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 210 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 profit factor above 3

@ Daily

4.27

Profit Factor

87.26 %

Total ROI

Premium users only

Premium users can access all backtests with a profit factor above 3

@ 1 h

3.97

Profit Factor

87.27 %

Total ROI

Premium users only

Premium users can access all backtests with a profit factor above 3

@ Daily

3.37

Profit Factor

357.05 %

Total ROI

Lumentum Holdings Inc. (LITE)

+ Twin Range Filter Algo

@ Daily

2.21

Profit Factor

166.17 %

Total ROI

SAND / TetherUS (SANDUSDT)

+ Twin Range Filter Algo

@ Daily

1.84

Profit Factor

240.78 %

Total ROI

Alpine Immune Sciences, Inc. (ALPN)

+ Twin Range Filter Algo

@ 4 h

1.65

Profit Factor

288.69 %

Total ROI

156

Bank of America Corporation (BAC)

+ Twin Range Filter Algo

@ 2 h

1.62

Profit Factor

377.71 %

Total ROI

644

Pinterest, Inc. (PINS)

+ Twin Range Filter Algo

@ 2 h

1.61

Profit Factor

228.21 %

Total ROI

225

BONK / TetherUS (BONKUSDT)

+ Twin Range Filter Algo

@ 4 h

1.60

Profit Factor

300.67 %

Total ROI

196

AR / TetherUS (ARUSDT)

+ Twin Range Filter Algo

@ Daily

1.59

Profit Factor

144.09 %

Total ROI

American Airlines Group, Inc. (AAL)

+ Twin Range Filter Algo

@ 2 h

1.59

Profit Factor

571.23 %

Total ROI

617

Applied Digital Corporation (APLD)

+ Twin Range Filter Algo

@ Daily

1.57

Profit Factor

675.29 %

Total ROI

104

Create your account for free to see all 210+ 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

20 backtests

PMax Explorer STRATEGY & SCREENER

65 backtests

Flawless Victory Strategy - 15min BTC Machine Learning Strategy

130 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)

28 backtests

Bollinger + RSI, Double Strategy (by ChartArt)

25 backtests

Bjorgum Double Tap

40 backtests

EMA Slope + EMA Cross Strategy (by ChartArt)

38 backtests

Pivot Point SuperTrend [Backtest]

72 backtests

Find the best trading strategy for your trading styte

Browse strategies

Popular Cryptos

Bitcoin / TetherUS (BTCUSDT)

BINANCE:BTCUSDT

55 strategies

Ethereum / TetherUS (ETHUSDT)

BINANCE:ETHUSDT

119 strategies

TetherUS / USD (USDTUSD)

BINANCEUS:USDTUSD

88 strategies

XRP / TetherUS (XRPUSDT)

BINANCE:XRPUSDT

77 strategies

Binance Coin / TetherUS (BNBUSDT)

BINANCE:BNBUSDT

53 strategies

USDC / U.S. Dollar (USDCUSD)

GEMINI:USDCUSD

0 strategies

SOL / TetherUS (SOLUSDT)

BINANCE:SOLUSDT

73 strategies

USTCUSDT SPOT (USTCUSDT)

BYBIT:USTCUSDT

116 strategies

TRON / TetherUS (TRXUSDT)

BINANCE:TRXUSDT

42 strategies

Dogecoin / TetherUS (DOGEUSDT)

BINANCE:DOGEUSDT

83 strategies

Popular Stocks

Tesla, Inc. (TSLA)

NASDAQ:TSLA

255 strategies

NVIDIA Corporation (NVDA)

NASDAQ:NVDA

92 strategies

Micron Technology, Inc. (MU)

NASDAQ:MU

72 strategies

American Airlines Group, Inc. (AAL)

NASDAQ:AAL

573 strategies

Safety Shot, Inc. (SHOT)

NASDAQ:SHOT

0 strategies

Apple Inc. (AAPL)

NASDAQ:AAPL

100 strategies

Applied UV, Inc. (AUVI)

NASDAQ:AUVI

108 strategies

Microsoft Corporation (MSFT)

NASDAQ:MSFT

97 strategies

Amazon.com, Inc. (AMZN)

NASDAQ:AMZN

121 strategies

Lucid Group, Inc. (LCID)

NASDAQ:LCID

601 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.

210

Backtests run

1.2

Avg profit factor

>1,000%

Avg net profit

+14%

Avg annualized return

218%

Avg max drawdown

0.11

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	+136%	20%	0.17
Stocks	1,405	1.2	+88%	40%	0.10
Forex	72	1.1	+8%	14%	0.04

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