Adaptive Regime Momentum with Composite Moving Average Signals

Summary

This document presents a Pine Script strategy that blends an Arnaud Legoux moving average with a zero-lag moving average into a composite trend line. It confirms direction by checking the composite line’s slope over several bars, and the visible code introduces volume RSI and RSI filters alongside ATR-based stop, target, and trailing-stop settings. Long and short trading can be enabled separately, and the script includes display options for a performance table and trade context.

The supplied excerpt ends partway through the next signal section, so it does not show the complete entry and exit rules or the full regime-adaptation logic. It also provides no backtest results or market-specific evaluation. The configurable filters and volatility-based exits describe a systematic momentum framework, but their effectiveness cannot be assessed from the excerpt; transaction costs, parameter sensitivity, and behavior across market regimes remain open questions.

Key ideas

• The strategy blends ALMA and zero-lag EMA calculations into a composite moving average.
• It checks whether the composite line’s slope has remained consistent over a configurable number of bars.
• The visible inputs support volume RSI and RSI filters as well as ATR-based stops, targets, and trailing exits.
• The excerpt is incomplete and omits the full entry logic and any performance evidence.

Tags

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