Timeseries-Driven Trading [AlgoFuego]
Every other indicator watches price to decide when to act.
TDT watches the clock — triggering trades strictly from
calendar timestamps, year cycles, and bar-count intervals.
Every oscillator, moving average, and pattern indicator you've ever used reads price and asks "what is happening?" TDT asks a different question entirely — "when does it happen?" The thesis is that markets have temporal rhythms. Seasonal cycles, recurring annual behaviors, event-driven patterns that repeat not because of price, but because of when.
A time-series framework that treats time itself as a signal — isolating the pure impact of calendar timing on market returns, removing price-pattern noise entirely from the hypothesis.
The logic is precise and deliberate. A calendar date is selected. Every year — or every other year — when that date arrives on the chart, the engine fires. No price confirmation. No confirmation candle. The date is the signal.
Choose the exact day and month that has historically marked a turning point — a seasonal pattern, a recurring macro event, an annual cycle. The engine scans every bar in history and marks every instance where that date occurs. All years, odd years, or even years only.
All Years fires every time. Odd Years targets 2021, 2023, 2025. Even Years targets 2020, 2022, 2024. This lets you study biennial patterns, election-year cycles, and behaviors that repeat every two years from a single configuration — without splitting your test manually.
Exit by a second calendar date — ideal for fixed seasonal windows like "hold from January 15th to March 30th" — or by bar count, closing the trade after a defined number of bars regardless of when the calendar lands. Both serve different timing hypotheses.
Optional stop-loss and take-profit levels appear on the chart and feed directly into every backtesting calculation. Commission simulation — entry percentage plus exit percentage — ensures compound return figures reflect what the strategy actually delivers after costs.
The flow is clean. A date arrives. The engine opens a position in the configured direction. The exit condition — a second calendar date or a bar count — closes it. Risk controls manage the interval. No price interpretation required at any step.
Calendar Exit gives you a precise seasonal window — enter on one date, close on another. Bar Count Exit gives you a consistent holding duration — enter on the date, close after N bars no matter when that lands.
Close the trade when a specific calendar date is reached — day and month, with optional year filter. Ideal for fixed seasonal windows such as "hold from January 15th to March 30th" where the end of the season is as meaningful as the start.
Close the trade after a fixed number of bars from entry — supporting "hold for 20 trading days" type hypotheses where a consistent duration matters more than a specific exit date. Clean, repeatable, and timeframe-flexible.
The calendar event triggers entry. Everything after — holding period, risk management, performance tracking, bars remaining until close — runs automatically. You iterate the dates. The engine measures every result across the full price history.
Equity Curve (Illustrative)
Performance data is illustrative. Statistics auto-update as calendar cycles complete. Commission simulation deducts entry and exit fees from all compound return figures.
Trades fire from calendar timestamps — not price patterns, momentum, or oscillators. Date, year filter, and exit condition are the only inputs. The hypothesis is time. The output is a quantified historical record of whether that time-thesis holds.
Test the same date every year, every odd year, or every even year from a single configuration. Seasonal hypothesis testing that would take hours in a spreadsheet runs automatically across your entire chart history in seconds.
Percentage-based stop-loss and take-profit levels render visually on the chart as labeled lines — customizable in color and label size from Tiny to Huge. Both levels factor into all backtesting calculations for accurate performance metrics.
Input separate entry and exit commission percentages. All profit/loss calculations and compound return figures adjust automatically. The table displays both gross and net-of-commission returns for direct side-by-side comparison.
Signal type, total trades, wins/losses, max/min/avg return per trade, win rate, compound equity before and after commission, and bars remaining until current trade closes — live on every new signal, directly on your TradingView chart.
Entry, exit, stop-loss, and take-profit alerts are individually toggleable through TradingView. Push notifications and email supported. You know the dates in advance — the alerts ensure you act on them even when away from the screen.
Both modes read the same calendar entry date. What changes is how time defines the close. Toggle between them and watch how the same trigger date produces two distinct trade architectures — fixed seasonal window versus fixed duration hold.
You define an entry date and an exit date. The trade opens every time the entry date arrives and closes exactly when the exit date is reached — capturing a repeating seasonal window year after year.
Jan 15 (Odd years only) — trade opens on the bar open.
Position held through the seasonal window. SL and TP manage risk.
Mar 30 — trade closes regardless of price action on that bar.
Timeseries-Driven Trading is part of the complete AlgoFuego library. One subscription unlocks all 6+ indicators — Original Time Cycles, Gann Astrology, Swing Chart, Radio Wave, MA-DNA, AVA Backtest, and every future addition. No individual purchases. No upsells.