Three Soldiers - Long Direction Breakout

Strategy Overview
The Three Soldiers Martingale Pro is a high-frequency trend-following strategy specifically optimized for Ethereum (ETH) on 15-minute charts. This precision-tuned system combines the enhanced Three Soldiers Method's momentum detection with disciplined progressive position sizing, creating a powerful tool for capturing ETH's characteristic volatility patterns in the 15-minute timeframe.
⚠️ CRITICAL PARAMETER NOTE ⚠️
This strategy's default parameters are EXCLUSIVELY calibrated for ETH/USD 15-minute charts.

• For ETH: Parameters work as optimized out-of-the-box
  
• For other cryptocurrencies: Expect poor performance or loading issues
  
• For other timeframes: Significant parameter adjustment required
  
• For traditional stocks/forex: Complete re-optimization necessary
  

Core Concept: ETH-15min Optimized Momentum Capture
The strategy exploits ETH's specific behavioral patterns in 15-minute intervals:

1. ETH-Specific Volatility Thresholds: Absolute/relative strength parameters set for ETH's typical 15-minute ranges
   
3. 15-Minute Momentum Cycles: Lookback periods and averaging windows match ETH's 15-minute cycle characteristics
   
5. ETH Volume-Volatility Correlation: Exit parameters calibrated to ETH's unique volume-volatility relationship
   

Parameter Adaptation Guidelines for Other Instruments
If Trading Other Cryptos (BTC, SOL, etc.):
Recommended starting adjustments:
1. Multiply all percentage thresholds by (asset_volatility / ETH_volatility)
2. Adjust `tb_lookback` based on the asset's trend persistence
3. Modify profit targets based on the asset's average true range
If Changing Timeframes:
5-minute: Reduce all percentages by 30-40%
30-minute: Increase all percentages by 50-60%
1-hour: Double most percentage parameters
Strategy Logic Flow (ETH 15min Specific)

1. ETH Momentum Detection: Wait for Three Soldiers signals calibrated to ETH's patterns
   
3. 15-Minute Entry Timing: Enter during ETH's typical active trading windows
   
5. ETH Volatility Management: Use stops/profits sized for ETH's 15-minute ranges
   
7. ETH-Specific Exit Triggers: Activate special exits during ETH's characteristic pullbacks
   

Default Parameters (ETH 15min ONLY)

• long_along_absThreshold=0.8 (ETH's typical 15-min single-candle move)
  
• takeProfitPct=6 (Optimized for ETH's 15-minute swing potential)
  
• tb_lookback=14 (Matches ETH's momentum cycles)
  
• fenge=8 (Based on ETH's average trend length before corrections)
  

Strategy Overview
The Three Soldiers Martingale Pro is a sophisticated trend-following strategy that combines the precision of the Enhanced Three Soldiers Method with the capital efficiency of progressive position sizing. This unique fusion creates a powerful momentum-capturing system designed to ride strong trends while dynamically managing risk through multiple exit mechanisms.
Core Concept: Precision Entry + Intelligent Position Management
Most Martingale strategies simply average down blindly. This strategy revolutionizes the approach by:

1. Signal-Based Entry Trigger: Only enters or adds positions when the Enhanced Three Soldiers Method confirms genuine momentum
   
3. Progressive Capital Allocation: Each new signal adds a fixed percentage of initial capital, creating a disciplined scaling approach
   
5. Multi-Layer Exit System: Implements three distinct exit strategies based on market conditions and position age
   

Key Components
1、Enhanced Three Soldiers Signal System

• Dual Signal Types: Identifies both single-candle and three-candle momentum patterns
  
• Strength Thresholds: Requires both absolute price movement (%) and relative efficiency (close-to-open vs. total range) to qualify
  
• True Signal Confirmation: Uses historical signal breakout logic to filter false entries
  
• Customizable Parameters: All strength thresholds adjustable for different market conditions
  

2、Progressive Position Sizing

• Initial Entry: Uses a fixed percentage of capital (configurable)
  
• Signal-Based Scaling: Each new confirmed signal adds another position of the same percentage
  
• No Maximum Layers: Continues adding as long as signals appear (unlimited in theory)
  
• 
  3. Three-Tier Exit Mechanism
  
• Real-Time Cost Calculation: Dynamically calculates average entry price, position size, and break-even points
  

Tier 1: Progressive Trailing Stop (Primary exit for normal conditions)

• Creates 10 profit zones based on distance from average entry
  
• Each zone has its own trailing stop percentage (configurable)
  
• Automatically moves up stop levels as profit increases
  
• Example: Zone 1 (1x profit target) uses 1x stop%, Zone 10 (10x profit target) uses 10x stop%
  

Tier 2: Special Exit System (Activated after specific conditions)

• Triggers when: (1) position count exceeds "fenge" threshold AND (2) average entry > current price
  
• Splits each position into two parts: "Bounce Exit" (60%) and "Special Exit" (40%)
  
• Sets separate profit targets for each portion
  
• Designed for deep pullbacks in strong trends
  

Tier 3: Full Exit (Cleanup mechanism)

• Closes any residual positions below minimum threshold
  
• Prevents tiny leftover positions from affecting account
  

Strategy Logic Flow

1. Wait for Signal: Monitor for Enhanced Three Soldiers "True Bullish" signal
   
3. Initial Entry: Enter with configured capital percentage
   
5. Subsequent Signals: Each new true signal adds another position
   
7. Exit Evaluation:
   

• If position count ≤ "fenge" AND average entry ≤ current price → Use Progressive Trailing Stop
  
• If position count > "fenge" AND average entry > current price → Activate Special Exit System
  

5、Position Management: Continuously update trailing stops and monitor exit conditions
Parameter Customization

• Three Soldiers Parameters: Absolute/relative strength thresholds, lookback periods, average calculations
  
• Position Sizing: Initial capital percentage, exit percentages
  
• Exit System: Profit targets, trailing stop percentages, special exit thresholds
  
• Special Exit: Activation threshold ("fenge"), bounce exit percentage, special profit targets
  

Strategic Advantages

• ✅ Signal-Driven Scaling: Avoids random averaging - only adds on confirmed momentum
  
• ✅ Adaptive Exit Logic: Different exit strategies for different market phases
  
• ✅ Progressive Risk Management: Tightening stops as profits accumulate
  
• ✅ Trend Persistence: Can ride extended trends while managing drawdowns
  
• ✅ Clear Visual Feedback: Plots average entry, bounce exit, and special exit line
  

Visual Indicators

• Green Triangle: "True Bullish" entry signals
  
• Black Line: Current average entry price
  
• Red Line: Bounce exit target (when active)
  
• Green Line: Special exit target (when active)