Adaptive Regime and Structure Filters for Trend Entries
Summary
This strategy combines a volatility-buffered regime line with several filters to qualify directional entries. It smooths an efficiency ratio and uses it to adjust both the number of bars needed to confirm a regime change and the range threshold. ADX, choppiness, and a higher-timeframe EMA bias describe trend strength and context; a daily pivot and a set of moving averages add directional bias. A swing break, optionally requiring a large candle relative to ATR, provides a structure trigger.
The visible inputs also describe pullback reclaim entries, continuation and aggressive rotation options, RSI divergence blocks, and ATR-based stop, target, and trailing controls. The excerpt is incomplete, so the full conditions joining these components cannot be verified. It gives no reported backtest results or evidence that the filters improve performance. Historical higher-timeframe values are requested with a prior-bar offset, but behavior and fills still depend on chart settings and market data.
Key ideas
- An efficiency ratio adapts regime confirmation delays and the range filter threshold.
- ADX, choppiness, and higher-timeframe EMA bias provide regime context.
- Swing breaks can require displacement measured against ATR.
- Daily pivot and moving-average relationships contribute an additional directional bias.
- The excerpt lists reversion, divergence, and ATR risk controls but omits some logic and performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.