Combining T3, Fibonacci T3, and MavilimW Moving Averages

Summary

This trend-following strategy combines T3, a Fibonacci-parameterized T3 variant, and the MavilimW weighted moving average. Depending on which components are enabled, entries and exits use price crossings, crosses between the two T3 lines, or agreement among price and several averages. Some entry rules also require price to remain on one side of an average for a specified number of bars, while a percentage stop is applied to long and short positions. The parameters allow individual systems or combinations to be selected.

The document provides implementation details, default settings, and a roughly one-year BTC/USDT futures backtest configuration, but no performance metrics. It notes that moving averages can produce false signals and lag reversals, frequent position changes may add costs, and extensive parameter tuning risks overfitting. The source’s many conditional combinations make the exact behavior dependent on enabled settings, so results would need to be assessed for the chosen configuration and instrument.

Key ideas

• The system combines T3, Fibonacci T3, and MavilimW averages as configurable trend signals.
• Entry and exit rules vary according to which average systems are enabled.
• The source applies a percentage stop to both long and short positions.
• The published BTC/USDT futures setup provides no reported performance results.
• Lag, false signals, trading costs, and overfitting are identified as limitations.

Tags

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