Dual SSL Trend Confirmation with a TDFI Filter and ATR Exits

Summary

This trend-following system uses two SSL channel confirmations with different lengths. A faster channel cross initiates a possible trade, while the slower channel must confirm the same direction within a short window. A TDFI reading above or below configurable thresholds acts as an additional entry filter. Positions close when either confirmation channel reverses; the described implementation also uses ATR-based stop and profit levels.

The document presents a BTC/USDT futures backtest configuration spanning about a year, but gives no performance statistics. It identifies delayed reversal recognition and false signals in non-trending markets as limitations, and notes that volume filtering cannot remove every misleading signal. Although TDFI is described as a volume validation measure, the provided calculation is based on smoothed price changes rather than a direct volume series. Results would depend on parameter choices, execution assumptions, and instrument conditions, so the stated logic should be tested independently before drawing conclusions.

Key ideas

• A fast SSL crossover starts a trade setup, subject to slower SSL direction confirmation.
• The slower confirmation and TDFI filter must align near the entry signal.
• Reversals in either SSL confirmation can trigger position exits.
• ATR-based stop and profit distances are included in the described implementation.
• The document offers no performance results and its TDFI calculation does not directly use volume.

Tags

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