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Sequential Triple Cross: 2/3 Entry + 3/3 Add Position

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🎯 What's This Amazing Strategy?

You know what? This strategy is like waiting for traffic lights🚦! Instead of rushing when one light turns green, you wait for three lights to turn on in sequence. MA5 crosses above MA10 (first light), then above MA30 (second light), and finally above MA60 (third light). Key point! You can start with small positions when 2 lights are on, and go heavy when all 3 lights are green!

📊 Core Logic Revealed

The essence of this strategy lies in "sequential crossover" - like dominoes that must fall in order! MA5 (5-period moving average) is the leader🐑, breaking through MA10, MA30, and MA60 sequentially. When 2/3 breakthrough is completed, the strategy enters with small positions; when 3/3 full breakthrough is achieved, it can even add positions! It's the perfect design for both offense and defense.

🛡️ Pitfall Guide: Low Volatility Filter

Here's the smartest part! The strategy only activates in low volatility environments, determined by Bollinger Band width. Why? Because in high volatility markets, there are too many false breakouts - like driving in a storm🌪️, you can't see the road clearly and might crash. Only when the waters are calm does this "traffic light" system work most reliably.

⚡ Practical Highlight Features

Smart Exit Mechanism: Immediately stops loss once price touches MA30, preventing loss expansion. Cooldown Design: 15-period cooling period after each trade to avoid emotional consecutive trading. Same-Bar Protection: No opening positions on the same day as closing, preventing whipsaws. These detailed designs make the strategy more robust and reliable in live trading!

Source
Pine
/*backtest
start: 2024-09-29 00:00:00
end: 2025-09-26 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Bybit","currency":"ETH_USDT","balance":500000}]
*/

//@version=6
strategy("顺序三连穿越:2/3先入 + 3/3加仓(仅低波动过滤)", overlay=true, initial_capital=100000,
     commission_type=strategy.commission.percent, commission_value=0.05,
     pyramiding=1, calc_on_order_fills=true, calc_on_every_tick=false,
Strategy parameters
Strategy parameters
MA5 (Optional)
MA10 (Optional)
MA30 (Optional)
MA60 (Optional)
均线价格源 (Optional)
均线类型 (Optional)
启用大死叉做空(含2/3先入)
触及MA30当根平仓
三穿最大跨度(超时重置) (Optional)
平仓后冷却期 (Optional)
BW长度 (Optional)
BW倍数 (Optional)
带宽下限(仅过滤过小波动) (Optional)
启用低波动过滤
3/3确认时加一笔
加仓占权益% (Optional)
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