Blockcircle MTE V3 - Momentum Trading Engine

OVERVIEW

This BLOCKCIRCLE MOMENTUM TRADING ENGINE (MTE V3) answers a question most trading systems ignore: is the broader market environment actually favorable for the trade you are about to take? Rather than applying indicators directly to price and hoping conditions align, the MTE V3 first evaluates macro market regime through a proprietary scoring system, then confirms entries with traditional momentum filters only after macro conditions pass.

WHAT MAKES THIS TRADING ENGINE DIFFERENT AND ORIGINAL

Standard momentum strategies apply RSI or similar oscillators to a single asset and generate signals when thresholds are crossed. This fails to account for whether the overall market supports the trade direction. A long signal on an altcoin means little if Bitcoin dominance is rising and crypto is underperforming equities.

This engine solves that problem with a two-layer filtering system:

• Layer One is the proprietary Altcoin Market Scorecard. It pulls Heikin-Ashi data for 11 symbols, including Bitcoin dominance, stablecoin flows, the Dollar Index, and crypto performance relative to the S&P 500, Nasdaq, and Russell 2000. Each symbol receives a proprietary weight between 2.5 and 20 based on its historical correlation with altcoin momentum. The algorithm evaluates candle direction and swing structure to assign bullish, bearish, or neutral status to each metric, producing a composite score from 0 to 100 that represents overall market risk appetite.
  
• Layer Two applies technical filters only after macro conditions pass. Eighteen indicator slots cover RSI, MFI, CMF, a proprietary T3-smoothed CCI oscillator, price change percentage, and candle color. Each slot supports custom symbols, custom timeframes, Heikin-Ashi mode, lookback scanning, and multi-bar confirmation.
  
• The Synergy: entries require BOTH layers to pass. The scorecard prevents entering trades during unfavorable macro regimes. The technical layer prevents chasing extended moves when macro conditions are favorable. Neither layer alone produces the same filtering quality as both together.
  

Additional proprietary elements include pivot-based trend-line break detection with automatic construction and volume-confirmed breaks; a six-method exit system combining fixed stops, trailing stops, opposite signal exits, scorecard deterioration exits, and time-based exits; and an on-chart performance table that calculates Sharpe ratio, Sortino ratio, and drawdown from monthly equity returns.


HOW TO USE

Enable the Altcoin Market Scorecard and set a score threshold. Higher thresholds for longs require stronger macro confirmation and reduce trade frequency. Add one or two technical conditions, such as RSI below 30 for long entries, to filter for oversold readings on the asset. The combination ensures you only enter when both macro regime and asset momentum align.

Test configurations across multiple date ranges using the performance table. Sharpe ratios above 1.0 and profit factors above 1.5 generally indicate robust setups. Adjust stop-loss and trailing-stop parameters based on asset volatility.

Here is a simple example of how you would modify the exit criteria for when to go LONG vs when to go SHORT


DISCLAIMER

This strategy is for educational and informational purposes only. It does not constitute financial advice. Trading involves risk, and past performance does not guarantee future results. Only trade with capital you can afford to lose.