Multi-Indicator Breakout Strategy with Swing Stops and Risk-Based Sizing

Summary

This BTC/USDT futures strategy combines the Boom Hunter oscillator, Hull Suite moving averages, and a volatility oscillator to seek trend breakouts. Entries require the oscillator pair to cross, the Hull-based trend condition to agree with direction, and the price move to exceed a volatility threshold. The source code’s actual filters use the Hull midline and its direction relative to a second line, along with the open-to-close move compared with its rolling standard deviation.

Stops are placed using recent swing extremes and an ATR adjustment; profit targets are set at a multiple of the stop distance. Position size is calculated from account equity and the stop distance, subject to the stated risk setting. The document describes a short BTC/USDT futures backtest configuration and adjustable parameters, but gives no performance results. It also notes that compressed indicators can distort signals, moving averages lag, and volatility contraction may impair the approach. The multi-timeframe framing is not fully demonstrated by the listed entry rules, so readers should check the source logic before drawing conclusions about timeframe confirmation.

Key ideas

• Entries combine Boom Hunter crossovers, Hull trend conditions, and a volatility threshold.
• The source measures volatility using the rolling standard deviation of the bar’s open-to-close change.
• Stop levels use recent swing extremes adjusted by ATR, with targets based on a profit multiple.
• Position size is tied to account equity and stop distance.
• The document provides configuration details but no reported backtest performance.

Tags

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