CMF, DPO, and Coppock Trend Strategy with ATR-Based Risk Controls

Summary

This multi-market trend strategy combines Chaikin Money Flow, the Detrended Price Oscillator, and the Coppock Curve. Long entries require positive readings from all three indicators and a Coppock cross above zero; short entries use the corresponding negative conditions and a cross below zero. The strategy also varies a volatility factor and leverage setting according to a selected market category.

ATR determines stop and target distances, while position size is calculated from account equity, a risk setting, volatility adjustment, and leverage. The source includes limits on position size and open trades, though these settings and the sizing calculation should be assessed together rather than treated as proof of bounded loss. The document lists a BTC/USDT futures daily backtest configuration spanning several years, but reports no results and does not substantiate the stated cross-market adaptability with separate market tests. It identifies indicator lag, overfitting, regime changes, tight stops, and trading costs as limitations.

Key ideas

• Long entries require positive CMF and DPO readings and a Coppock cross above zero.
• Short entries use negative CMF and DPO readings with a Coppock cross below zero.
• ATR sets stop and target distances, and volatility and leverage settings vary by market category.
• Position sizing and open-trade limits are configurable, but the method’s risk behavior needs evaluation.
• The document gives a BTC/USDT futures test configuration without performance results.

Tags

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