ATR-Adjusted Breakouts with Trend, Session, and Risk Filters

Summary

This strategy describes breakout entries filtered by trend direction, trading hours, and a cooldown period. Long signals occur when price crosses above a moving average of highs adjusted upward by ATR, with price above EMA50 and EMA50 above EMA200. Short signals use the corresponding low-side breakout and bearish EMA alignment. Trading is limited to 2 a.m. through 2 p.m. New York time, and entries must be separated by more than 15 bars. The stated risk rules combine fixed stop and target distances with an ATR buffer and a break-even adjustment.

The document reports a win rate above 74% and a profit factor of 2.4 on a 15-minute timeframe, but gives no supporting trade list or broader validation. The included code’s published backtest settings instead specify ETH/USDT on a one-hour timeframe. It also uses the computer’s symbol minimum tick to translate point distances, which may make the fixed stop and target behave differently across instruments. The text itself acknowledges risks from gaps, lagging trend filters, parameter sensitivity, and fixed profit targets. The reported figures should be treated cautiously given the timeframe discrepancy and limited evidence.

Key ideas

• Long and short breakouts are filtered by EMA50 and EMA200 trend alignment.
• ATR adjusts the breakout threshold and adds a buffer to fixed stop distances.
• Trading is limited to a specified New York session and separated by a 15-bar cooldown.
• The written description reports a win rate above 74% and a profit factor of 2.4, without detailed supporting evidence.
• The stated 15-minute results conflict with the one-hour ETH/USDT backtest settings.

Tags

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