keen ea

Strategy Concept: Trend-Following Mean Reversion
This is a hybrid strategy that combines:

Trend identification (using AMA - Adaptive Moving Average)

Money flow analysis (using CMF - Chaikin Money Flow)

Dynamic support/resistance (using Stiffness indicator)

Exit timing (using dual EMAs)

📊 Indicator Roles & Logic
1. Primary Trend Filter: Adaptive Moving Average (AMA)
Purpose: Identifies the underlying trend direction while reducing lag during ranging markets

Logic: AMA adjusts its sensitivity based on market volatility (Efficiency Ratio)

Configuration:

Fast EMA (56-68): Reacts quickly to price changes

Slow EMA (99-110): Provides stable trend direction

ER Period (84): Measures market efficiency/trend strength

2. Entry Signal: Chaikin Money Flow (CMF)
Purpose: Confirms entries with volume-based momentum

Logic: Measures buying/selling pressure by comparing close price to daily range, weighted by volume

Configuration:

Length (59-60): Medium-term money flow analysis

Entry Rule: CMF crossing above/below zero or specific thresholds

3. Dynamic Support/Resistance: Stiffness Indicator
Purpose: Identifies potential reversal zones where price movement "stiffens"

Logic: Measures the rate of price change slowdown (similar to momentum deceleration)

Configuration:

Stiffness Length (59-60): Lookback period for stiffness calculation

Smoothing Length (15-17): Smoothes the stiffness signal

Threshold (60): Trigger level for trade signals

4. Exit System: Dual EMA Crossover
Purpose: Manages exits and trail stops

Logic:

Fast Exit EMA (40): Quick exit signal

Slow Exit EMA (159-160): Confirms exit direction

Exit Rule: Fast EMA crosses below Slow EMA (for longs)