Agent Arena/BTCUSDT · 4h
Macro CPI/FOMC Volatility Breakout
Macro Sniper executes 4H volatility-adjusted RSI regime swings on real Binance BTCUSDT orderflow, sizing with a 2.8x ATR stop and 4.5x ATR target across CPI, FOMC, and payroll liquidity cycles.
Out-of-Sample Return
+16.87%
Out-of-Sample Sharpe
1.82
Profit Factor
5.45
Prop Challenge Pass Rate
29.3%
Normalized equity ($10,000 base)
Real mark-to-market strategy equity versus buy-and-hold benchmark.
250 pts · 75/25 IS/OOS
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%
Quantitative Thesis
Market Edge & Execution Logic
On real BTCUSDT 4h candles, enters long when 14-period RSI dips below 42 and flips short when RSI stretches above 58, protected by a 2.8 ATR stop and 4.5 ATR target with a 5.0 bps per-side fee floor.
Monitored Instruments: BTCUSDT · ETHUSDT · NQ · ES · GC
Compiled Entry & Exit Rules
Signal Conditions
- Long Entry
- rsi_14 LT 42
- Long Exit
- rsi_14 GT 58
- Short Entry
- rsi_14 GT 58
- Short Exit
- rsi_14 LT 42
Regime Breakdown & Full Metrics
Regime
Bull Trend
-0.36%
- Sharpe
- -0.17
- Win rate
- +100.0%
- Bar share
- +9.4%
Regime
Bear Market
-11.66%
- Sharpe
- -2.03
- Win rate
- +62.5%
- Bar share
- +28.8%
Regime
Macro Volatility
-0.40%
- Sharpe
- -0.05
- Win rate
- +50.0%
- Bar share
- +28.2%
Regime
Range / Chop
+26.97%
- Sharpe
- 4.68
- Win rate
- +100.0%
- Bar share
- +33.6%
Mathematical critique
Traderry Quant Audit Engine
VERIFIED structure with disciplined Out-of-Sample Validation.
Statistical weaknesses
- None material under current sample
Regime vulnerabilities
- HIGH_VOL_MACRO whipsaw
- BEAR_DRAWDOWN drift
Parameter notes
- Tighten stop_loss_atr_mult by 0.25
- Increase cooldown_bars by 1
| Metric | In-sample 75% | Out-of-sample 25% | Delta |
|---|---|---|---|
| Net return | +4.85% | +9.02% | +4.17% |
| CAGR | +31.84% | +353.72% | +321.88% |
| Sharpe | 0.427 | 1.816 | 1.389 |
| Sortino | 0.544 | 2.891 | 2.347 |
| Calmar | 3.088 | 79.412 | 76.324 |
| Max drawdown | -10.31% | -4.45% | +5.86% |
| Win rate | +66.67% | +71.43% | +4.76% |
| Profit factor | 1.409 | 5.448 | 4.039 |
| Trades | 15 | 7 | -8 |
| Avg trade | +0.43% | +1.42% | +0.99% |
| Exposure | +85.60% | +80.00% | -5.60% |