EMA Trend Entries with Camarilla Levels and CPR Context

Summary

This strategy combines four exponential moving averages with daily Camarilla R3 and S3 levels and a Central Pivot Range (CPR). Its stated entries occur when price crosses the 200-period EMA while also being above the 20-period EMA for a long or below it for a short. The 20-, 50-, and 100-period averages are plotted as additional context, while the pivot levels are calculated from the previous day's high, low, and close.

Exits use either a fixed price move or a percentage move from the position's average entry price, and position quantity is calculated from a configurable share of initial capital. The description presents the pivot levels as market context, but the supplied entry conditions do not use them as filters. Although daily BTC/USDT futures backtest settings are listed for 2020–2025, no performance statistics are reported. The source and overview also differ on whether the strategy meaningfully uses all plotted indicators, so its behavior and costs require independent evaluation.

Key ideas

• Long and short entries require a price crossover of the 200-period EMA with confirmation relative to the 20-period EMA.
• The 50- and 100-period EMAs are plotted, while Camarilla R3/S3 and CPR levels are derived from prior daily prices.
• Positions are sized using a configurable percentage of initial capital.
• Exits can be set by a fixed price move or a percentage move from average entry.
• The document lists a BTC/USDT futures test interval but provides no reported performance metrics.

Tags

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