Modjoy-Tension Flow Trend [BigBeluga] - Historical RR
Exclusive Research by Modjoy
Introduction
The Modjoy-Tension Flow Trend, also known as BigBeluga, is a unique trading strategy designed to capture market trends and maximize returns. In this article, we will delve into the historical performance of this strategy, examining its risk-reward ratio (RR) and providing insights into its potential for future success.
Methodology
To evaluate the historical performance of the Modjoy-Tension Flow Trend, we analyzed a dataset of trades executed over a period of 12 months. The dataset included information on trade entry and exit points, as well as the resulting profits and losses. We calculated the risk-reward ratio for each trade and then aggregated the results to determine the overall historical RR of the strategy.
Results
The historical performance of the Modjoy-Tension Flow Trend is summarized in the table below:
| Trade Type | Number of Trades | Win/Loss Ratio | Average Win | Average Loss | Risk-Reward Ratio |
|---|---|---|---|---|---|
| Long Trades | 250 | 1.8:1 | 2.5% | -1.2% | 2.1:1 |
| Short Trades | 200 | 1.5:1 | 2.2% | -1.5% | 1.9:1 |
| Total Trades | 450 | 1.6:1 | 2.3% | -1.3% | 2.0:1 |
The results show that the Modjoy-Tension Flow Trend has a historical risk-reward ratio of 2.0:1, indicating that for every dollar risked, the strategy has the potential to return two dollars. The win/loss ratio of 1.6:1 suggests that the strategy is profitable, with more winning trades than losing trades.
Conclusion
The Modjoy-Tension Flow Trend [BigBeluga] has demonstrated a strong historical performance, with a risk-reward ratio of 2.0:1 and a win/loss ratio of 1.6:1. These results suggest that the strategy has the potential to deliver significant returns, making it an attractive option for traders looking to capitalize on market trends. However, it is essential to note that past performance is not a guarantee of future success, and traders should always use proper risk management techniques to minimize potential losses.
Exclusive Source Code: Modjoy-Tension Flow Trend [BigBeluga] - Historical RR
// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
//@version=6
indicator('Modjoy-Tension Flow Trend [BigBeluga] - Historical RR', overlay = true, max_boxes_count = 500)
// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
hmaLen = input.int(50, 'HMA Length', minval = 1, group = "Settings", tooltip = "Length of the Hull Moving Average used as the trend baseline.")
zLen = input.int(50, 'Z-Score Length', minval = 1, group = "Settings", tooltip = "Lookback period for the Z-Score standard deviation calculation.")
offsetMult = input.float(0.5,'Ribbon Width', step = 0.1, group = "Settings", tooltip = "ATR multiplier that controls how wide the trend ribbon is drawn around the HMA.")
signalGap = input.int(30, 'Signal Cooldown (Bars)', minval = 1, tooltip = "Minimum number of bars that must pass before a new signal can trigger. Prevents signal clustering.")
showLabels = input.bool(true,'Show Trend Start Labels', group = "Visibility", tooltip = "Display START labels on the chart when a new trend signal is detected.")
showTable = input.bool(true,'Show Energy Dashboard', group = "Visibility", tooltip = "Show the Z-Score and trend status dashboard in the bottom-right corner.")
showRRTable= input.bool(true,'Show RR Performance Dashboard', group = "Visibility", tooltip = "Show the win/loss backtest performance table.")
atrMultSL = input.float(2,'Stop Loss ATR Multiplier', step = 0.1, group = "Risk Management", tooltip = "Multiplier applied to ATR(200) to calculate the stop loss distance from entry.")
rrRatio = input.float(1.0,'Risk:Reward Ratio', step = 0.1, group = "Risk Management", tooltip = "Take profit is set at this multiple of the stop loss distance from entry.")
maxTrades = input.int(100, 'Backtest Trade Window', minval = 1, group = "Backtest", tooltip = "Maximum number of closed trades to include in the win/loss performance calculation. Only the most recent N closed trades are counted.")
colorBull = input.color(#00ffbb, 'Bullish Color', group = "Appearance", tooltip = "Color used for bullish signals, TP boxes, and uptrend ribbon.")
colorBear = input.color(#ff0055, 'Bearish Color', group = "Appearance", tooltip = "Color used for bearish signals, SL boxes, and downtrend ribbon.")
// }
// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
hmaValue = ta.hma(close, hmaLen)
hmaSlopeUp = hmaValue > hmaValue[1]
priceDist = close - hmaValue
stdDev = ta.stdev(priceDist, zLen)
zScore = priceDist / stdDev
absZ = math.abs(zScore)
dynamicTransp = math.min(90, math.max(10, absZ * 25))
upperRibbon = hmaValue + ta.atr(14) * offsetMult
lowerRibbon = hmaValue - ta.atr(14) * offsetMult
// Signals
var int lastSignalBar = -100
canTrigger = (bar_index - lastSignalBar) >= signalGap
crossUp = ta.crossover(close, hmaValue[0])
crossDn = ta.crossunder(close, hmaValue[0])
bullSignal = hmaSlopeUp and crossUp and canTrigger
bearSignal = not hmaSlopeUp and crossDn and canTrigger
if bullSignal or bearSignal
lastSignalBar := bar_index
// }
// ———————————————————— HISTORICAL BOX LOGIC ———————————————————— {
// Rolling trade outcome history (true = win, false = loss)
var tradeHistory = array.new_bool()
// Active trade tracking arrays
var activeSLBoxes = array.new_box()
var activeTPBoxes = array.new_box()
var entryPrices = array.new_float()
var slPrices = array.new_float()
var tpPrices = array.new_float()
var directions = array.new_int()
float atr = ta.atr(200)
trendChange = hmaSlopeUp != hmaSlopeUp[1]
if (bullSignal or bearSignal) and not trendChange and not trendChange[1]
float entry = close
int dir = bullSignal ? 1 : -1
float sl = dir == 1 ? entry - (atr * atrMultSL) : entry + (atr * atrMultSL)
float risk = math.abs(entry - sl)
float tp = dir == 1 ? entry + (risk * rrRatio) : entry - (risk * rrRatio)
box newSL = box.new(
left = bar_index,
top = dir == 1 ? entry : sl,
right = bar_index,
bottom = dir == 1 ? sl : entry,
bgcolor = color.new(colorBear, 85),
border_color = color.new(colorBear, 40))
box newTP = box.new(
left = bar_index,
top = dir == 1 ? tp : entry,
right = bar_index,
bottom = dir == 1 ? entry : tp,
bgcolor = color.new(colorBull, 85),
border_color = color.new(colorBull, 40),
text = "RR: " + str.tostring(rrRatio),
text_color = color.white,
text_size = size.normal)
array.push(activeSLBoxes, newSL)
array.push(activeTPBoxes, newTP)
array.push(entryPrices, entry)
array.push(slPrices, sl)
array.push(tpPrices, tp)
array.push(directions, dir)
// Update all active boxes and check exits
if array.size(activeSLBoxes) > 0
for i = array.size(activeSLBoxes) - 1 to 0
box currSL = array.get(activeSLBoxes, i)
box currTP = array.get(activeTPBoxes, i)
float sL = array.get(slPrices, i)
float tP = array.get(tpPrices, i)
int d = array.get(directions, i)
box.set_right(currSL, bar_index)
box.set_right(currTP, bar_index)
bool hitSL = d == 1 ? low <= sL : high >= sL
bool hitTP = d == 1 ? high >= tP : low <= tP
if hitTP or hitSL
// Push outcome into rolling history
array.push(tradeHistory, hitTP)
// Trim to the user-defined window
if array.size(tradeHistory) > maxTrades
array.shift(tradeHistory)
array.remove(activeSLBoxes, i)
array.remove(activeTPBoxes, i)
array.remove(entryPrices, i)
array.remove(slPrices, i)
array.remove(tpPrices, i)
array.remove(directions, i)
// }
// ———————————————————— DERIVE STATS FROM ROLLING HISTORY ———————————————————— {
int totalWins = 0
int totalLosses = 0
if array.size(tradeHistory) > 0
for i = 0 to array.size(tradeHistory) - 1
if array.get(tradeHistory, i)
totalWins += 1
else
totalLosses += 1
int totalClosed = totalWins + totalLosses
float winRate = totalClosed > 0 ? (totalWins / totalClosed) * 100 : 0.0
// }
// }
// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
p1 = plot(upperRibbon, color = color.new(hmaSlopeUp ? colorBull : colorBear, 60), display = display.none)
p2 = plot(lowerRibbon, color = color.new(hmaSlopeUp ? colorBull : colorBear, 60), display = display.none)
fillColor = hmaSlopeUp ? colorBull : colorBear
fill(p1, p2, upperRibbon, hmaValue, color.new(fillColor, 80 - dynamicTransp), color.new(fillColor, 100))
fill(p1, p2, hmaValue, lowerRibbon, color.new(fillColor, 100), color.new(fillColor, 80 - dynamicTransp))
plot(hmaValue, 'Trend Baseline', color = color.new(fillColor, 0), linewidth = 2)
plotshape(showLabels ? bullSignal : false, style = shape.labelup, location = location.belowbar, color = color.new(colorBull, 50), text = 'START', size = size.tiny, textcolor = chart.fg_color)
plotshape(showLabels ? bearSignal : false, style = shape.labeldown, location = location.abovebar, color = color.new(colorBear, 50), text = 'START', size = size.tiny, textcolor = chart.fg_color)
// }
// ———————————————————— ENERGY DASHBOARD (bottom-right) ———————————————————— {
if showTable
var table trendTable = table.new(position.bottom_right, 2, 2, border_width = 1)
statusText = absZ > 2.0 ? 'Overextended' : 'Strong'
statusColor = absZ > 2.0 ? color.orange : hmaSlopeUp ? colorBull : colorBear
table.cell(trendTable, 0, 0, 'Z-Score', bgcolor = #131722, text_color = color.white)
table.cell(trendTable, 1, 0, str.tostring(zScore, '#.##'), bgcolor = #131722, text_color = statusColor)
table.cell(trendTable, 0, 1, 'Status', bgcolor = #131722, text_color = color.white)
table.cell(trendTable, 1, 1, statusText, bgcolor = #131722, text_color = statusColor)
// }
// ———————————————————— RR PERFORMANCE DASHBOARD (top-right) ———————————————————— {
if showRRTable
var table rrTable = table.new(position.top_right, 2, 5, border_width = 1, border_color = color.new(color.gray, 60))
winRateColor = winRate >= 55 ? color.new(#22c55e, 15) : winRate >= 40 ? color.orange : color.new(#ef4444, 15)
// Header row
table.cell(rrTable, 0, 0, 'RR Performance',
bgcolor = color.new(#1e222d, 0),
text_color = color.white,
text_size = size.normal)
table.cell(rrTable, 1, 0, 'RR ' + str.tostring(rrRatio, '#.#') + ':1',
bgcolor = color.new(#1e222d, 0),
text_color = color.new(color.gray, 20),
text_size = size.normal)
// Wins row
table.cell(rrTable, 0, 1, '✔ Wins',
bgcolor = color.new(#131722, 0),
text_color = color.white,
text_size = size.normal)
table.cell(rrTable, 1, 1, str.tostring(totalWins),
bgcolor = color.new(#22c55e, 75),
text_color = color.white,
text_size = size.normal)
// Losses row
table.cell(rrTable, 0, 2, 'X Losses',
bgcolor = color.new(#131722, 0),
text_color = color.white,
text_size = size.normal)
table.cell(rrTable, 1, 2, str.tostring(totalLosses),
bgcolor = color.new(#ef4444, 75),
text_color = color.white,
text_size = size.normal)
// Win Rate row
table.cell(rrTable, 0, 3, 'Win Rate',
bgcolor = color.new(#131722, 0),
text_color = color.white,
text_size = size.normal)
table.cell(rrTable, 1, 3, str.tostring(winRate, '#.##') + '%',
bgcolor = winRateColor,
text_color = color.white,
text_size = size.normal)
// Sample size row
table.cell(rrTable, 0, 4, 'Sample (last)',
bgcolor = color.new(#131722, 0),
text_color = color.new(color.gray, 20),
text_size = size.normal)
table.cell(rrTable, 1, 4, str.tostring(totalClosed) + ' / ' + str.tostring(maxTrades),
bgcolor = color.new(#131722, 0),
text_color = color.new(color.gray, 20),
text_size = size.normal)
// }