Lune Stratos
Lune Stratos is an automated strategy that uses an online machine learning model to predict volatility-adjusted price moves.
Overview#
Lune Stratos is an automated strategy built on an online machine learning model. It updates its parameters as new market data arrives, using an adaptive optimizer. The model analyzes up to eight user-defined market features. It predicts the probability of a volatility-adjusted price move within a set number of future bars.
Its forward-looking learning matches each prediction with the real outcome that follows.
Key features#
- Adaptive pattern recognition: A machine learning model identifies recurring market patterns in real time.
- Forward-looking model: The model predicts outcomes a set number of bars into the future.
- Online learning core: An adaptive optimizer updates the strategy's parameters as conditions change, without repainting.
- Customizable feature engine: Select up to eight market features for the model to analyze.
- ATR-normalized move targets: Define trade opportunities as a price move relative to current volatility, so targets scale across assets and timeframes.
- Auto Trader compatibility: Works with Lune Auto Trader to run every signal automatically.
Copy the backtested settings#
Copy and paste strategy settings from here:
- Regular backtests: https://www.lunetrading.com/lune-stratos-backtests
- Verified deep backtests: https://discord.com/channels/940718912738328586/1374499015982321786
Replicate the full environment
To match the results in a backtest, replicate the whole trading environment. Copying the strategy inputs alone is not enough. Match each of these:
- Symbol or instrument: Use the exact ticker and the correct exchange data feed.
- Chart timeframe: Match the chart interval to the backtest, such as 5-minute versus 15-minute.
- Candle type: Use standard candles. Renko or Heikin Ashi produce different results.
- Properties settings: In the strategy "Properties" tab, match the initial capital, order size, and pyramiding.
- Session: Check whether the chart uses regular trading hours (RTH) or electronic trading hours (ETH).
- Data range: Match the historical data range, both start and end dates. A different range changes the cumulative results.
These backtests cover a range of symbols and market conditions. The spreadsheets name specific equities or assets, but the settings work on any market, including stocks, forex, indices, and futures.
Each setup gives you a starting configuration instead of building one from scratch.
Features#
Learn more about the settings in Lune Stratos.
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Alerts#
Lune Stratos sends multiple TradingView alerts from a single alert. Learn how the alert system works.
Update logs#
See the changes, improvements, and bug fixes for this strategy.
How to update#
Learn how to update your TradingView strategy.