Lune Vertex
Lune Vertex is an automated strategy that classifies the market as up, down, or neutral and signals only on a strong directional bias.
Overview#
Lune Vertex is an automated strategy built on a classification model. The model sorts the market into "up," "down," or "neutral" states. It learns online from up to eight user-defined market features and updates its predictions as conditions change, without repainting.
Vertex signals only when the market shows a strong directional bias.
Key features#
- Classification engine: Predicts market direction as up, down, or neutral, and signals only on a strong bias.
- Online learning: Learns from new market data and adapts in real time, without repainting past signals.
- Parameter optimization: Updates the model's parameters with an optimization algorithm for stable learning.
- Multi-feature input: Select up to eight market features for the model to analyze, from trend strength to volatility.
- Volatility-normalized thresholds: Define a significant move with ATR-based calculations, so signals scale to current volatility.
- Auto Trader compatibility: Works with Lune Auto Trader to run trades automatically.
Copy the backtested settings#
Copy and paste strategy settings from here:
- Regular backtests: https://www.lunetrading.com/lune-vertex-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 Vertex.
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Alerts#
Lune Vertex 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.