ATR-Adjusted Averaging with Moving-Average Signals and Risk Controls
Summary
This document outlines a cryptocurrency strategy that adds to losing positions using a multiplier, with ATR-based spacing intended to adapt entries to market volatility. It also describes weighted moving averages for trend assessment, optional exits when short- and long-term averages reverse, a maximum number of additions, and account-level stop loss. The text discusses configurable initial order value, leverage, ATR settings, and fee-rate handling. Its conceptual description emphasizes averaging down and adjusting the spacing between trades as volatility changes.
The evidence is limited. The document refers to backtest records and live-trading displays, but provides no interpretable performance figures in the text; it also reports a user complaint that gains did not cover fees, prompting a fee-rate parameter. The source code shown is only a launcher and does not expose the strategy implementation, so the detailed trading rules and claimed controls cannot be independently assessed. Averaging down can increase exposure as losses grow, and the document itself warns that continued adverse moves can make the required investment escalate.
Key ideas
- The described system adds to positions after losses, using a multiplier and a limit on the number of additions.
- ATR is proposed to adjust the spacing between trades as volatility changes.
- Weighted moving averages provide trend signals, with reversal-based exits and account-level stop loss described.
- The text says fees affected realized gains and that a fee-rate parameter was added.
- Backtest and live displays are mentioned, but no results are stated and the source does not reveal the implementation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.