Fracture Threshold Strategy: EMA Trend Scoring and Volume Filters

Summary

The visible portion describes a multi-indicator strategy built around a stack of short- and long-period moving averages, including a very long EMA, plus RSI. It also defines a volume regime filter by comparing a short volume average with a longer one, smoothing their ratio, and requiring it to exceed a configurable minimum. The script header specifies percent-of-equity sizing, commission, slippage, and no pyramiding, while the inputs show configurable session windows and an EMA crossover entry option.

The provided text ends as the MasterTrend scoring section begins, before its scoring rules, entry and exit conditions, or strategy results appear. The title and visible inputs suggest a trend-filtered approach, but the missing logic prevents a full reconstruction or assessment of the strategy. No performance evidence is supplied, so the listed settings should not be treated as evidence of profitability.

Key ideas

• The visible indicators include a stack of EMAs and an SMA, together with RSI.
• A smoothed ratio of short-term to long-term average volume acts as an activity filter.
• The inputs allow session windows and EMA crossover entries to be configured.
• The document cuts off before the trend score, full trade logic, and performance evidence are shown.

Tags

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