EMA Trend Filter with ATR Trailing Stops for Bitcoin

Summary

This Bitcoin strategy combines a long-term exponential moving average (EMA) trend filter with a shorter EMA entry trigger. It enters long when price is above the trend EMA and crosses above the entry EMA; it enters short when price is below the trend EMA and crosses below the entry EMA. The script sets the trend and entry EMA lengths to 200 and 20, respectively.

Exits use ATR-based trailing parameters, with an ATR length of 14, a multiplier of 2, and an offset of one ATR. The source also calculates stop prices from the current close, though the exit calls specify trailing-stop settings. The document presents code and a chart-page description but no strategy report values, trade analysis, or benchmark comparison. Its claim of high accuracy is not substantiated by results here, so performance, execution assumptions, and suitability across market conditions remain unestablished.

Key ideas

• Price relative to the long-term EMA determines whether the strategy considers long or short entries.
• A crossover of the shorter EMA by price triggers an entry in the direction of the trend filter.
• The example uses EMA lengths of 200 and 20 and an ATR length of 14.
• ATR-based trailing exits are configured with a multiplier of 2 and an offset of one ATR.
• The document provides no performance statistics to establish the strategy's accuracy or robustness.

Tags

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