Futures Strategy with Higher-Timeframe, Choppiness, and Cooldown Filters

Summary

The visible portion describes a configurable futures strategy built around an EMA trend measure, ADX strength filter, and volatility tools including Bollinger Bands, Keltner Channels, and Donchian levels. It also defines optional higher-timeframe confirmation and a choppiness filter to help screen entries. The excerpt ends while setting up higher-timeframe data, before showing the entry and exit rules, so the complete signal logic cannot be assessed.

Risk controls include selectable sizing by stop risk, leveraged notional, or fixed quantity; ATR-based stops and targets; partial profit levels; an optional break-even move; a runner trail; a maximum holding period; and a post-exit cooldown. The published strategy settings include commission and slippage assumptions, but the excerpt provides no performance results. Its many configurable parameters require careful testing, and the snippet alone does not establish robustness or suitability for any specific futures market.

Key ideas

• The strategy combines EMA direction and ADX strength with optional higher-timeframe confirmation.
• A choppiness filter is available to avoid trading during sideways conditions.
• Position sizing can use stop-based risk, leveraged notional, or a fixed quantity.
• ATR-based stops, staged targets, break-even adjustment, trailing exits, and a time exit provide trade management.
• The supplied excerpt omits the completed signal and order logic, so strategy performance cannot be evaluated from it.

Tags

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