Market Mastery Blueprint Strategy

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The Market Mastery Blueprint Strategy is a trend-following and mean-reversion hybrid built on the 3-part framework of State, Position, and Event.

STATE
The strategy classifies market conditions using the percentage spread between the 20MA and 200MA:
- Narrow State: MAs are close together (spread <= 0.5%) — signals compression and potential breakout.
- Wide State: MAs are far apart (spread >= 1.0%) — signals extended trend and potential reversal.

POSITION
Two high-probability trade zones are defined:
- Position 1 (Gold Mine): Price is within 1 ATR of the 200MA — a high-value pullback zone for long entries.
- Position 3 (Pluto Land): Price is extended above both MAs with both gaps (price to 20MA and 20MA to 200MA) exceeding 1.5 ATR — a high-risk overextension zone used for short entries.

EVENT
Two candlestick signals confirm trade entries:
- Elephant Bar (Long): A strong bullish candle whose body is at least 1.5x the 20-bar average body size, confirming institutional buying in Position 1.
- Topping Tail (Short): A candle where the upper wick makes up 60% or more of the total range, confirming rejection in Position 3.

RISK MANAGEMENT
- Dynamic position sizing: risk is calculated as a fixed percentage of equity divided by the stop distance.
- 3R profit target: take profit is set at 3x the initial risk.
- Hard stop: long stop = low of signal bar, short stop = high of signal bar.

IDEAL USE CASE
Best used on SPY or SPX on the 2-minute to daily timeframe. Signals can be used to time entries for options spreads (call spreads, put spreads, bear call spreads) with 0-2 DTE and defined max risk of $300 per trade.

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Pine Script Source

//@version=5
strategy("Market Mastery Blueprint Strategy",
     overlay=true,
     margin_long=100,
     margin_short=100,
     initial_capital=10000,
     pyramiding=0,
     commission_type=strategy.commission.percent,
     commission_value=0.01)

// ── Inputs ──
maLenFast   = input.int(20,  "Fast MA Length")
maLenSlow   = input.int(200, "Slow MA Length")
maSpreadThr = input.float(0.5, "Narrow State MA Spread (%)", step=0.1)
wideFactor  = input.float(2.0, "Wide State Spread Multiplier", step=0.1)
eleFactor   = input.float(1.5, "Elephant Body vs Avg Body",   step=0.1)
tailFactor  = input.float(0.6, "Tail Wick % of Range",        step=0.05)
riskR       = input.float(3.0, "R Multiple Target",           step=0.5)
riskPct     = input.float(1.0, "Risk % of Equity per Trade",  step=0.25)

// ── MAs & ATR ──
maFast = ta.sma(close, maLenFast)
maSlow = ta.sma(close, maLenSlow)
atr    = ta.atr(14)

plot(maFast, color=color.blue, title="20MA")
plot(maSlow, color=color.red,  title="200MA")

// ── State detection ──
spreadPct   = math.abs(maFast - maSlow) / maSlow * 100
narrowState = spreadPct <= maSpreadThr
wideState   = spreadPct >= maSpreadThr * wideFactor

// ── Position zones ──
pos1        = math.abs(close - maSlow) <= 1.0 * atr
aboveBoth   = close > maFast and close > maSlow
threeFinger = (close - maFast) > 1.5 * atr and (maFast - maSlow) > 1.5 * atr
pos3        = aboveBoth and threeFinger

// ── Events ──
bodySize    = math.abs(close - open)
avgBody     = ta.sma(bodySize, 20)
elephant    = close > open and bodySize >= eleFactor * avgBody
longSignal  = narrowState and pos1 and elephant

candleRange = high - low
upperWick   = high - math.max(open, close)
toppingTail = upperWick >= tailFactor * candleRange
shortSignal = wideState and pos3 and toppingTail

// ── Position sizing ──
var float entryPrice = na
var float stopPrice  = na
var float tpPrice    = na

// Long setup
if longSignal and strategy.position_size <= 0
    entryPrice   := close
    stopPrice    := low
    float riskPerShare = entryPrice - stopPrice
    if riskPerShare > 0
        float capitalRisk = strategy.equity * (riskPct / 100.0)
        float qty         = capitalRisk / riskPerShare
        tpPrice := entryPrice + riskR * riskPerShare
        strategy.entry("Long", strategy.long, qty=qty)
        strategy.exit("Long TP/SL", "Long", stop=stopPrice, limit=tpPrice)

// Short setup
if shortSignal and strategy.position_size >= 0
    entryPrice   := close
    stopPrice    := high
    float riskPerShare = stopPrice - entryPrice
    if riskPerShare > 0
        float capitalRisk = strategy.equity * (riskPct / 100.0)
        float qty         = capitalRisk / riskPerShare
        tpPrice := entryPrice - riskR * riskPerShare
        strategy.entry("Short", strategy.short, qty=qty)
        strategy.exit("Short TP/SL", "Short", stop=stopPrice, limit=tpPrice)