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Dual T3 and TOTT Trend Strategy with Williams %R Confirmation

Article Strategy library · Author: ChaoZhang

Summary

This system combines a smoothed Tillson T3 moving average, a Twin Optimized Trend Tracker (TOTT), and Williams %R. Its described long condition is T3 above the upper TOTT band with Williams %R above -20; the exit condition is a separate sell-side T3 below the lower TOTT band with Williams %R above -70. Buy-side and sell-side parameters can be adjusted independently.

The supplied source opens long positions and closes them when the sell condition occurs; it does not implement short entries, stop losses, or take profits. Published settings show a daily BTC/USDT futures test spanning several years, but the document provides no outcome metrics. The write-up warns that smoothing can delay reversals, ranging markets may generate excess signals, and results may depend heavily on parameter choices. Its claims of strong trend-market performance are not substantiated with reported evidence.

Key ideas

  • T3 and TOTT bands define trend conditions, while Williams %R acts as a signal filter.
  • The source enters long trades and closes them on a separately parameterized sell signal.
  • Buy and sell settings can be adjusted independently.
  • The published test configuration includes BTC/USDT futures on daily bars, but no performance statistics.
  • Smoothing lag, range-bound conditions, and parameter sensitivity are stated risks.

Tags

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