BTCUSDT Breakout Retests with Momentum Filters and Fixed Risk Targets

Summary

This BTCUSDT four-hour strategy combines support and resistance levels with RSI, MACD, and moving-average filters. It defines long setups for bullish retests of a breakout zone and closes above resistance, plus a short setup when price closes below a structural support level. Before a specified date, the script can substitute swing-based levels for the manually entered levels, allowing historical signal generation across earlier bars.

Entries require additional checks, including a recent move from above the retest zone, a floor that has not been breached, momentum thresholds, limits on distance from the fast moving average and trigger level, and an optional long-term trend filter. Position exits use percentage-based stop-loss and take-profit distances, while a cooldown and one-position-at-a-time rule constrain entries. The document provides implementation details but no performance results; its displayed code is also incomplete, so the full order and risk logic cannot be assessed from this excerpt. The manual levels are specific to the described market structure and date, and should not be treated as validated or universally applicable.

Key ideas

• The strategy uses separate rules for bullish retests, resistance breakouts, and support breakdowns.
• RSI and MACD conditions filter signals, while moving averages provide extension checks and optional trend alignment.
• Historical bars can use pivot-based automatic levels before the manually specified level date.
• Stops and targets are set as percentages of entry price, with a cooldown between trades.
• The excerpt contains no performance evidence and omits part of the source code.

Tags

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