CPR Breakouts with EMA and RSI Filters and ATR Trailing Stops

Summary

This strategy combines daily Central Pivot Range levels with short- and long-period EMAs, RSI filters, and pivot breakouts. Its stated design uses EMA crossovers and price relative to CPR levels to assess direction, while RSI helps filter some entries. An ATR-based trailing exit adjusts its distance to market volatility. The listed settings include EMA periods, RSI thresholds, a breakout buffer, and an ATR multiplier.

The document supplies Binance BTC/USDT futures backtest settings for a short sample, but reports no returns, trade counts, or other measured results. The source entry conditions also include standalone RSI extremes and pivot breaks, so those signals can trigger trades without the described combination of confirmation filters. The source uses ATR for trailing exits, but the claimed dynamic exit on opposite signals is not explicitly implemented. Choppy-market false signals, premature stops during volatility, and parameter sensitivity are acknowledged limitations.

Key ideas

• Daily CPR levels provide reference points for price breakouts.
• EMA crossovers and RSI conditions contribute to long and short signals.
• ATR sets a volatility-sensitive trailing stop distance.
• Standalone RSI extremes and pivot breaks can trigger entries in the source logic.
• The backtest settings are given without performance results.

Tags

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