STRATEGY E010

CrispVector

锐向动能 · Crisp-Direction Momentum

A trend-momentum framework that only participates when the direction is clear: a momentum tempo cross, aligned with an ATR guardrail, filtered by market liveliness.

H1 · M30–H4Indices / Crude / Bitcoin~1.3 signals/dayReward:Risk 1.8

Core Idea

CrispVector reads the market with two clean gauges instead of a pile of indicators. The SuperTrend guardrail defines direction; the Price Momentum Oscillator (PMO) times the entry; an ATR liveliness gate keeps you out of dead sessions. All three must agree before a single entry is taken.

1

Direction Guardrail

SuperTrend (ATR band) turns green above price (up-side) or red below (down-side). Trade only with the rail.

2

Momentum Tempo

PMO — a double-smoothed rate-of-change line with its own signal line. A cross up is an up-beat; a cross down is a down-beat.

3

Liveliness Gate

Skip quiet ranges: ATR must be at least 0.6× its 50-bar average for an entry to qualify.

Participation Rules

ConditionLONGSHORT
GuardrailPrice above rail (green)Price below rail (red)
Tempo (PMO)Crosses up its signal ↑Crosses down its signal ↓
LivelinessATR ≥ 50-bar average × 0.6
Protective stop1.5 × ATR(14) from entry
Target1.8 × stop distance (reward:risk ≈ 1.8)
Sizing / capRisk 1% per entry · max 10 entries/day

Parameters (defaults)

PMO 20 / 10 / 5smoothing1 / smoothing2 / signal EMA
SuperTrend ATR 10 × 3.0ATR period × multiplier
ATR 14 · gate 0.6risk ATR · liveliness floor (50-bar avg)
Stop 1.5 · RR 1.8stop ATR mult · reward-to-risk
Magic 100010order tag · watchdog 3 days
Max 10 / daydaily entry ceiling, auto-reset

Signal & Execution

CrispVector signal
Signal logic — LONG vs SHORT
CrispVector flow
Execution flow, step by step
Risk note: This page is for study and research sharing only — not participation advice. Markets carry drawdown risk. Backtest 1–2 years of H1 data in your own tester and size conservatively. Past behavior never guarantees future outcomes.