Multi-Moving-Average Alignment for Trend Entries and Risk Limits

Summary

This trend system combines four smoothed moving averages with different lengths and a longer EMA. Long entries require price above all the averages and the averages aligned from shortest to longest; short entries use the reverse alignment. The source also includes profit and loss limits, a risk percentage parameter, and a rule that closes positions outside a stated London trading window. Although the prose describes crossovers, the code’s entry conditions check the full price and average ordering rather than a single crossover event.

The document presents the system as intended for intraday EURUSD trading, while its published backtest settings instead specify BTC_USDT futures on a one-hour chart over roughly a month. It provides no performance statistics, so its claims of suitability and stability are not substantiated here. The source includes a calculated position size but submits a fixed quantity of one, and date and session filters are partly inactive or hard-coded. These inconsistencies, plus moving-average lag and leverage risk, limit what can be inferred from the strategy description.

Key ideas

• Long entries require price and four smoothed averages to be ordered above a longer EMA; shorts use the reverse ordering.
• The entry code tests average alignment rather than only a crossover event.
• The source includes profit and loss limits and a London-session close rule.
• The prose describes EURUSD intraday use, while the published backtest configuration specifies BTC_USDT futures.
• No performance results are provided, and some described controls are inactive or inconsistent with the code.

Tags

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