Automated Dual SMA Crossovers with Fixed and Trailing Exits

Summary

This automated system uses a fast and slow simple moving average crossover to choose direction: an upward cross enters long, and a downward cross enters short. Its stated defaults use 14- and 28-period averages, with fixed take-profit and stop-loss distances, an optional trailing stop, and a trade size set as a percentage of account equity. The document presents TradingView and ActivTrades integration as its execution context and gives a SOL-USDT futures backtest configuration spanning one year.

No backtest results are reported, so the configuration is not evidence of profitability. The document notes that crossovers can whipsaw in sideways markets, fixed distances may not fit changing volatility, and parameters and execution slippage can affect outcomes. It proposes trend, volume, and time filters, volatility-based stops, and higher-timeframe confirmation. The provided code also calculates exit levels from the current close on each bar and uses the instrument’s minimum tick as its pip unit; these implementation choices warrant review because they may differ from the described fixed-distance exits and pip assumptions.

Key ideas

• The system enters long or short when a 14-period SMA crosses a 28-period SMA, using the stated defaults.
• It describes fixed take-profit and stop-loss distances, an optional trailing stop, and position sizing at 10% of account equity.
• The published test configuration uses SOL-USDT futures on a two-hour timeframe, but gives no performance results.
• Sideways markets may cause repeated false signals, while fixed exits and parameter choices may not suit every volatility regime.
• The code’s moving exit reference and minimum-tick pip conversion should be reviewed against the intended risk settings.

Tags

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