Hilo Activator and MACD Entries with ATR-Based Targets
Summary
This strategy pairs the Hilo Activator, used as a trend filter, with MACD crossovers for entry timing. It opens a long position when MACD crosses above its signal line while Hilo indicates an uptrend, and a short position when both signals point down. ATR sets volatility-scaled distances from entry: one ATR for the stop and two ATR for the profit target. The document describes the rules and parameters but supplies no trade results or evidence that the stated risk-reward structure produces profitable outcomes.
The method can generate false signals in sideways markets, and the trend filter may react slowly to reversals. The source settings specify a BTC/USDT futures test over May 2024, using hourly bars with 15-minute base data. The written explanation presents the exits as dynamic stop-loss and take-profit levels; the source encodes them as stop and limit values on entry orders, so actual platform order semantics matter when reproducing or evaluating the strategy.
Key ideas
- Hilo trend direction filters MACD signal-line crossovers for long and short entries.
- ATR-based distances are set at one ATR for the stop and two ATR for the target.
- Sideways markets may produce repeated MACD signals and false entries.
- The source specifies a short BTC/USDT futures backtest but reports no performance statistics.
- Order behavior should be verified because exits are expressed through entry-order parameters.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.