AI Adaptive Trend Navigator Strategy Echo Edition

AI Adaptive Trend Navigator Strategy [Echo Edition]

This is a professional long-only automated strategy optimized for Taiwan Index Futures (TX). Based on the LuxAlgo clustering framework, this version features advanced logic iteration for institutional-grade backtesting and execution.

1. Realistic Cost Modeling To ensure backtest reliability, this strategy is pre-configured with:

Slippage: 2 ticks (Approx. 400 TWD per side).

Commission: 100 TWD per side.

Total Cost: 500 TWD per side. This provides a rigorous stress test for real-world trading environments.

2. State Consistency & Logic Continuity Optimized the underlying array handling to ensure "State Persistence." This eliminates the logic gaps common in real-time script execution, ensuring that historical signals are 100% consistent with live alerts.

3. Adaptive AI Clustering Utilizes K-means clustering to dynamically select the optimal ATR factors based on current market volatility, allowing the strategy to "evolve" as market regimes shift.

[Traditional Chinese Translation / 中文說明]

🧠 開發理念：追求實戰一致性的量化策略 本策略旨在為台指期（TX）提供一套具備真實參考價值的自動化系統。

✨ Echo 版核心優化點

數據連續性迭代：修正底層邏輯，確保訊號在即時盤勢中穩定不跳斷。

真實交易成本模擬：預設 2 點滑價 與 單邊 100 TWD 手續費，單邊總成本對標 500 TWD，拒絕虛假神單，挑戰最嚴苛的回測環境。

台指期專屬參數調校：融入針對台灣市場波動特性的預設參數與過濾邏輯。

🛡️ 進階實戰過濾

空間緩衝區 (Buffer Strategy)：價格需有效突破緩衝區才觸發，精準過濾盤整雜訊。

AI 信心評分系統：只有當動能穩定度達標時才會發進場訊號。

冷卻保護機制：有效抑制訊號在洗盤區間過度頻繁跳動。

⚠️ Disclaimer: Backtest results do not guarantee future performance.