Long-Only Pivot Reversal Entries Filtered by a Least-Squares Moving Average

Summary

This strategy seeks long entries after a confirmed pivot high. It stores the latest pivot level, arms an entry condition when a pivot is detected within a user-selected date range, then submits a stop entry just above that level when the close is above a least-squares moving average. A later confirmed pivot low triggers closure of the long position. The code also offers controls for leverage, risk allocation, and the backtest dates.

The accompanying description presents the approach as a pivot reversal method filtered by the moving average and says its defaults target BTC/USDT on a two-hour chart with a stated commission assumption. It gives no performance statistics, so those defaults are not evidence of profitability. Pivot confirmation uses bars to the right of the candidate pivot, which can delay signals, and the strategy's behavior depends on its chosen parameters, market, costs, and test period.

Key ideas

• A confirmed pivot high arms a potential long entry above the pivot level.
• The entry is filtered by the close being above a least-squares moving average.
• A confirmed pivot low is used to close the long position.
• Date, leverage, and risk inputs shape the backtest and position sizing.
• The document supplies default market settings but no results that establish performance.

Tags

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