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 208 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

Total Trades

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

Total Trades

Premium users only

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

@ Daily

3.37

Risk Reward

357.05 %

Total ROI

Total Trades

Oklo Inc. (OKLO)

+ Twin Range Filter Algo

@ 4 h

2.50

Risk Reward

144.61 %

Total ROI

Total Trades

Lumentum Holdings Inc. (LITE)

+ Twin Range Filter Algo

@ Daily

2.36

Risk Reward

174.97 %

Total ROI

Total Trades

SAND / TetherUS (SANDUSDT)

+ Twin Range Filter Algo

@ Daily

1.75

Risk Reward

206.57 %

Total ROI

Total Trades

Pinterest, Inc. (PINS)

+ Twin Range Filter Algo

@ 2 h

1.71

Risk Reward

252.94 %

Total ROI

218

Total Trades

Alpine Immune Sciences, Inc. (ALPN)

+ Twin Range Filter Algo

@ 4 h

1.65

Risk Reward

288.69 %

Total ROI

156

Total Trades

Bank of America Corporation (BAC)

+ Twin Range Filter Algo

@ 2 h

1.64

Risk Reward

385.69 %

Total ROI

636

Total Trades

American Airlines Group, Inc. (AAL)

+ Twin Range Filter Algo

@ 2 h

1.60

Risk Reward

579.74 %

Total ROI

611

Total Trades

Applied Digital Corporation (APLD)

+ Twin Range Filter Algo

@ Daily

1.58

Risk Reward

683.79 %

Total ROI

102

Total Trades

Affirm Holdings, Inc. (AFRM)

+ Twin Range Filter Algo

@ 4 h

1.57

Risk Reward

164.04 %

Total ROI

Total Trades

Create your account for free to see all 208+ backtests

Access filters, details, best timeframes, explore 100K+ backtests and more

Get started

Active Trades

Create your account to see on which symbols Twin Range Filter Algo is currently trading on.

Popular TradingView Strategies

Bollinger + RSI, Double Strategy (by ChartArt) v1.1

21 backtests

PMax Explorer STRATEGY & SCREENER

68 backtests

Flawless Victory Strategy - 15min BTC Machine Learning Strategy

128 backtests

Bollinger + RSI, Double Strategy Long-Only (by ChartArt) v1.2

85 backtests

Optimized Trend Tracker STRATEGY & SCREENER

78 backtests

Stochastic + RSI, Double Strategy (by ChartArt)

30 backtests

Bollinger + RSI, Double Strategy (by ChartArt)

27 backtests

Bjorgum Double Tap

40 backtests

EMA Slope + EMA Cross Strategy (by ChartArt)

40 backtests

Pivot Point SuperTrend [Backtest]

75 backtests

Find the best trading strategy for your trading styte

Find my strategy

Popular Cryptos

Bitcoin / TetherUS (BTCUSDT)

BINANCE:BTCUSDT

61 strategies

Ethereum / TetherUS (ETHUSDT)

BINANCE:ETHUSDT

124 strategies

TetherUS / USD (USDTUSD)

BINANCEUS:USDTUSD

88 strategies

XRP / TetherUS (XRPUSDT)

BINANCE:XRPUSDT

89 strategies

Binance Coin / TetherUS (BNBUSDT)

BINANCE:BNBUSDT

62 strategies

SOL / TetherUS (SOLUSDT)

BINANCE:SOLUSDT

82 strategies

USDC / U.S. Dollar (USDCUSD)

GEMINI:USDCUSD

0 strategies

USTCUSDT SPOT (USTCUSDT)

BYBIT:USTCUSDT

119 strategies

TRON / TetherUS (TRXUSDT)

BINANCE:TRXUSDT

48 strategies

Dogecoin / TetherUS (DOGEUSDT)

BINANCE:DOGEUSDT

90 strategies

Popular Stocks

Tesla, Inc. (TSLA)

NASDAQ:TSLA

280 strategies

NVIDIA Corporation (NVDA)

NASDAQ:NVDA

93 strategies

American Airlines Group, Inc. (AAL)

NASDAQ:AAL

575 strategies

Micron Technology, Inc. (MU)

NASDAQ:MU

78 strategies

Safety Shot, Inc. (SHOT)

NASDAQ:SHOT

0 strategies

Apple Inc. (AAPL)

NASDAQ:AAPL

101 strategies

Microsoft Corporation (MSFT)

NASDAQ:MSFT

109 strategies

Applied UV, Inc. (AUVI)

NASDAQ:AUVI

108 strategies

Lucid Group, Inc. (LCID)

NASDAQ:LCID

604 strategies

Super Micro Computer, Inc. (SMCI)

NASDAQ:SMCI

34 strategies

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.

208

Backtests run

1.2

Avg profit factor

>1,000%

Avg net profit

+15%

Avg annualized return

220%

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	+124%	20%	0.16
Stocks	1,404	1.2	+89%	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.

Explore the best Trading & TradingView strategies

Stop trading blindly. Explore quality-gated backtests and improve your trading skills with data.

Start for free