Lune Aegis
An automated strategy that classifies the market into regimes and adapts its logic across short, medium, and long-term time horizons.
Overview#
Lune Aegis is an automated strategy that analyzes market behavior across different time horizons. It classifies the market into regimes, such as trending or ranging, and adapts its logic to match. Lune Aegis builds a composite score from a range of market factors to identify trading opportunities, and adjusts its parameters in real time based on recent performance.
This adaptive approach suits traders who want a strategy that responds to shifting market conditions.
Key features#
- Multi-horizon analysis: Evaluates market data across short, medium, and long-term periods to build a full view of market dynamics.
- Regime detection: Identifies the current market state and adjusts its signal logic to match the environment.
- Multi-factor signal scoring: Generates signals from a composite score drawn from multiple layers of market analysis.
- Performance-based adaptation: Adjusts its internal thresholds based on recent trade performance.
- Automation compatibility: Integrates with Lune Auto Trader for automated trade execution.
Backtested strategy settings#
Find and use strategy settings by copying and pasting from here:
- Regular Backtests: https://www.lunetrading.com/lune-aegis-backtests
- Verified Deep Backtests: https://discord.com/channels/940718912738328586/1374499015982321786
Replicating results
To match the results shown in a backtest, replicate the entire trading environment. Copying the strategy inputs is not enough. Make sure the following match exactly:
- Symbol/Instrument: Use the exact ticker and the correct exchange data feed.
- Chart Timeframe: The chart interval must match the backtest (for example, 5-minute vs 15-minute).
- Candle Type: Use Standard Candles. Renko or Heikin Ashi produce different results.
- Properties Settings: In the strategy settings "Properties" tab, match the Initial Capital, Order Size, and Pyramiding settings.
- Session: Check whether the chart is set to Regular Trading Hours (RTH) or Electronic Trading Hours (ETH).
- Data Range: If your chart does not load the same historical data range (start and end dates) as the original test, the cumulative results will differ.
These backtest results show settings across a variety of symbols and market conditions. The spreadsheets highlight specific equities or assets, but the configurations adapt to any market, including stocks, crypto, forex, indices, and futures.
Each setup helps you apply a strategy without building it from scratch.
Features#
Learn more about Lune Aegis's features.
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Alerts#
Learn more about Lune Aegis's built-in alert system, which sends multiple TradingView alerts with a single alert.
Update logs#
See the changes, improvements, and bug fixes made to this strategy.
How to update#
Learn how to update your TradingView strategy.