Multi-Timeframe Swing-High Breakout Strategy with Moving-Average Exits

Summary

This long-only breakout framework uses a higher timeframe to filter for trend and a lower timeframe to time entry. It sets a breakout level from a recent swing high, enters when price crosses that level, and places an initial stop at the lowest low over a chosen lookback. A selectable higher-timeframe moving average provides a trailing exit when price falls below it. The strategy can also filter entries using the slowest moving average and an optional daily ATR-based measure intended to avoid extended setups.

The document describes adjustable lookbacks, moving-average choices, and ATR filtering, alongside published BTC/USDT futures backtest settings. It does not provide performance figures, and the included source is truncated, limiting verification of the full implementation. The text notes whipsaw and transaction-cost risks near moving averages, false breakouts, and sensitivity to ATR and lookback settings. Its trend-following logic may struggle in sideways markets; parameter selection and regime filters therefore require careful validation.

Key ideas

• A higher-timeframe moving average filters the broader trend while a swing high sets the lower-timeframe breakout level.
• The strategy enters long on a breakout and starts with a stop based on recent lows.
• A higher-timeframe moving average can trail the position and trigger an exit.
• Optional filters use a slow moving average and daily ATR to screen market conditions or extended setups.
• The source is incomplete and the published backtest settings include no performance results.

Tags

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