LeXa

16 ore fa

LeXa is a quantitative trading algorithm designed to filter market noise and identify high-probability trend reversals. Unlike standard indicators, LeXa incorporates a Jensen's Alpha logic to compare the asset's performance against a Benchmark (e.g., Index) and Risk-Free Rate.

Key Features:

Alpha Calculation: Filters out assets that underperform the benchmark.

Dynamic Trendlines: Uses ATR-based logic to determine trend direction.

Smart Exit: Provides dynamic trailing stop levels to protect profits.

Disclaimer: This tool is for educational and analytical purposes only. Not financial advice.

16 ore fa

Note di rilascio

LeXa: Quantitative Trend & Alpha Algorithm
Description: LeXa is a hybrid quantitative trading algorithm designed to filter market noise and identify high-probability trend reversals. Developed with a mechatronic systems approach [cite: 2026-01-04], the script integrates statistical performance metrics with dynamic volatility filters to assist in disciplined capital management [cite: 2026-02-02].

Technical Methodology: Unlike standard trend indicators, LeXa evaluates assets based on their risk-adjusted returns. The core logic utilizes Jensen's Alpha to compare the asset's performance against a chosen Benchmark (e.g., BIST:XU100) and the current Risk-Free Rate [cite: 2026-02-06].

The algorithm is built on three primary pillars:

Alpha Filtering: Specifically targets assets that demonstrate a positive Alpha coefficient, filtering out weak rallies that underperform the benchmark [cite: 2026-02-06].

Volatility-Based Trend Tracking: Employs ATR-based dynamic support and resistance levels (SuperTrend logic) to define the current market regime (Bullish/Bearish).

Advanced Exit Logic: Features multi-layered exit strategies including Trailing Stops, RSI overbought protection, and fast-exit protocols for negative Alpha shifts.

How to Use:

BREAKOUT BUY: Triggered when the price breaks above the dynamic trend line, signaling a potential new trend.

ALPHA BUY: Signals an entry confirmed by positive relative strength against the benchmark [cite: 2026-02-06].

TAKE PROFIT / EXIT: Dynamic labels appear to guide profit realization and risk mitigation based on the chosen exit settings.

Key Features:

Real-time Performance Dashboard.

Customizable Risk-Free Rate and Lookback periods.

Built-in Alert System for automated notifications.

Disclaimer: This script is for educational and analytical purposes only. It does not constitute financial advice. All investment decisions are the responsibility of the user.