Global MA + Oscillator Score, Vol-Rank Filter and HA candles

OVERVIEW
This strategy goes long when TradingView’s global Technical-Rating score
(MA plus Oscillator composite) is strong and exits on weak scores or
volatility spikes. Scores are calculated on Heikin-Ashi candles for noise
reduction, but every order is executed on standard OHLC data, so back-tests
use real-candle prices.

KEY POINTS
• Uses the global Technical Rating because tests showed better risk-adjusted
returns than MA-only or Oscillator-only variants.
• Vol-Rank percentiles (Larry Williams VIX-Fix adaptation) block trades when
short-term volatility is in the top 20 % of the last 252 bars and allow
re-entry once it falls below 60 %.
• End-of-month Thursday profit-lock rule exits open winners just before
monthly option expiry.
• Works on any timeframe and any liquid symbol; defaults are tuned for QQQ
daily.

ENTRY AND EXIT
Long entry: globalRating ≥ +0.4
Soft exit: globalRating < −0.6
Hard exit: Vol-Rank ≥ 80 % or last-Thursday of the month rule
Re-entry: Same bar if Vol-Rank ≤ 60 % after last-thursday hard exit

INPUTS
symbol_correlation default QQQ (editable)
ratingThresholdIn +0.4
ratingThresholdOut −0.6



DEFAULT STRATEGY PROPERTIES
Initial capital default
Order size 5 % of equity
Pyramiding 1 order
Commission 0.05 % per trade
Slippage 5 ticks
Margin requirement long 100 %
Margin requirement short 100 %
Fill orders bar magnifier ON, on bar close, using standard OHLC

LIMITATIONS
• Heikin-Ashi smoothing delays signals; real-time fills can differ.
• Vol-Rank is derived from price, not true options IV Rank.
• Past results never guarantee future performance.

CREDITS
TradingView Technical Rating library v3
Larry Williams VIX-Fix concept (adapted)