A Confluence Strategy Combining Regression, Trend, and ATR Filters

Summary

The visible script sets up a multi-signal trading strategy with configurable long and short entries. Its entry engine includes linear-regression values, a smoothed signal line, and fast versus slow exponential moving averages for trend direction. It also computes ATR measures for trade volatility and a ratio intended to distinguish trending from ranging conditions. Additional options shown include a minimum confluence score, volume-spike and RSI filters, a cooldown after exits, and a higher-timeframe bias setting.

Risk and exit inputs include a per-trade risk percentage, ATR-multiple stop loss and target, and a timeout measured in bars. The excerpt ends during the regime-filter calculation, before the full entry scoring, order sizing, and exit implementation are visible. It supplies configuration values but no backtest period, asset context, performance report, or evidence that the filters improve results. The strategy’s behavior and risk cannot be fully assessed from this partial script; the listed settings should be treated as design intent until the complete logic and out-of-sample results are reviewed.

Key ideas

• The entry design combines regression signals with fast and slow EMA trend direction.
• ATR measures are used both for regime assessment and proposed stop and target distances.
• Optional filters include volume, RSI, a post-exit cooldown, and higher-timeframe bias.
• The visible excerpt does not show the complete scoring, sizing, or order logic.
• No backtest results or performance evidence are included in the supplied text.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.