Catalogue des 105 paramètres

Total

105

Entrées (signaux)

Sorties (exits)

Catégories

Propositions

95 signaux d'entrée (boolean) répartis sur 10 catégories + 10 configurations de sortie sur 1 catégorie. Source : src/indicators/catalog.py.

📥 Entrées

Signaux booleens declenchant l'ouverture d'une position 95 parametres · 10 categories

1 Filtres de Tendance Macro (1-10 = 10 params) −

ID	Nom	Type
#001	Prix > SMA 200	signal
#002	Prix > EMA 50	signal
#003	EMA 20 > EMA 50	signal
#004	Pente SMA 200 > 0	signal
#005	Prix > VWAP Journalier	signal
#006	Supertrend (4h) Vert	signal
#007	Prix > SMA 100	signal
#008	EMA 9 > EMA 21	signal
#009	Prix > HMA 50	signal
#010	Prix au-dessus du nuage Ichimoku Kumo	signal

2 Triggers Momentum (11-20 = 10 params) −

ID	Nom	Type
#011	RSI(14) < 30	signal
#012	RSI(14) < 35	signal
#013	RSI(2) < 10	signal
#014	Stochastique %K < 20	signal
#015	MACD Histogramme > 0	signal
#016	MACD Ligne > Signal	signal
#017	TRIX > 0	signal
#018	ROC(15) > 1 %	signal
#019	Awesome Oscillator > 0	signal
#020	Williams %R < -80	signal

3 Triggers Mean Reversion (21-30 = 10 params) −

ID	Nom	Type
#021	Prix touche Lower Bollinger	signal
#022	BB Squeeze (width percentile < 20 %)	signal
#023	Z-Score Prix < -2	signal
#024	Z-Score Prix > +2	signal
#025	CCI < -100	signal
#026	CCI > +100	signal
#027	Fisher Transform < -1.5	signal
#028	Fisher Transform > +1.5	signal
#029	Prix < Keltner Lower	signal
#030	Connors RSI < 15	signal

4 Filtres de Volatilite (31-40 = 10 params) −

ID	Nom	Type
#031	ATR(14) en hausse	signal
#032	ATR(14) en baisse	signal
#033	ATR Percentile < 20 %	signal
#034	ATR Percentile > 80 %	signal
#035	BB Width Percentile < 20 %	signal
#036	Choppiness Index < 40	signal
#037	Choppiness Index > 60	signal
#038	Hurst Exponent > 0.5	signal
#039	Hurst Exponent < 0.5	signal
#040	Variance 60s chute	signal

5 Volume & A/D Line (41-50 = 10 params) −

ID	Nom	Type
#041	Volume > 1.5x moyenne 20	signal
#042	Volume > 3x moyenne 20	signal
#043	OBV en hausse	signal
#044	OBV casse plus haut 20	signal
#045	A/D Line en hausse	signal
#046	A/D Line > sa SMA 10	signal
#047	A/D Line divergence haussiere	signal
#048	MFI < 20	signal
#049	MFI > 80	signal
#050	CMF (Chaikin Money Flow) > 0	signal

6 Order Flow & Microstructure (51-60 = 10 params) −

ID	Nom	Type
#051	Volume 1s > 5x moyenne 1h	signal
#052	Volume 1s > 10x moyenne 1h	signal
#053	CVD(1s) > 0	signal
#054	CVD(1s) > 80 % volume total	signal
#055	CVD Slope positif (5s)	signal
#056	CVD Divergence avec prix	signal
#057	OI Velocity > +0.5 % (60s)	signal
#058	OI Divergence (prix monte, OI chute)	signal
#059	Imbalance Ratio > 1.5 (10s)	signal
#060	Delta Z-Score > 2	signal

7 Price Action (61-70 = 10 params) −

ID	Nom	Type
#061	Pinbar meche basse > 60 %	signal
#062	Pinbar meche haute > 60 %	signal
#063	Bougie corps > 70 %	signal
#064	Engulfing haussier	signal
#065	Inside bar	signal
#066	Cassure plus bas precedent (liquidity grab)	signal
#067	Distance Prix/EMA20 > 1.5 ATR	signal
#068	Marubozu vert	signal
#069	Hammer	signal
#070	Trois bougies haussieres consecutives	signal

8 Statistiques Mathematiques (71-80 = 10 params) −

ID	Nom	Type
#071	Skewness negatif	signal
#072	Skewness positif	signal
#073	Kurtosis > 3	signal
#074	Sharpe Ratio rolling 30j > 1	signal
#075	Sortino Ratio rolling 30j > 1	signal
#076	Beta vs BTC < 0.5	signal
#077	Beta vs BTC > 1.5	signal
#078	Correlation 30j vs BTC > 0.8	signal
#079	Volatilite realisee < implicite	signal
#080	R/S Ratio > 1	signal

9 Time & Seasonality (81-90 = 10 params) −

ID	Nom	Type
#081	London Open Killzone (07-09 UTC)	signal
#082	NY Open Killzone (13-15 UTC)	signal
#083	Asia Range (23-01 UTC)	signal
#084	Weekend filter (sam/dim)	signal
#085	Funding Rate imminent (< 10 min)	signal
#086	Lundi ouvert	signal
#087	Fin de mois	signal
#088	Heure Frankfurt (08-09 UTC)	signal
#089	Côture US (20-22 UTC)	signal
#090	Premier vendredi du mois (NFP)	signal

11 Corrélations BTC (filtres macro) (101-105 = 5 params) −

ID	Nom	Type
#101	BTC > SMA200 (macro bullish)	signal
#102	BTC > EMA50 (tendance CT)	signal
#103	BTC RSI > 50 (momentum)	signal
#104	BTC MACD > 0 (momentum)	signal
#105	BTC > Supertrend (tendance)	signal

📤 Sorties

Configurations de stop-loss, take-profit et trailing 10 parametres · 1 categorie

10 Gestion du Risque Dynamique (sorties) (91-100 = 10 params) −

ID	Nom	Type
#091	SL Fixe 1 %, 2 %, 3 %	exit
#092	SL ATR 1x ATR, 1.5x ATR, 2x ATR	exit
#093	TP Fixe 2 %, 3 %, 5 %	exit
#094	Ratio RR 1:2, 1:3, 1:4	exit
#095	Time-Stop 60s, 300s, 900s	exit
#096	Trailing Stop ATR 1.5x, 2x, 3x	exit
#097	Breakeven Trigger +1 %, +1.5 %	exit
#098	Partial TP 50 % a +2 % 50 % @ +2 %	exit
#099	Volatility Stop (ATR x2) ATR x2	exit
#100	Correlation Stop ex: interdit Long SOL si deja Long AVAX	exit

💡 Propositions d'ajout

Parametres candidats a implementer ( Smart Money, Volume Profile, OI, Funding...) 20 propositions

Type	Nom	Description
entry	Volume Profile POC	Point of Control — price level with highest volume in session
entry	Fair Value Gap (FVG)	Imbalance gap between candles (smart money concept)
entry	Order Block	Last opposite candle before strong move (institutional entry)
entry	Liquidity Sweep	Wick below previous low + recovery (stop hunt)
entry	Break of Structure (BOS)	Price breaks previous high/low (trend continuation)
entry	Cumulative Volume Delta (CVD) extreme	CVD reaches z-score > 2 vs 24h mean
entry	Funding Rate negative extreme	Funding < -0.05% (short squeeze setup)
entry	Open Interest spike	OI increases >5% in 1h while price flat (buildup)
entry	Liquidation cascade	Price drops to known liquidation levels (cluster)
entry	VWAP Bands reclaim	Price reclaims VWAP ±1 std dev band
entry	Multi-timeframe confluence	Signal confirmed on 3+ timeframes simultaneously
entry	Risk-on / Risk-off BTC dominance	BTC.D dropping while altcoin volume rising
exit	ATR Trailing Stop (entry trigger)	Enter when price closes above ATR trailing
exit	Chandelier Exit	Volatility-based stop using ATR from highest high
exit	Supertrend Exit	Exit when Supertrend flips color
exit	Time-based exit (multi-tier)	Exit 50% at 1h, 25% at 4h, 25% at EOD
exit	Profit curve acceleration stop	Exit when equity curve slope turns negative
exit	Correlation-based portfolio exit	Exit if portfolio correlation > 0.7 with BTC drop
exit	Drawdown-based position sizing	Reduce size by 50% after 2 consecutive losses
exit	Volatility regime filter (exit)	Disable strategy if ATR percentile < 10% for 24h