# Multi-Strategy Trading System

A multi-strategy system that ranks and executes trades based on quality score and divergence/reversal criteria.

Canonical: https://prismaticalgos.com/compendium/algo/2344-multi-strategy-trading-system
Record ID: 2344
Catalog rank: 2273 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://www.prorealcode.com/topic/please-correct-code-to-allow-this-to-work-to-backtest-and-in-automatic-trading/
Evidence label (unverified): source_code

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

Opacity warnings: UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.

## Recorded profile

- symbols: any
- timeframes: M1
- sessions: London 08:00-16:30 GMT
- market_regime: any

## Indicators

- ExponentialAverage: {"period": 20}; applied to: close
- ExponentialAverage: {"period": 50}; applied to: close
- ExponentialAverage: {"period": 12}; applied to: close
- ExponentialAverage: {"period": 26}; applied to: close
- ExponentialAverage: {"period": 9}; applied to: macdLine
- RSI: {"period": 14}; applied to: close
- AverageTrueRange: {"period": 14}; applied to: close
- Average: {"period": 5}; applied to: atr

## Recorded long-entry rules

- TrendConf_Long
- DivRev_Long
- Breakout_Long
- Pullback_Long
- ORB_Long
- MR_Long
- Squeeze_Long
- NewsPB_Long

## Recorded short-entry rules

- TrendConf_Short
- DivRev_Short
- Breakout_Short
- Pullback_Short
- ORB_Short
- MR_Short
- Squeeze_Short
- NewsPB_Short

## Recorded exit rules

- macdBearX AND (rsi < 50 AND Close < vwap)
- macdBullX AND (rsi > 50 AND Close > vwap)
- Close >= vwap AND macdHist < macdHist[1]
- Close <= vwap AND macdHist > macdHist[1]
- Time > OREnd AND (Close < ORH AND Close < ema20)
- Time > OREnd AND (Close > ORL AND Close > ema20)
- macdHist <= 0 OR Close < vwap
- macdHist >= 0 OR Close > vwap
- Close >= vwap
- Close <= vwap

## Recorded filters

- news filter
- max spread 2.0 pips

## Risk controls

- Stop loss: atr * riskATRmult
- Take profit: (targetRmultiple * riskPoints)
- Position sizing: fixedSize