Combined_NFIv6_SMA Strategy: 24-Path "Buy Master" + 8-Layer "Body Armor"
Nickname: Nostalgia For Infinity SMA Version Profession: 5-Minute Trend Hunter + 1-Hour Telescope Scout Timeframe: 5 Minutes Main + 1 Hour Trend Confirmation
1. What's This Strategy?
Combined_NFIv6_SMA is the "NostalgiaForInfinity" (Hedge Infinity) Series' 6th Generation SMA-Enhanced Version.
Simply put, this is an strategy "armed to the teeth":
- 24 buy conditions — like 24 weapons, one is always a hit
- 8 sell conditions — like 8 escape routes
- 8 protection mechanisms — like wearing 8 layers of body armor
- Dual timeframe — enter on 5 minutes, see direction on 1 hour
It feels like: you're driving and the windshield shows 5 meters, the rearview mirror shows 500 meters — you see both near opportunities and future trends.
2. Core Settings: "Let Profits Run"
Take-Profit Rules (ROI Table)
minimal_roi = {
"0": 0.10, # Make 10% immediately? Run!
"30": 0.05, # After 30 minutes, 5%? Run
"60": 0.02, # After 60 minutes, 2%? Run
}
Translation: This strategy has big appetite! Wants to make 10% the moment it enters — the "big fish big meat" type. But as time passes, its expectations drop — 5% is fine after 30 minutes, 2% satisfies after an hour.
Stop-Loss Rules
stoploss = -0.10 # Cut at 10% loss
Translation: You're allowed to lose 10%, but once you hit it, the trade is dead — run!
Trailing Stop Rules
trailing_stop = True
trailing_stop_positive = 0.005 # Starts observing at 0.5% profit
trailing_stop_positive_offset = 0.035 # Must rise to 3.5% before "providing protection"
trailing_only_offset_is_reached = True
Translation: At 0.5% profit, trailing stop just "looks." Only rises to 3.5% does it start working seriously. Then if it drops 0.5% from the high, immediately run.
Plain English: Let the bullet fly, when it reaches 3.5% start providing protection!
3. 24 Buy Conditions: Let Me Sort Them Out
This strategy's buy conditions are ridiculously many. I've grouped them into 6 categories:
🎯 Category 1: RSI/MFI Oversold Rebound (Conditions 1, 2)
Core Logic: RSI and MFI both oversold — clearly can't fall further!
Plain English:
"Price has fallen to the point even relatives don't recognize it — time to rebound!"
🎯 Category 2: Bollinger Band Rebound (Conditions 3, 4)
Core Logic: Price touches Bollinger lower band, ready to bounce back
Plain English:
"Bollinger Band has squeezed together — next it's fireworks!"
🎯 Category 3: EMA Golden Cross (Conditions 5, 6, 7)
Core Logic: EMA12 crosses above EMA26, short-term MA is taking over!
Plain English:
"MA golden cross! Plus price is cheap — this won't lose!"
🎯 Category 4: RSI Extreme Oversold (Conditions 8, 18, 19, 20, 21)
Core Logic: RSI extremely low — clearly oversold!
Plain English:
"Dropped this much and still someone buying? Must be a scheme! No wait, opportunity!"
🎯 Category 5: MA Offset (Conditions 9, 10, 11, 14, 15, 16, 22)
Core Logic: Price deviated too far from MA — time to revert!
Plain English:
"Price deviated too far from the MA like a rubber band — time to snap back!"
🎯 Category 6: EWO Momentum Reversal (Conditions 12, 13, 16, 17, 22, 23)
Core Logic: EWO is a magical indicator, specialized in catching momentum reversals!
Plain English:
"EWO says there's momentum reversal, let me try!"
4. 8 Protection Mechanisms: Hard to Lose Money
Each buy condition has a protection parameter set — like 8 layers of body armor:
| Protection Type | Effect | Plain English |
|---|---|---|
| EMA Fast Protection | Check if fast EMA is above 200 EMA | "Short-term trend up?" |
| EMA Slow Protection | Check if 1-hour EMA is healthy | "Use telescope to check for dangers ahead" |
| SMA200 Rising | 200-day MA must be rising | "Long-term trend must be up" |
| SMA200 1h Rising | 1-hour 200-day MA must be rising | "1-hour long-term must also be up" |
| Safe Dips Protection | Check if dropped too much | "Don't bottom-fish at mid-slope!" |
| Safe Pump Protection | Check if rose too much | "Don't chase at the top!" |
8 layers of protection — like "three-generation family history check" level caution 🤣
Safe Dips (Safe Dips) Explained
| Type | What counts as "safe" dip? |
|---|---|
| strict | Dips of 1.5%/10%/24%/42% are safe to buy |
| normal | Dips of 2%/14%/32%/50% are safe to buy |
| loose | Dips of 2.6%/24%/42%/80% are safe to buy |
Plain English: If it dropped too much, the strategy says — "Bro, wait — don't buy until it's fully dropped!"
Safe Pump (Safe Pump) Explained
| Type | How much rise in 24/36/48 hours counts as "unsafe"? |
|---|---|
| strict | Rise over 42% is unsafe to buy |
| normal | Rise over 60% is unsafe to buy |
| loose | Rise over 66% is unsafe to buy |
Plain English: "Rose too much, don't chase! Wait for a pullback!"
5. Exit Logic: Refined "Harvesting"
5.1 Stepped Take-Profit: How Much to Make and Run
This strategy has 12 stepped take-profit levels — the more you earn, the looser the conditions:
| Level | Profit Required | RSI Threshold | Plain English |
|---|---|---|---|
| 0 | 1% | < 33 | Made 1%, RSI over 33? Run |
| 1 | 2% | < 34 | Made 2%, RSI over 34? Run |
| 2 | 3% | < 38 | Made 3%, RSI over 38? Run |
| ... | ... | ... | ... |
| 10 | 12% | < 42 | Made 12%, allow RSI to 42 |
| 11 | 20% | < 34 | Made 20%! Allow RSI to 34 |
Plain English: The more you earn, the calmer I get. This is what "let profits run" really means!
6. The Strategy's "Personality Traits"
✅ Pros
- Good Protection: 8 layers of protection, hard to lose money
- Many Opportunities: 24 buy conditions, always one for you
- Refined Take-Profit: 12-level stepped take-profit, maximize profits
- Trend Confirmation: Dual timeframe, see near and far
- Flexible Config: Each condition individually switchable
⚠️ Cons
- Absurdly Complex: 24 buy conditions + 8 sell conditions, steep learning curve
- Too Many Parameters: Easy to overfit historical data
- High Hardware: Dual timeframe + many indicators, old computers might lag
- Trading Frequency: Many trades in bull markets, fees eat into profits
- Poor in Consolidation: Protection triggers frequently during sideways
7. When to Use It?
| Market Environment | Recommended Action | Reason |
|---|---|---|
| 📈 Bull Market | max_open_trades: 4-6, all buy conditions on | Clear trend, maximize multi-signals |
| 🔄 Volatile Market | max_open_trades: 2-3, Safe Pump on | Reduce positions, avoid chasing tops |
| 📉 Bear Market | max_open_trades: 1-2, Safe Dips on | Careful bottom-fishing, control risk |
| ⚡ Extreme Volatility | Pause trading | Price limits may affect execution |
8. Summary
One-Line Verdict
"A trend hunter armed to the teeth, protection mechanisms outrageously many, but a money-maker in capable hands."
9. ⚠️ Risk Re-Emphasis (Must Read!)
Backtesting Looks Great, Live Trading Is Different
Combined_NFIv6_SMA's historical backtesting often looks extremely good — but there's a trap:
With many parameters, the strategy easily "fits" the optimal solution for past markets, but doesn't guarantee future profitability.
Simply put: Like exam prep — all past exam answers memorized, but change the questions and you're lost.
My Suggestions
1. Paper trade at least 1-2 months, don't rush to live trade
2. Start with minimum position in live trading, verify performance before adding
3. Watch actual slippage and fees — backtesting won't tell you these
4. Don't blindly pursue high returns, stability matters more
5. Periodically review trading records, understand strategy failures
Remember: No matter how good a strategy, the market teaches lessons without warning. Test with small positions — survival is what matters! 🙏
Final Reminder: Quantitative trading is not a money printer — it's a tool. Good strategies need good execution; good execution needs good mindset. Stay humble, keep learning, and you can survive and thrive in the markets.