Moving-Average Breakout Strategy with MTF Filters and Risk Controls

Summary

This strategy combines a selected moving average with a multi-timeframe trend filter, relative volume, volatility checks, and a pullback-based breakout setup. It supports EMA, SMA, or HMA calculations and evaluates a 15-minute EMA and its slope to qualify directional trades. Adaptive filtering can be enabled based on ATR as a percentage of price, while other options constrain relative volume and distance from the higher-timeframe average. The code includes configurable stop and target logic, risk-based quantity calculations, leverage assumptions, and chart annotations for entries and exits.

The document is a large Pine script with some sections omitted, so the full setup and exit rules cannot be reconstructed from the supplied excerpt. It includes a rolling win/loss display but offers no independently verifiable performance evidence, market sample, or out-of-sample results. Thresholds, leverage, sizing assumptions, timeframe behavior, and execution costs would need careful validation for the intended instrument and venue.

Key ideas

• The strategy uses a moving-average and higher-timeframe EMA slope to define directional conditions.
• It combines adaptive ATR filters with relative volume and distance-from-average checks.
• Its setup logic tracks swings and pullbacks before triggering long or short trades.
• Stops, targets, and position quantities are linked to risk inputs and leverage assumptions.
• The excerpt omits code sections and provides no verifiable backtest evidence.

Tags

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