Trade Wind

Spot & FuturesOfficialv1.0trend-followingmomentumbreakoutlong-onlyswing4h

Overview

Trade Wind is a trend follower for 4h candles. It only trades in the direction the market is already moving, and only when that move shows up on every horizon it checks. In the default Long Only setup it buys when price is higher than it was 1, 2, 4 and 8 weeks ago, and sells at the 4h close once two of those turn down. It skips new entries when volatility is extreme and sits in cash the rest of the time, which in a falling market is most of the time. Long & Short does the same in both directions on futures (1, 2 and 4 weeks). Breakout buys closes above the recent 5, 10 and 20-day highs and exits on a trailing stop checked at the candle close. There is no stop-loss order on the exchange: every exit happens at a 4h close. Tested on 10 coins never used to design it (mid-2021 to Oct 2026, 20% of balance per trade) while those coins fell 33% on average: Long Only made +25% per coin on average with a profit factor of 1.60, positive on 8 of 10 coins, with a median worst drawdown of 18%. A handful of big trends make most of the profit, so expect long quiet spells and several small losses between them.

  • Trades only when every lookback agrees
  • Sits in cash through downtrends (Long Only)
  • Spot or futures; long and short on futures
  • Tested on 10 coins it was never tuned on
  • Built and tested for 4h candles

Requirements

Supported MarketsSpot & Futures
Unsupported ExchangesOkx

Configuration Parameters

Signal

Which trend signal Trade Wind follows and how strongly it must agree before trading

ParameterTypeDefaultDescription
SIGNALSignalSelect: momentum | breakoutmomentummomentum: compares price with 1, 2, 4 and 8 weeks ago. breakout: closes above recent 5, 10 and 20-day highs
ENTRY_SCOREEntry ScoreNumber (0.1–1)1How much of the signal must agree before entering, from 0 to 1. 1 = every lookback (or channel) agrees
EXIT_SCOREExit ScoreNumber (-1–1)0.5Exit a long once the score falls below this (a short once it rises above minus this)
ENABLE_SHORTSEnable ShortsBooleanDisabledAllow shorts. Futures only: on spot Trade Wind is always long only

Momentum Lookbacks

Used in momentum mode. Each lookback votes up or down; 0 turns one off

ParameterTypeDefaultDescription
LB1Lookback 1 (days)Number (0–80)7Momentum lookback 1 in days (0 = unused)
LB2Lookback 2 (days)Number (0–80)14Momentum lookback 2 in days (0 = unused)
LB3Lookback 3 (days)Number (0–80)28Momentum lookback 3 in days (0 = unused)
LB4Lookback 4 (days)Number (0–80)56Momentum lookback 4 in days (0 = unused)

Breakout Channels

Used in breakout mode. Three Donchian channel systems; 0 turns one off

ParameterTypeDefaultDescription
DN1Channel 1 (days)Number (0–80)5Breakout channel 1 in days (0 = unused)
DN2Channel 2 (days)Number (0–80)10Breakout channel 2 in days (0 = unused)
DN3Channel 3 (days)Number (0–80)20Breakout channel 3 in days (0 = unused)
DEXIT_FRACExit Channel (fraction)Number (0.1–1)0.5Breakout exit channel length as a fraction of the entry channel (0.5 = half)

Filters & Exits

Volatility skip, trend filter and trailing exit

ParameterTypeDefaultDescription
VOL_SKIP_PCTVolatility Skip (percentile)Number (0–100)90No new entries while volatility ranks above this percentile of the last Volatility Window candles (0 = off)
VOL_WINDOWVolatility Window (candles)Number (50–480)400Candles used to rank volatility
FILTER_SMA_DTrend Filter (days)Number (0–80)0Longs only above (shorts only below) the simple average of this many days (0 = off)
TRAIL_ATRTrailing Exit (ATR)Number (0–10)0Close when price is this many ATR(14) beyond the best close since entry, checked at candle close (0 = off)

Recommended Position Sizing

Size TypePercentage
Value20%
Leverage2x

20% of balance per trade is the size Trade Wind was tested at. On futures, leverage only sets the margin: 2x keeps liquidation about 50% away even on isolated margin; on cross margin a 20% position cannot realistically be liquidated.

Version Info

Current Version: v1.0

Latest Changes

Trade Wind 1.0: initial release. Momentum (7/14/28/56-day lookbacks, long only) by default; Long & Short (futures) and Breakout (Donchian 5/10/20-day) presets. Validated on 10 unseen coins (x1019). Recommended on 4h.

Changelog

VersionDateTypeChanges
v12026-10-19majorInitial release: momentum signal (default) and breakout signal, Long Only, Long & Short (futures) and Breakout presets, Validated on 10 coins never used to design it (x1019), Recommended timeframe: 4h