Trading Strategy
Methodology
Complete documentation of Orion Alpha's swing setup detectors, confluence scoring, market regimes, and walk-forward validated backtest evidence.
v2.6 · Engine v9 · Educational purpose only · Not investment advice
Philosophy & Approach
Orion Alpha is a trend-following swing trading system for the Indonesian stock market (Bursa Efek Indonesia / IDX). It scans 100+ stocks across LQ45 + momentum names and identifies actionable setups with defined entry, stop-loss, and take-profit levels.
Core Principles
- Trend-following bias: prioritize buying in established uptrends or at trend initiation. Mean-reversion is secondary.
- Swing timeframe: 5-45 day holding, adapted per-stock based on historical trend episode length.
- Long-only: IDX has no retail short selling. Bearish detectors exist in code but are disabled in the live dispatcher.
- 15 diverse setups: different market conditions favor different entry patterns. The engine runs all detectors and picks the highest-quality match.
- Checklist-based quality: each setup has 7-11 binary items. Quality = (passed / total) x 100. Hard requirements gate entry.
- Regime-aware: IHSG market regime modulates indicator weights, setup selection, and quality thresholds.
Why 15 Setups?
A single setup works in some conditions and fails in others. By maintaining 15 detectors spanning trend continuation, breakout, momentum shift, pattern recognition, and accumulation, the system finds opportunities across all market conditions — from strong trends to post-consolidation expansions, direction changes, and institutional support zones.
Walk-forward validation confirms 7/15 setups CONSISTENT across 4 independent OOS periods (1,137 trades, 54.7% WR).