Twin Range Filter Algo

Script from: TradingViewSwingVolatilityTrend followingMomentum

The Twin Range Filter Algo combines volatility and range conditions to trigger trades. Incorporating ATR with 32 and 64 periods, a trade is signaled when the shorter-term ATR is less than the longer-term ATR. This method is augmented by manually set target and stop-loss levels in ticks, along with a candle-based time stop-loss to exit positions. Originally effective for 15m and 1h BTCUSD time frames, it requires individual market assessment to optimize for other instruments.

Top 207 Backtests of Twin Range Filter Algo

Explore the most profitable cryptocurrency and stock backtests with Twin Range Filter Algo Strategy (on TradingView).

Filters

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

4.27

Risk Reward

87.26 %

Total ROI

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ 1 h

3.97

Risk Reward

87.27 %

Total ROI

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

3.37

Risk Reward

357.05 %

Total ROI

Oklo Inc. (OKLO)

+ Twin Range Filter Algo

@ 4 h

2.49

Risk Reward

144.97 %

Total ROI

Lumentum Holdings Inc. (LITE)

+ Twin Range Filter Algo

@ Daily

2.36

Risk Reward

174.97 %

Total ROI

Pinterest, Inc. (PINS)

+ Twin Range Filter Algo

@ 2 h

1.70

Risk Reward

251.51 %

Total ROI

219

SAND / TetherUS (SANDUSDT)

+ Twin Range Filter Algo

@ Daily

1.67

Risk Reward

193.16 %

Total ROI

Alpine Immune Sciences, Inc. (ALPN)

+ Twin Range Filter Algo

@ 4 h

1.65

Risk Reward

288.69 %

Total ROI

156

Bank of America Corporation (BAC)

+ Twin Range Filter Algo

@ 2 h

1.65

Risk Reward

390.72 %

Total ROI

638

American Airlines Group, Inc. (AAL)

+ Twin Range Filter Algo

@ 2 h

1.60

Risk Reward

578.62 %

Total ROI

612

Applied Digital Corporation (APLD)

+ Twin Range Filter Algo

@ Daily

1.58

Risk Reward

683.79 %

Total ROI

102

BONK / TetherUS (BONKUSDT)

+ Twin Range Filter Algo

@ 4 h

1.55

Risk Reward

272.18 %

Total ROI

186

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Active Trades

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Twin Range Filter Algo backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as swing by holding period.

207

Backtests run

1.2

Avg profit factor

>1,000%

Avg net profit

+15%

Avg annualized return

221%

Avg max drawdown

0.12

Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by >1,000% over the same window.

Performance by asset class

Market	Backtests	Avg profit factor	Avg net profit	Avg max drawdown	Avg Sharpe
Crypto	101	1.2	+126%	20%	0.17
Stocks	1,404	1.2	+88%	40%	0.11

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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