Moving-Average Crossovers with Momentum and Volatility Filters
Summary
This strategy generates directional signals when a configurable short moving average crosses a longer one. It supports simple, exponential, and smoothed moving averages. The crossover is filtered by several conditions: Bollinger Band width relative to ATR, price relative to the band midpoint, RSI, MACD, Stochastic, ADX, and an optional higher-timeframe moving-average trend check. The script also calculates ATR-based stop distance and includes extensive controls for displaying support and resistance pivot levels.
The source describes indicator logic and configurable display features but provides no backtest results, trade examples, or evidence that the combined filters improve performance. Many signal filters are fixed in the shown settings, which limits tuning compared with the user-selectable moving-average and trend options. The code also defines risk-reward and stop-related values, but the supplied excerpt does not establish realized risk or profitability. Results would need to be evaluated across instruments and timeframes with realistic trading costs and careful attention to how the pivot and higher-timeframe data are calculated.
Key ideas
- Signals originate from a crossover between configurable short and long moving averages.
- Volatility, price location, momentum, and trend-strength indicators filter crossover signals.
- An optional higher-timeframe moving-average condition can restrict trades to the broader trend direction.
- ATR is used to derive a stop distance, and the script includes support and resistance pivot displays.
- The document supplies no performance evidence for the combined rules.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.