Multi-timeframe strategy with scaling & risk controls
Volatility-adjusted position sizing
- Problem
- Manual scaling and static sizing produced inconsistent risk exposure across changing market regimes, causing unbalanced drawdowns.
- Solution
- A Pine Script strategy framework that evaluates multiple timeframes and classifies trend strength; implements configurable scale-in/scale-out rules (pyramiding, fixed scale, ATR-sized increments); and applies dynamic position sizing with risk-based rebalancing. Visual trade markers and an on-chart state display support quick review.
- Outcome
- Repeatable, volatility-aware entries and exits with controlled scaling and rebalancing, reducing drawdown variability and manual adjustments.
- Deliverables
- Pine Script strategy, deployment checklist, user guide.