Adaptive Strategy Combining EMA-MACD Momentum and Mean Reversion

Summary

This document describes a dual-engine trading strategy that combines EMA-MACD momentum signals with a BuySell oscillator and mean-reversion logic. It offers selectable ways to combine signals, including requiring agreement, accepting either signal, or using one engine alone. Its automatic mode is described as favoring mean reversion on intraday charts and EMA-MACD momentum on daily or longer charts. The script also adds a forward projection blending linear-regression slope, the strategy's directional score, recent momentum, and an ATR-based uncertainty band.

The available material is primarily a script description and parameter interface, not a complete evaluation. It identifies risk controls such as percentage-based sizing, daily loss and trade limits, session filters, and end-of-session flattening, alongside alerts and a performance dashboard. It provides no actual backtest results or evidence that the forecast predicts future prices reliably. The projection is explicitly probabilistic, and performance may depend on timeframe, instrument, execution assumptions, and chosen signal mode.

Key ideas

• The strategy combines EMA-MACD momentum with oscillator-based mean-reversion signals.
• Users can select how the two engines interact, while automatic mode varies the approach by timeframe.
• Its forecast blends price slope, signal bias, recent momentum, and an ATR-based uncertainty band.
• Risk features include risk-based sizing, daily trading limits, session filters, and end-of-session exits.
• The supplied description gives no performance results, and its forward projection is uncertain.

Tags

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