Multi-Indicator Trend Entries with ATR-Based Stops and Targets

Summary

This strategy combines Ichimoku levels, MACD, a stochastic oscillator, and a moving average to identify directional entries. A long signal requires the stochastic K line to cross above 20 while MACD is positive and price is above the moving average and both plotted Ichimoku spans. The short setup uses the opposite direction, including a K-line cross below 80. A selected position mode can allow longs, shorts, or both. After entry, stop-loss and take-profit prices are set at configurable multiples of ATR from the average entry price.

The document presents parameter examples and published BTC perpetual backtest settings on a four-hour chart, with a 15-minute base period, but gives no performance statistics. Although its description calls the method multi-timeframe, the supplied signal rules use the chart’s indicators and do not show a separate timeframe-combination rule. The code also sets its time condition to always true, despite exposing backtest date inputs. Trend filters may lag or conflict, ATR exits do not ensure fills at their stated levels, and no evidence establishes robustness across assets or market regimes.

Key ideas

• Long entries require a stochastic cross above 20, positive MACD, and price above a moving average and two Ichimoku spans.
• Short entries use a stochastic cross below 80 with negative MACD and price below those trend references.
• Stop and target levels are placed at configurable ATR multiples from the average entry price.
• The published settings specify a BTC perpetual backtest on a four-hour chart, but no results are provided.
• The code’s signals do not show a distinct multi-timeframe combination, despite that description.

Tags

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