ATR-Filtered Baseline Crosses with an HMA Trend Filter

Summary

The document describes a baseline-cross strategy that combines an average-price reference, ATR-based distance checks, and an HMA trend filter. Its narrative says entries follow a cross only after price moves far enough from the baseline and the HMA agrees with the trade direction. It also describes configurable profit targets and stop levels based on volatility bands.

There are material inconsistencies between that description and the supplied strategy source: the narrative cites a 37-period baseline and 11-period HMA, while the source defaults to 20 and 50. The narrative says confirmation requires a 2-ATR move, but the source's entry qualifier uses a fraction of ATR; the source also applies a separate prior-low check. The published backtest settings identify BTC-USDT futures over a date range, but provide no performance results. The document itself flags missed entries, lagging filters, and sensitivity to parameter choices, so its claimed benefits require independent testing.

Key ideas

• The strategy combines a baseline cross with ATR-distance and HMA-direction filters.
• The source defaults differ from the periods and ATR confirmation described in the narrative.
• Profit targets can be configured in multiple stages, while the described stops use volatility bands.
• The ATR and HMA filters may reject valid signals or respond poorly to short-term pullbacks.
• The published backtest settings provide no results to establish strategy performance.

Tags

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