Multi-Indicator Futures Entries with ATR Stops and Partial Exits
Summary
This futures strategy waits for confluence among fair value gaps, order blocks, liquidity sweeps, and breaks of structure. It also checks 15-minute and 60-minute EMA direction, requiring at least two basic conditions plus a structure break aligned with the higher-timeframe trend before entering. In debug mode, the minimum basic-condition count is reduced to one.
Risk controls include an ATR stop typically set at 1.5 times ATR, taking half the position off at 1R, and moving the remainder’s stop to breakeven. A time exit closes trades that fail to move favorably within the configured period. Account-level profit and trailing thresholds can also close all positions. The document describes the design and lists possible failure modes, but supplies no performance results. It flags overfitting, poor behavior in ranging markets, slippage, technical outages, complexity, and reduced liquidity around major news. Its proposed improvements include market-state filters, dynamic targets and sizing, and further validation.
Key ideas
- Entries require multiple technical conditions and a structure break aligned with higher-timeframe EMA direction.
- ATR sets a volatility-sensitive stop, while a partial exit at 1R moves the remaining stop to breakeven.
- A time-based exit and account-level profit controls provide additional exit rules.
- The document reports no measured performance and identifies overfitting, ranging markets, slippage, and liquidity as risks.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.