ATR Grid Entries Filtered by a Long-Term Trend Signal

Summary

This long-only strategy combines an EMA trend filter with a grid of limit buys spaced by ATR. When the trend condition is met, it places three entry orders below the current price, with exits one grid step above each entry and a shared stop at the fifth grid level. Once price reaches the first exit or falls to the stop, the grid can be reset for another attempt. The published settings specify a BTC-USDT futures backtest over about a year, but provide no outcome statistics or trade record.

The narrative says the trend test compares EMA 12 with EMA 144, while the source uses EMA 12 against EMA 169. It also describes a fifth-level stop and upward grid tracking; in the code, reaching the first exit clears the active-grid flag so the levels can be recalculated. Grid exposure can accumulate if several orders fill, and a trend filter cannot prevent losses in a reversal or choppy market. The document offers possible parameter and exit refinements but no evidence that they improve results.

Key ideas

• The strategy only seeks long entries when its EMA trend filter signals an uptrend.
• It spaces three limit entries below price using a configurable ATR multiple.
• Each entry has a take-profit one grid step above its fill, with a shared deeper stop.
• The prose cites EMA 144, while the source compares EMA 12 with EMA 169.
• The specified BTC-USDT futures backtest has no reported performance evidence.

Tags

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