BTC(Sats Stacking) - CDC Action zone filter

7 時間前

Type: Indicator (Pine v6) • Category: Strategy Tools / DCA • Overlay: Yes

Overview

This indicator simulates fixed-amount Bitcoin DCA (dollar-cost averaging) and lets you apply a CDC Action Zone filter to only buy in specific market conditions. It plots EMA(12/26) lines with a shaded zone (green when fast > slow, red when slow > fast), shows buy markers on the chart when a DCA event actually executes, and displays a concise performance table.

The simulation tracks real invested capital (sum of your buys), not hypothetical equity injections, and reports PnL vs invested capital.

Key features

DCA frequency: Everyday, Every week, or Every month

CDC filter: Buy on all days, only when CDC is Green (trend-up above fast EMA), or only when Red (trend-down below fast EMA)

Execution price: Choose to buy at bar close or next bar open

Capital controls: Fixed DCA amount per event, optional max budget cap

Currency support: Portfolio currency label plus optional FX conversion (by symbol or manual rate)

Chart visuals: Buy markers on candles; EMA(12/26) lines with shaded “action zone”

Metrics table: Invested capital, buys executed, BTC accumulated, average price per BTC (quote), equity (portfolio), PnL% vs invested, and CAGR

How it works

CDC state:

Green = EMA(fast) > EMA(slow) and price ≥ EMA(fast)

Red = EMA(fast) < EMA(slow) and price < EMA(fast)

DCA trigger: Fires on new day/week/month boundaries (timeframe-agnostic).

Buy execution: When a DCA event occurs and passes the CDC filter and budget check, the script spends the fixed amount and adds the corresponding BTC at the chosen execution price.

Inputs (highlights)

Simulation

Symbol (blank = current chart), Buy at close/open, DCA amount, Max total invested

DCA Schedule

Everyday / Every week / Every month

CDC Action Zone

Filter mode (All / Green only / Red only), Price source, Fast/Slow EMA lengths (defaults 12/26)

Currency / Conversion

Portfolio currency label, Convert on/off, By symbol (e.g., OANDA:USDTHB) or Manual rate

Backtest Range

Optional start/end dates

Style

Show EMA lines and zone, colors and opacities, buy marker size and color

Display

Show qty/price labels on buys, show metrics table, number formatting

Metrics

Invested capital: Sum of all DCA spends in your portfolio currency

Equity (portfolio): BTC holdings marked to market and converted back if FX is enabled

PnL % vs invested: (Equity / Invested - 1) × 100

CAGR: Based on elapsed time from first in-range bar to the latest bar

Average price per BTC (quote): Spend in quote currency divided by BTC accumulated

Notes

This is an indicator, not a broker-connected strategy. It simulates buys and displays results without placing orders.

For more realistic fills, use Buy at next bar open.

If your portfolio currency differs from the symbol’s quote currency, enable Convert and supply a conversion symbol or manual rate.

EMA shading is purely visual; the filter logic uses the same EMA definitions.

Attribution & License

Inspired by the DCA idea and community simulations; CDC filtering implemented with standard EMA(12/26) logic.

License: MPL-2.0 (see code header).

Author: MiSuNoJo

Disclaimer

This tool is for research and education only and is not financial advice. Past performance does not guarantee future results. Use at your own risk.

33 分前

リリースノート

BTC Sats Stacking • CDC Action Zone Filter (v4)

Overview
This study simulates fixed-amount DCA into the chart symbol and optionally filters buys using a CDC “Action Zone” built from two EMAs. Purchases occur on calendar boundaries you choose (Everyday / Weekly / Monthly) and can execute at bar close or the next bar’s open. Unspent contributions can be accumulated as cash stacking and fully deployed on the next eligible buy. The overlay shows EMA lines with a shaded zone, buy markers, and a compact table with key metrics. No orders are placed and no positions are managed; this is an educational simulation.

Core logic

CDC states

Fast EMA and Slow EMA are computed from the selected source.

“Green” when fast ≥ slow and price ≥ fast.

“Red” when fast < slow and price < fast.

Buy gate modes: All days, Green only, Red only.

Schedule

Calendar events (new day/week/month) define when a buy is allowed.

Optional date-range mask limits the backtest window.

Execution price

Execute at bar close, or at the next bar’s open.

Contributions & cash stacking

Base contribution accrues per day or per event.

If a scheduled buy is blocked by the CDC gate or falls outside the range, the contribution remains in a cash stack.

On the next eligible buy, the simulation spends the entire stack (subject to the Max Budget cap).

FX (optional)

Convert portfolio currency to the symbol’s quote using a conversion symbol or manual rate.

If disabled, contributions are assumed to be in the quote currency already.

Inputs (summary)

Symbol (blank = chart symbol)

Execution: at bar close or next bar open

Base contribution amount; Max Budget (0 = unlimited)

Frequency: Everyday / Every week / Every month

Contribution pace: Per day or Per event

Cash stacking: on/off

CDC filter: All days / Green only / Red only

EMA lengths and Source

FX: on/off, by symbol or manual rate

Backtest range: start and end timestamps

Display toggles: EMA lines/zone, buy markers, table

Outputs / metrics

BTC accumulated: total coins bought inside the selected date range

Invested (portfolio): total portfolio currency actually deployed (respects Max Budget)

Equity (portfolio): accumulated coins × mark price × FX

PnL% vs invested: (Equity / Invested − 1) × 100

CAGR: growth rate from the first buy inside the range

Average cost per BTC (quote): invested quote ÷ coins (shown when holdings > 0)

Notes

Weekly/monthly results can vary with calendar anchors; start dates matter.

Executing at close vs next open will change fills.

Cash stacking makes buy sizes lumpy when periods are skipped by the CDC gate.

This is an accumulate-only simulation: no sells, rebalancing, fees, or slippage modeled.

Change log (v4)

Added cash stacking (per-day or per-event contributions)

Added compact metrics table (Cash stack, Invested, Equity, PnL%, CAGR, BTC accumulated)

EMA zone and marker display refinements; stability and formatting fixes

Disclaimer
This study is for information and education only and is not financial advice. Simulation results do not guarantee future performance. Use at your own risk.