A Shifted 55-Period Triangular Moving Average with an ATR Band

Summary

This indicator defines a central trend reference using a 55-period triangular moving average shifted to use its value from 21 periods earlier. It surrounds that reference with upper and lower bands formed by adding and subtracting a fraction of the 13-period average true range. The stated fraction is 0.13, so the band width adjusts with recent volatility rather than remaining fixed.

The description presents the indicator as a way to identify bullish and bearish territories, but it does not specify exact rules for classifying those regimes, entering or exiting trades, or sizing positions. It provides no charts, backtest, asset universe, or performance evidence. As a result, the text explains the construction of a trend-following indicator but does not establish that its settings produce useful signals or that the shifted average is suitable for a particular market or timeframe.

Key ideas

• The central reference is a triangular moving average calculated over 55 periods and shifted by 21 periods.
• The upper and lower bands offset the shifted average by a fraction of the 13-period average true range.
• The stated ATR multiplier is 0.13, making band width responsive to recent volatility.
• The document gives no explicit trade rules or evidence of the indicator’s performance.

Tags

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