AIO Seesaw Trailing Strategy

OVERVIEW SEESAW CONCEPT
"Seesaw" captures the balance between a confirmed breakout on one side and a value-seeking pullback on the other. The strategy only enters when both sides are aligned (breakout + pullback) and then uses adaptive trailing to keep gains as the market "tilts" firmly in the trend direction.

This is a sophisticated trend-following strategy optimized for BTC/USDT.P on 30-minute timeframe (default settings). Combines breakout detection, pullback entry, dynamic position sizing, adaptive trailing stops, and multi-factor risk management to capture high-probability trend continuation setups while protecting capital with intelligent stop-loss mechanisms.

Critical Disclaimers:

• Past performance does NOT guarantee future results.
  
• High stop loss risk: this strategy uses wider stops for higher win rate.
  
• Optimized for BTC/USDT only: performance on other assets NOT tested.
  
• Not financial advice: backtest results are theoretical and don't account for slippage, liquidity, or real market conditions.
  

Default Optimization:

• Symbol: BTC/USDT.P (Perpetual Futures)
  
• Timeframe: 30 minutes
  
• Strategy Type: Trend Continuation with Pullback Entry
  
• Position Mode: Long & Short (No Pyramiding)
  

What Makes This Different:

• Smart Breakout System - Detects trendline breaks with multi-bar confirmation and directional validation
  
• Intelligent Pullback Entry - Multiple pullback modes (MA Return, Fibonacci, ATR Distance) for optimal entry timing
  
• Dynamic Position Sizing - Auto-adjusts order size based on capital growth and BTC price changes
  
• Adaptive Trailing Stops - Multi-factor trailing (Volatility, Momentum, Volume, Market Regime)
  
• Higher Timeframe Bias - Uses 60m (default) EMA200 trend filter to align trades with stronger trend direction
  
• Real Money Mode - Uses actual capital for position sizing instead of backtest equity
  

CORE FEATURES
1. TRENDLINE BREAKOUT DETECTION
Pivot-Based Trendline Logic:
The strategy draws dynamic trendlines by connecting recent swing highs and swing lows, then waits for price to break through these levels with conviction.

Breakout Process:

1. Trendline Formation:
   - Uses configurable pivot period (default: 10 bars left/right)
   - Maintains separate arrays for uptrend and downtrend lines
   - Automatically extends trendlines forward until broken
   - Stores up to 10 historical trendlines for reference
   
2. Break Detection:
   - Long Breakout: Close crosses above downtrend line
   - Short Breakout: Close crosses below uptrend line
   - Triggers "B↑" or "B↓" marker on chart
   
3. Direction Confirmation:
   - Requires 1-5 bars (default: 1) to move in breakout direction
   - Long Confirmation: Higher highs after upward break
   - Short Confirmation: Lower lows after downward break
   - Triggers "D↑" or "D↓" diamond marker
   
4. Pullback Completion:
   - Price must return to specified pullback target
   - Triggers "P↑" or "P↓" square marker
   - This is the actual entry signal
   

Pullback Modes:

• MA Return: Price pulls back to 20-period EMA (default)
  
• Recent Fibonacci: Pulls back to Fib level of most recent swing (e.g., 0.5 = 50% retracement)
  
• Current Fibonacci: Waits for new swing to form, then pulls back to its Fib level
  
• ATR Distance: Pulls back by 1.0x ATR from breakout price (adaptive for low volatility)
  

2. DYNAMIC POSITION SIZING
Why Dynamic Sizing Matters:
Static order sizes don't adapt to capital growth or BTC price changes. This system automatically scales your position to:

• Maintain consistent risk as your capital grows
  
• Adjust for BTC price volatility (higher price = smaller quantity, same dollar exposure)
  
• Prevent overleveraging or underleveraging
  

Calculation Method:
Dynamic Order Size = Base Order Size × Capital Growth Factor × BTC Price Factor
- Capital Growth Factor = (Current Capital / Initial Capital)^(1 / Growth Exponent)
- BTC Price Factor = Current BTC Price / Reference Price (capped 0.7-1.5x)
- Max Size Limit = Base Order Size × 3.0

Dynamic Max SL Calculation:
Dynamic Max SL = Position Value × Risk % × Volatility Factor
- Position Value = Order Size × Entry Price
- Volatility Factor = 0.8-1.5x based on ATR percentile
- Min/Max Bounds = Base Max SL × 0.5 to 4.0

Dynamic Min TP Range:
Dynamic Min TP = Base Min TP × BTC Price Factor × Volatility Multiplier
- BTC Price Factor = Current Price / Reference Price
- Volatility Multiplier = 0.8-1.6x based on ATR percentile
- Supports both Percent (%) and Absolute ($) modes

Required Adjustments When Changing Symbols:

• Reference Price: Set to typical price of your symbol (e.g., BTC: $50,000, ETH: $3,000, BNB: $500)
  
• Base Order Size: Adjust for symbol's contract size (e.g., BTC: 0.1, ETH: 1.0, BNB: 10)
  
• Base Min TP Range ($): Set appropriate dollar target for symbol (e.g., $1000, ETH: $100, BNB: $50)
  

3. INTELLIGENT TP/SL SYSTEM
Stop Loss Modes:

• Dynamic (Recommended): Multi-factor calculation using:
  - Volume Confirmation (20% weight): Volume vs 20-bar average
  - Volatility Factor (40% weight): Recent volatility percentile
  - Market Structure (30% weight): Distance to recent swing high/low
  - RSI Factor (10% weight): Momentum-based adjustment
  - Result: Tighter stops in strong conditions, wider stops in choppy markets
  
• ATR Mode: Entry ± (ATR × Multiplier × Volatility Adjustment)
  
• Recent High/Low: Stop at most recent swing high (short) or swing low (long)
  
• Second High/Low: Stop at second-most recent swing for wider protection
  

Take Profit Modes:

• Dynamic (Recommended): Adaptive R:R based on:
  - Trend Strength: Stronger trends = higher TP targets (2.0-6.0 R:R)
  - RSI Momentum: Confirms directional bias
  - Volume Confirmation: Validates institutional participation
  - Market Structure: Caps TP at next major swing level
  - HTF Boost: Increases TP by up to 80% when 60m trend aligns
  
• ATR Mode: Entry ± (SL Distance × R:R Ratio)
  
• Recent/Second High/Low: TP at next swing level with fixed R:R
  
• Fibonacci Modes: TP at specified Fib extension (default: 0.5 level)
  

Partial TP Feature:

• Optional: Close 50% of position at 0.618 Fib level
  
• Locks in profit while letting rest run to full TP
  
• Useful for trending markets to secure partial gains
  

4. ADAPTIVE TRAILING STOPS
Why Trailing Stops:
Fixed TP/SL can't adapt to trending markets. Trailing stops let winners run while protecting profits. This system uses multi-factor analysis to trail intelligently.
Core Trailing Logic:

• Activation Phase:
  - Waits for profit to reach activation threshold (default: 0.7% static, or dynamic 0.5-2.5%)
  - Dynamic activation considers: Volatility (30%), Momentum (40%), Volume (30%)
  - HTF Boost: Adds up to +0.8% activation when 60m EMA200 trend aligns (holds winners longer in strong trends)
  
• Execution Phase:
  - Trails stop by ATR × Offset (default: 3.0 ATR) after activation
  - Dynamic execute offset: 0.005-0.05% based on market conditions
  - Stop only moves in profit direction (never widens)
  
• Exit Trigger:
  - Long: Price drops below trailing stop
  - Short: Price rises above trailing stop
  

Enhanced Trailing Features:

• Market Regime Detection:
  - Trending: ADX > 25 + Volume > Average = Looser trail
  - Ranging: ADX < 20 + Low volatility = Tighter trail
  - Breakout: High volatility + Strong momentum = Delayed activation
  
• Time-of-Day Adjustment:
  - Asian session (00:00-08:00 UTC): Tighter trails (lower liquidity)
  - London/NY session (08:00-20:00 UTC): Looser trails (trending moves)
  - Overlap hours (12:00-16:00 UTC): Maximum trail flexibility
  
• Price Action Analysis:
  - Strong closes (near high/low): Delays trail activation
  - Weak closes (mid-range): Tightens trail execution
  - Wick analysis: Large wicks trigger faster trailing
  

5. MAX SL PROTECTION
Fail-Safe Mechanism:
Regardless of trailing stops or TP/SL levels, the strategy exits immediately if position loss exceeds Max SL Money. This prevents catastrophic losses from slippage, gaps, or extreme volatility.

Dynamic vs Static Max SL:

• Static: Fixed dollar amount (e.g., $1000)
  
• Dynamic: Scales with position size and volatility (e.g., 10% of position value × volatility factor)
  

7. SIGNAL QUALITY FILTERS
Checklist Filters (Optional):

• Bullish/Bearish Candle: Requires entry bar to be bullish (long) or bearish (short)
  
• MA Filter: Long only above 20 EMA, short only below 20 EMA
  
• ADX Filter: Requires ADX > 25 to confirm trend strength
  
• HTF Bias Filter (Recommended): Long only when price above 60m EMA200, short only below
  

Previous Bar Filter:

• Checks the bar BEFORE entry signal
  
• Volume: Must be ≤ 1.5× average (prevents chasing spikes)
  
• Range: Must be ≤ 1.5× ATR (avoids overextended moves)
  

Entry Bar Filter (Enabled by Default):

• Checks the actual entry bar quality
  
• Volume: Must be 0.5-1.5× average (confirms normal participation, not extremes)
  
• Range: Must be ≤ 1.5× ATR (avoids entering on exhaustion candles)
  

8. REAL MONEY vs BACKTEST MODE
Backtest Mode:

• Uses TradingView's default strategy equity ($10,000 initial capital)
  
• Position sizing based on backtest performance
  
• Good for testing and optimization
  
• Entry price = close[1] (previous bar close)
  

Real Money Mode (Recommended for Live Trading):

• Uses your actual current capital (input manually)
  
• Position sizing reflects real account balance
  
• More accurate order size calculations
  
• Entry price = current close (real-time)
  
• Shows capital table with:
  - Current capital
  - Current BTC price
  - Calculated order size
  - Max SL amount
  - Min TP range ($ or %)
  

When to Use Each:

• Backtest: Strategy development, optimization, historical testing
  
• Real Money: Paper trading, live trading, real-time alerts
  

TRADING WORKFLOW
Step 1: Chart Setup

• Symbol: BTC/USDT.P (or your chosen symbol)
  
• Timeframe: 30 minutes
  
• Apply AIO Seesaw Trailing Strategy
  
• Verify default settings (optimized for BTCUSDT 30m)
  

Step 2: Adjust Critical Settings (If Changing Symbol)

• (*)Reference Price: Set to typical price of your symbol
  
• (*)Base Order Size: Adjust for contract size
  
• (*)Base Min TP Range ($): Set appropriate dollar target
  

Step 3: Configure Entry Mode

• Backtesting: Select "Back Test" mode, adjust date range in Properties
  
• Live Trading: Select "Real Money" mode, input your actual capital
  

Step 4: Monitor Signals

• "B↑" / "B↓": Breakout detected (trendline crossed)
  
• "D↑" / "D↓": Direction confirmed (price moving in breakout direction)
  
• "P↑" / "P↓": Pullback completed (entry imminent)
  
• "LONG" / "SHORT": Actual entry signal (all conditions met)
  

Step 5: Trade Management

• Entry executes automatically (or manually via alerts)
  
• Initial SL/TP shown on chart (if "Show Lines" enabled)
  
• Trailing TP & Max SL lines display when trailing activates (dashed lines)
  
• Blue bar = entry bar highlight
  
• Monitor capital table for real-time position info
  

Step 6: Exit Management

• Exit occurs when:
  - Price hits TP (if not trailing)
  - Price hits trailing stop (if trailing active)
  - Price hits Max SL (emergency exit)
  - Opposite signal triggers (reversal)
  

KNOWN LIMITATIONS

• Repainting: Strategy uses barstate.isconfirmed to prevent repainting. Signals only appear after bar close. Real-time alerts may show entries on next bar open.
  
• Slippage: Backtest assumes instant fills at close price. Live trading may experience slippage, especially during high volatility.
  
• Pullback Modes: "Current Fibonacci" requires new swing formation, which may delay entries significantly.
  
• HTF Dependency: Strategy performance heavily depends on 60m EMA200 filter. If 60m trend is sideways, entry opportunities decrease.
  
• Max SL Execution: In extreme volatility (flash crashes), even Max SL may not execute at exact level due to market gaps.
  
• Dynamic Settings Complexity: Many factors interact (volatility, volume, structure, regime, time, price action). Over-optimization risk exists.
  

WHAT MAKES THIS UNIQUE
This strategy stands out by combining institutional-grade risk management (dynamic position sizing, adaptive trailing, break-even protection) with intelligent entry timing (breakout + pullback) and multi-timeframe confirmation (HTF bias filter). The key innovation is the Enhanced Trailing system that analyzes 7+ market factors (volatility, momentum, volume, regime, time-of-day, price action, HTF trend strength) to dynamically adjust trailing stops - holding winners longer in strong trends while protecting profits quickly in weak conditions. The result is a professional trading system that adapts to changing market dynamics while maintaining strict risk control through multiple safety layers (Max SL, Break-Even, Dynamic Stop Loss).

SUPPORT & OPTIMIZATION

• Always backtest on at least 6-12 months of data before live trading
  
• Paper trade for 2-4 weeks to validate settings in current market conditions
  
• Update "Current Actual Capital" regularly in Real Money mode
  
• Review Max SL settings quarterly as account grows
  
• Monitor HTF bias filter performance - disable if 60m trend is constantly sideways
  
• Adjust Capital Growth Factor based on risk tolerance (1.0 = conservative, 2.0 = aggressive)