Vortex Indicator Cross
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 4H candles, long and short, category Momentum.
Rules
Entry. VI+ is the sum over 14 candles of |high - previous low| divided by the sum of the true range; VI- the same with |low - previous high|. On a closed 4H candle, go long when VI+ crosses above VI- with VI+ above 1; go short when VI- crosses above VI+ with VI- above 1.
Managing the trade. Close when the lines cross back.
Stop and target. Stop 2.5 x ATR(14) from the entry, never moved. No fixed target.
Exact rules
timeframe: 4H
long entry: CROSS_UP(SUM(ABS(high - low[1]), 14), SUM(ABS(low - high[1]), 14))
long entry: SUM(ABS(high - low[1]), 14) > 1 * SUM(TR, 14)
short entry: CROSS_UP(SUM(ABS(low - high[1]), 14), SUM(ABS(high - low[1]), 14))
short entry: SUM(ABS(low - high[1]), 14) > 1 * SUM(TR, 14)
long exit: SUM(ABS(low - high[1]), 14) > SUM(ABS(high - low[1]), 14)
short exit: SUM(ABS(high - low[1]), 14) > SUM(ABS(low - high[1]), 14)
stop: 2.5 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 1098 | +105.3% | 1.31 | 26.9% | 36.8% |
| Judged on | 670 | +15.2% | 1.08 | 27.6% | 32.2% |
| Whole period | 1768 | +135.9% | 1.19 | 27.6% | 35.1% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.