Alligator and Fractal Entries with ATR-Like Trailing and Fixed Stops

Summary

This trading-system description combines Alligator indicator signals with fractal confirmation for entries. It includes a trailing exit and a fixed stop, while the tested configuration disables martingale sizing and permits only one open order. The author says features can be toggled, including entry and exit signals, trailing, and martingale, and mentions limiting maximum lot size as a way to constrain exposure.

A historical test is shown for USD/CHF on hourly bars, using data from 2008. The table reports positive net profit and a profit factor above one, alongside a maximum drawdown of 21.31% and 112 trades. The author describes the configuration as imperfect. These results come from a single historical test with stated modeling quality of 90%, and the document provides no out-of-sample, forward, or live results. Its brief explanation does not specify the indicator rules in enough detail to reproduce the strategy independently, and the optimization process may make the reported performance sensitive to parameter selection.

Key ideas

• Entries use Alligator signals with fractal confirmation.
• The shown setup uses trailing exits and a fixed stop, with martingale disabled.
• The historical example tests USD/CHF on hourly bars and reports 112 trades.
• The reported maximum drawdown is 21.31%, so positive net profit comes with substantial risk.
• A single optimized historical test does not establish robustness or live performance.

Tags

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