Configurable Fast and Slow Trend Indicator Crossovers

Summary

This strategy template compares a configurable fast trend series with a slower one. It can select among many smoothing and trend calculations, including common moving averages and adaptive variants, with separate lengths and a selectable price source. When the fast series is above the slow series, it holds a long position; when below, it closes that position. Short trading can be enabled separately, though the listed default setting disables it.

The document emphasizes flexibility but provides no comparison showing which indicator pairs work best. Its guidance notes that lag can delay entries, unsuitable parameter choices can fail, and crossings can generate whipsaws in ranging markets. A BTC/USDT futures backtest interval is listed, but no results are included. The implementation largely maintains positions based on the relative ordering of the lines rather than requiring a one-time crossover event, and offers no explicit stop-loss logic despite discussing risk control as a possible improvement.

Key ideas

• The template lets users choose fast and slow trend calculations, their lengths, and a price input.
• It opens long positions while the fast series is above the slow series and closes them when the relationship reverses.
• Short trades are optional and disabled in the supplied settings.
• Trend indicators can lag, and cross signals may be unreliable in sideways markets.
• The document gives backtest settings but no performance evidence or built-in explicit stop-loss rule.

Tags

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