Dual SMA Slope Trend Signals for VN30 Futures
Summary
This Pine Script strategy is presented for VN30 futures and uses the slopes of a fast and slow simple moving average to identify direction. The default periods are 20 and 200 bars: when both averages rise, the described logic points toward buying; when both fall, it points toward selling. Users can choose long, short, or both directions and optionally enable a separate SMA slope filter.
The visible inputs include a stop distance, an optional profit target, and an enabled-by-default trading-hours filter, with default hours from 9:00 to 14:30. The excerpt ends as the signal logic begins, so it does not show the complete entry and exit rules or their execution. It provides no backtest results or evidence that the strategy is profitable; the settings are parameters, not validated performance claims.
Key ideas
- The strategy uses the direction of both fast and slow simple moving averages to define trend signals.
- The default moving-average periods are 20 and 200 bars.
- An optional SMA slope filter can be enabled, and trades can be restricted by direction and time of day.
- Stop-loss and optional take-profit distances are configurable, but the excerpt does not show the full execution logic or performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.