成交量突破确认

中等成交量支撑确认

POC价值区域:

基于成交量分布的密集成交区识别

POC集群评分系统(规模分+成交量分+时间分)

🟠【交易逻辑详解】
入场信号分类
A类信号(强势突破)
触发条件:VP突破POC关键位 + 强势形态确认

特征:高置信度,大仓位配置

止损设置:相对宽松,基于ATR历史波动率

B类信号(形态确认)
触发条件:明确价格形态 + 成交量确认

特征:中等置信度,标准仓位

止损设置:基于形态低点/高点

C类信号(弱势反弹)
触发条件:单一指标信号 + 位置支撑

特征:低置信度,小仓位试探

止损设置:紧凑止损,快速离场

评分权重分配
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基础分 = 突破分(30%) + 形态分(40%) + 位置分(30%)
最终分 = 基础分 × 市场状态系数 × 云图位置系数
🟠【风险管理系统】
动态止损策略
初始止损:基于ATR波动率 + 市场状态调整系数

移动止损:分阶段跟踪,逐级锁定利润

仓位管理
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基础仓位 = 初始资金 × 基础系数 / 止损距离
最终仓位 = 基础仓位 × 信号强度系数 × 市场波动系数
止盈系统
分级止盈:8个止盈级别,按仓位比例分配

动态调整:达到特定止盈级别后启动移动止损

🟠【配置参数】
市场状态阈值
pinescript
低波动区间:≤30分
震荡区间:31-65分
高波动区间:>65分
信号强度阈值
pinescript
// 当前开仓阈值(无持仓)
低波动:做多82分 / 做空82分
震荡:做多75分 / 做空80分
高波动:做多80分 / 做空85分

// 反转开仓阈值
低波动:做多75分 / 做空90分
震荡:做多85分 / 做空90分
高波动:做多90分 / 做空100分
🟠【使用指南】
1. 初始设置
添加到ETH/USDT 15分钟图表

配置webhook信号ID和UID

根据资金量调整初始资本参数

2. 监控要点
市场状态指示器:关注背景颜色变化

信号评分显示:实时查看多头/空头得分

POC价值区域:识别关键支撑阻力

3. 交易决策流程
趋势确认阶段:

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1. 观察市场状态背景色
2. 确认云图位置关系
3. 检查ADX趋势强度
入场信号筛选:

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1. 综合评分 > 对应阈值
2. 多指标信号共振
3. 成交量确认配合
风险管理执行:

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1. 自动计算仓位大小
2. 设置分级止盈止损
3. 监控移动止损更新
4. 高级功能
回看模式:启用历史信号验证

特殊平仓:基于ATR比率的提前离场

信号过滤:通过调整各组件权重优化信号质量

该策略通过系统化的多因子评分机制,在复杂的市场环境中实现稳定的自动化交易决策,特别适合ETH等加密货币的短期波动特性。

Pernyataan Penyangkalan

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