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Quantum X Strategy
Quantum X Strategy — Expanded Description
Quantum X Strategy is a carefully structured market-participation framework, designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions.
Unlike reactive or single-indicator systems, this strategy evaluates the overall market context to ensure participation only occurs under conditions that have a higher probability of meaningful directional movement.
Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over frequency of trades.
Structural Design
The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior:
Directional Alignment: The system monitors multiple market behaviors to determine whether they collectively indicate bullish or bearish intent.
Weighted Contribution: Each contributing factor is scored independently, and trades are considered only when the combined state reaches a meaningful threshold.
Quality Filtering: The model filters out low-quality setups, minimizing the chance of entering trades in ambiguous or volatile conditions without sufficient confirmation.
This design ensures that no single signal can trigger a trade independently, maintaining structural discipline and consistency in execution.
Trade Dynamics
Trade Activation: Trades are executed only when the internal alignment reaches a significant level of directional agreement. Sporadic or incomplete signals are ignored, ensuring that only setups with sufficient conviction are considered.
Trade Closure: Positions are closed when the internal momentum alignment deteriorates or when a reversal in trend bias is detected. This dynamic exit approach prevents unnecessary exposure during weak market conditions.
Market Inactivity: The system remains passive during periods of indecision, low volatility, or ambiguous market behavior. By staying inactive during such phases, the strategy reduces risk and avoids overtrading.
Backtesting Context
The strategy’s execution is restricted to post-2025 market data, ensuring that its performance reflects recent structural patterns and volatility behavior.
Older market regimes, which may not be representative of current conditions, are intentionally excluded from analysis.
This approach provides a realistic and relevant evaluation of the strategy’s effectiveness in today’s market environment.
Intended Use
Instrument: MIDCAPNIFTY
Timeframe: 15-Minute
Application: Suitable for intraday trading and short-term directional observation
Risk Management: Designed to be used in conjunction with independent position sizing, stop-loss, and capital allocation discipline
This system is most effective when traders maintain strict adherence to its entry and exit signals, avoiding discretionary overrides that could compromise the model’s integrity.
Intellectual Property Notice
The internal scoring methodology, alignment logic, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy.
The design prevents direct replication while still allowing traders and moderators to understand the conceptual framework behind its decisions.
Disclaimer
This strategy is provided strictly for educational, research, and backtesting purposes only.
Market conditions evolve, and past performance does not guarantee future results.
Traders are responsible for forward-testing and applying their own capital, risk, and position-sizing controls before implementing any live trades.
🔹 Moderator-Friendly Expanded Summary
Instrument & Timeframe: MIDCAPNIFTY, 15-Minute
Start Date: January 2025 onward
Position Size: 1 lot / fixed quantity
Initial Capital: ₹100,000
Commission & Slippage: 0.01% commission, 2-point slippage
Trade Logic: Internal alignment model evaluating multiple independent market behaviors
Trade Activation: Trades executed only when internal directional consensus reaches a significant threshold
Trade Closure: Positions closed when alignment weakens or trend bias shifts
Market Inactivity: System remains inactive during ambiguous, low-information, or low-volatility periods
Risk Management: Users are encouraged to define stop-loss, capital allocation, and position-sizing according to personal risk tolerance
IP Justification: Internal scoring, alignment logic, and thresholds are abstracted to maintain strategy originality
Purpose: Strictly educational, research, and demonstration use only
Quantum X Strategy is a carefully structured market-participation framework, designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions.
Unlike reactive or single-indicator systems, this strategy evaluates the overall market context to ensure participation only occurs under conditions that have a higher probability of meaningful directional movement.
Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over frequency of trades.
Structural Design
The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior:
Directional Alignment: The system monitors multiple market behaviors to determine whether they collectively indicate bullish or bearish intent.
Weighted Contribution: Each contributing factor is scored independently, and trades are considered only when the combined state reaches a meaningful threshold.
Quality Filtering: The model filters out low-quality setups, minimizing the chance of entering trades in ambiguous or volatile conditions without sufficient confirmation.
This design ensures that no single signal can trigger a trade independently, maintaining structural discipline and consistency in execution.
Trade Dynamics
Trade Activation: Trades are executed only when the internal alignment reaches a significant level of directional agreement. Sporadic or incomplete signals are ignored, ensuring that only setups with sufficient conviction are considered.
Trade Closure: Positions are closed when the internal momentum alignment deteriorates or when a reversal in trend bias is detected. This dynamic exit approach prevents unnecessary exposure during weak market conditions.
Market Inactivity: The system remains passive during periods of indecision, low volatility, or ambiguous market behavior. By staying inactive during such phases, the strategy reduces risk and avoids overtrading.
Backtesting Context
The strategy’s execution is restricted to post-2025 market data, ensuring that its performance reflects recent structural patterns and volatility behavior.
Older market regimes, which may not be representative of current conditions, are intentionally excluded from analysis.
This approach provides a realistic and relevant evaluation of the strategy’s effectiveness in today’s market environment.
Intended Use
Instrument: MIDCAPNIFTY
Timeframe: 15-Minute
Application: Suitable for intraday trading and short-term directional observation
Risk Management: Designed to be used in conjunction with independent position sizing, stop-loss, and capital allocation discipline
This system is most effective when traders maintain strict adherence to its entry and exit signals, avoiding discretionary overrides that could compromise the model’s integrity.
Intellectual Property Notice
The internal scoring methodology, alignment logic, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy.
The design prevents direct replication while still allowing traders and moderators to understand the conceptual framework behind its decisions.
Disclaimer
This strategy is provided strictly for educational, research, and backtesting purposes only.
Market conditions evolve, and past performance does not guarantee future results.
Traders are responsible for forward-testing and applying their own capital, risk, and position-sizing controls before implementing any live trades.
🔹 Moderator-Friendly Expanded Summary
Instrument & Timeframe: MIDCAPNIFTY, 15-Minute
Start Date: January 2025 onward
Position Size: 1 lot / fixed quantity
Initial Capital: ₹100,000
Commission & Slippage: 0.01% commission, 2-point slippage
Trade Logic: Internal alignment model evaluating multiple independent market behaviors
Trade Activation: Trades executed only when internal directional consensus reaches a significant threshold
Trade Closure: Positions closed when alignment weakens or trend bias shifts
Market Inactivity: System remains inactive during ambiguous, low-information, or low-volatility periods
Risk Management: Users are encouraged to define stop-loss, capital allocation, and position-sizing according to personal risk tolerance
IP Justification: Internal scoring, alignment logic, and thresholds are abstracted to maintain strategy originality
Purpose: Strictly educational, research, and demonstration use only
招待専用スクリプト
このスクリプトは作者が承認したユーザーのみアクセス可能です。使用するにはアクセス申請をして許可を得る必要があります。通常は支払い後に承認されます。詳細は下記の作者の指示に従うか、AlgoVisionXに直接お問い合わせください。
TradingViewは、作者を完全に信頼し、スクリプトの動作を理解していない限り、有料スクリプトの購入・使用を推奨しません。コミュニティスクリプトには無料のオープンソースの代替が多数あります。
作者の指示
This strategy uses an internal scoring framework across multiple market factors. Trades occur only when directional consensus is strong and exit when alignment weakens. The system stays inactive during low-information phases. Backtesting uses post-2025
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。
招待専用スクリプト
このスクリプトは作者が承認したユーザーのみアクセス可能です。使用するにはアクセス申請をして許可を得る必要があります。通常は支払い後に承認されます。詳細は下記の作者の指示に従うか、AlgoVisionXに直接お問い合わせください。
TradingViewは、作者を完全に信頼し、スクリプトの動作を理解していない限り、有料スクリプトの購入・使用を推奨しません。コミュニティスクリプトには無料のオープンソースの代替が多数あります。
作者の指示
This strategy uses an internal scoring framework across multiple market factors. Trades occur only when directional consensus is strong and exit when alignment weakens. The system stays inactive during low-information phases. Backtesting uses post-2025
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。