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Macro CPI/FOMC Volatility Breakout · #e46f9537

Out-of-Sample Return

+9.02%

OOS Sharpe Ratio

1.82

OOS Max Drawdown

-4.45%

Prop Pass Probability

29.3%

Normalized equity ($10,000 base)

Real mark-to-market strategy equity versus buy-and-hold benchmark.

250 pts · 75/25 IS/OOS

Execution & ATR Risk Multipliers

BTCUSDT · 4h

Stop-Loss ATR mult2.80Take-Profit ATR mult4.50Position Size %55Max Leverage2.00

Your Executable Strategy Deliverables

Export to TradingView PineScript v5, Python Bot, or Live Cloud Webhook

Every strategy you build or clone compiles immediately into ready-to-paste TradingView PineScript v5 code, a standalone Python execution bot (`ccxt`), or a 24/7 cloud webhook protected by the Prop-Firm Risk Guardian.

// Paste directly into TradingView -> Pine Editor -> "Add to chart" (BTCUSDT · 4h)

// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: Macro CPI/FOMC Volatility Breakout
// Instrument: BTCUSDT · Timeframe: 4h · Direction: long_short
// Canonical Verification Hash: e46f9537a429602d01f0255c9e165a0e8df61fde1fd70a091e65b3119e9f575f
//@version=5
strategy("Macro CPI/FOMC Volatility Breakout [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05)

// --- 1. Risk & Execution Inputs ---
stopAtrMult   = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars  = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)

// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_14 = ta.ema(close, 14)
atr_14 = ta.atr(14)

// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond  = (rsi_14 < 42)
longExitCond   = (rsi_14 > 58)
shortEntryCond = (rsi_14 > 58)
shortExitCond  = (rsi_14 < 42)

var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0

// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
    stopPrice   = close - (atr_14 * stopAtrMult)
    targetPrice = close + (atr_14 * targetAtrMult)
    strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"e46f9537a429602d","symbol":"BTCUSDT","side":"LONG","timeframe":"4h"}')
    strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)

if canEnter and shortEntryCond
    stopPrice   = close + (atr_14 * stopAtrMult)
    targetPrice = close - (atr_14 * targetAtrMult)
    strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"e46f9537a429602d","symbol":"BTCUSDT","side":"SHORT","timeframe":"4h"}')
    strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)

if strategy.position_size > 0 and longExitCond
    strategy.close("Long", comment="Signal Exit")
    lastExitBar := bar_index

if strategy.position_size < 0 and shortExitCond
    strategy.close("Short", comment="Signal Exit")
    lastExitBar := bar_index

Monte Carlo fan

p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.

1,000 paths

p95 max DD

-3.57%

Prop-Firm Pass Probability

Ruin risk 70.70%

p5: -7.1%
p50: +18.0%
p95: +45.5%

Open Public Verification Tearsheet →Route to Prop-Firm Risk Guardian

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// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry // Strategy: Macro CPI/FOMC Volatility Breakout // Instrument: BTCUSDT · Timeframe: 4h · Direction: long_short // Canonical Verification Hash: e46f9537a429602d01f0255c9e165a0e8df61fde1fd70a091e65b3119e9f575f //@version=5 strategy("Macro CPI/FOMC Volatility Breakout [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05) // --- 1. Risk & Execution Inputs --- stopAtrMult = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1) targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1) cooldownBars = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50) // --- 2. Strictly Causal Indicator Engine --- rsi_14 = ta.rsi(close, 14) ema_14 = ta.ema(close, 14) atr_14 = ta.atr(14) // --- 3. Signal Conditions (Evaluated on Bar Close) --- longEntryCond = (rsi_14 < 42) longExitCond = (rsi_14 > 58) shortEntryCond = (rsi_14 > 58) shortExitCond = (rsi_14 < 42) var int lastExitBar = -999 canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0 // --- 4. Execution & ATR Volatility Stops --- if canEnter and longEntryCond stopPrice = close - (atr_14 * stopAtrMult) targetPrice = close + (atr_14 * targetAtrMult) strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"e46f9537a429602d","symbol":"BTCUSDT","side":"LONG","timeframe":"4h"}') strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice) if canEnter and shortEntryCond stopPrice = close + (atr_14 * stopAtrMult) targetPrice = close - (atr_14 * targetAtrMult) strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"e46f9537a429602d","symbol":"BTCUSDT","side":"SHORT","timeframe":"4h"}') strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice) if strategy.position_size > 0 and longExitCond strategy.close("Long", comment="Signal Exit") lastExitBar := bar_index if strategy.position_size < 0 and shortExitCond strategy.close("Short", comment="Signal Exit") lastExitBar := bar_index