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Regime Switching
FreeSwitches between trend and mean-reversion logic by regime
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QuaScriptThe QuaScript engine's own output on the chart the terminal uses. Change the settings or edit the code and press Run to recompute it.
About
Trend-follows (EMA cross) in a trending regime and fades RSI extremes in a ranging regime; stands aside when the regime is noisy. Exits whenever the regime changes.
Settings
Measured backtests
Run by the backtest engine on public candles, 2025-11-01 to 2026-11-01, with the script's own commission and slippage, on BTCUSDT 1h (Binance) and ETHUSDT 1h (Binance). The figures per market are in the Measured backtest panel below. Past results do not predict future returns.
Backtest it yourself
Open it on the backtesting page to run it on any symbol, interval and date range, then use Monte Carlo, optimisation, walk-forward and robustness tests.
Strategy Rules
Entry Conditions
Exit Conditions
Measured backtest
BTCUSDT 1h (Binance), 2025-11-01 to 2026-11-01 · backtest engine, script costs included
-7.8%
Return
-1.00
Sharpe
-11.2%
Max DD
47.3%
Win Rate
131
Trades
| Market | Trades | Return | Sharpe | Max DD | Win rate | Profit factor |
|---|---|---|---|---|---|---|
| BTCUSDT 1h | 131 | -7.8% | -1.00 | -11.2% | 47.3% | 0.76 |
| ETHUSDT 1h | 135 | -8.0% | -0.67 | -11.5% | 43.7% | 0.82 |
Past results on historical data do not predict future returns.
Source Code
Edit in IDE| 1 | strategy "Regime Switching" { |
| 2 | overlay = true |
| 3 | capital = 100000 |
| 4 | commission = 0.05 |
| 5 | sizing = percent_equity |
| 6 | size = 60 |
| 7 | } |
| 8 | /// Trend-follows (EMA cross) in a trending regime and fades RSI extremes in a ranging regime; |
| 9 | /// stands aside when the regime is noisy. Exits whenever the regime changes. |
| 10 | use "stats/filters" as flt |
| 11 | |
| 12 | r = flt.regime(100) |
| 13 | fast = ta.ema(close, 20) |
| 14 | slow = ta.ema(close, 50) |
| 15 | rsi = ta.rsi(close, 14) |
| 16 | cross_up = ta.cross_up(fast, slow) |
| 17 | cross_dn = ta.cross_down(fast, slow) |
| 18 | rsi_up = ta.cross_up(rsi, 30) |
| 19 | rsi_dn = ta.cross_down(rsi, 70) |
| 20 | if r != r[1] and position.size != 0 { exit.close_all() } |
| 21 | if r == flt.Regime.trend { |
| 22 | if cross_up { order.market("TL", side.long) } |
| 23 | if cross_dn { order.market("TS", side.short) } |
| 24 | } |
| 25 | if r == flt.Regime.range and position.size == 0 { |
| 26 | if rsi_up { order.market("RL", side.long) } |
| 27 | if rsi_dn { order.market("RS", side.short) } |
| 28 | } |
| 29 | if r == flt.Regime.range and position.size > 0 and rsi > 55 { exit.close_all() } |
| 30 | if r == flt.Regime.range and position.size < 0 and rsi < 45 { exit.close_all() } |
| 31 | render.line(fast, "Fast", color = color.sky.400) |
| 32 | render.line(slow, "Slow", color = color.orange.400) |
| 33 | render.background(r == flt.Regime.trend ? color.translucent(color.emerald.500, 92) : r == flt.Regime.range ? color.translucent(color.sky.500, 94) : color.translucent(color.slate.500, 90)) |
| 34 |
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