ATR Channels and T3 Moving Average for Trend Following
Summary
This strategy combines ATR-based trend channels with a T3 moving average to identify entries and exits. Long entries require price to be above both ATR trend lines and the T3 line; in two-sided mode, short entries require price to be below all three. A percentage band around T3 provides exits: price moving below the lower band closes longs, while price rising above the upper band closes shorts. Trading can be long-only or long and short.
The document describes adjustable indicator settings and lists Binance BTC/USDT futures backtest dates and intervals, but reports no performance results. It warns that indicator disagreement can create false trades, fixed parameters may not suit different assets, and infrequent trading may miss opportunities. It also notes slippage risks from large positions and suggests asset-specific tuning, position sizing, additional filters, and dynamic trailing exits. These are proposed improvements, not evidence that the strategy is profitable or robust.
Key ideas
- ATR channel direction and T3 position jointly define trend entries.
- A percentage band around T3 determines exits from open positions.
- The strategy offers long-only and long-short modes.
- Asset-specific volatility, indicator disagreement, and slippage may undermine performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.