STRATEGY E018
TorqueVane 力矩风向舵
Wait for the trend engine to torque up, then let the smooth guardrail steer. A clean, alternative timing plan — no bands, no tired oscillators.
Core timingTDFI band cross ±0.05
Guardrail2-pole low-pass filter
TimeframeH1 (M30–H4)
Sim frequency≈ 1.5 / day
The idea
- Torque line (TDFI · Trend Direction Force Index) — stacks two smoothed averages, measures how fast they separate and cubes that gap so only genuinely forceful turns stand out, scaled to a tidy −1…+1 wave.
- Guardrail line (two-pole Butterworth low-pass filter) — an ultra-smooth baseline that filters jitter; its slope and the price's side decide which lane we may drive in.
- Activity floor (ATR) — keeps us out of dead, sleepy markets.
Entry signal
LONG ↑
- Torque line crosses ABOVE +band
- Guardrail slopes UP, price above
- Active: ATR ≥ floor
SHORT ↓
- Torque line crosses BELOW −band
- Guardrail slopes DOWN, price below
- Active: ATR ≥ floor
Signal logic — split view of the two participation windows
Execution order
Step-by-step execution flow
Parameters & risk
| Torque line (TDFI) length | 13 |
| Trigger band | ±0.05 |
| Guardrail (low-pass) period | 15 |
| Slope lookback | 2 bars |
| ATR period / floor | 14 · 0.6×50-bar avg |
| Stop | 1.5 × ATR |
| Target | 1.8 × stop (RR ≈ 1.8) |
| Exposure per window | 1% · max 10 / day |
Indicator source (TradingView):
· TDFI — tradingview.com/script/4o8gouR8
· Butterworth — tradingview.com/script/mgxOwThP
⚠️ For study and learning only. This is not advice about returns and never a promise of gains. Markets carry drawdown risk — always test on a demo first and size small.