EMA and WMA Crossovers with Staged ATR Exits

Summary

This trend-following system enters long when a 10-period exponential moving average crosses above a 20-period weighted moving average, and short when it crosses below. The source takes trades only while flat and allows users to enable either direction. The overview describes an initial stop one ATR from entry, a first target one ATR away that closes half the position, and a second target two ATRs away for the remainder, with a trailing stop intended to activate after the first target.

The document gives rules and configurable dates, but no results or performance statistics. Its published BTC/USDT futures test spans about a month, which is too limited to establish robustness. The prose warns that moving-average signals lag and can whipsaw, and that stop distance requires calibration. The source’s actual exit calculations use a pip input rather than an ATR calculation, so the described ATR method and implementation are not fully aligned. Parameter and exit behavior should be checked before drawing conclusions.

Key ideas

• A fast EMA crossing a slower WMA sets the long or short direction.
• The overview describes taking partial profit at a first target and managing the remainder with a second target or trail.
• The implementation uses a configurable pip distance for its exits, rather than the ATR distances described in the prose.
• Moving-average lag and crossover whipsaws are key risks.
• The short published test provides no evidence of performance across regimes.

Tags

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