Multi-Timeframe Trend Entries with Volume Filters and ATR Risk Sizing

Summary

This strategy combines EMA and ADX trend classification with RSI pullback conditions, a four-hour context check, and below-average volume as an entry filter. Long trades require price above the EMA with ADX above the stated trend threshold, a prior close below the four-hour EMA or VWAP, an RSI recovery, and subdued volume; short rules reverse these conditions. ATR sets stop distances, while VWAP-based targets and a Fibonacci extension are proposed. Position size is calculated from account equity and a fixed fraction of risk per trade.

The document includes code and published daily DOGE/USDT spot backtest dates, but it reports no performance metrics. The implementation has limitations: the four-hour volume series is calculated but unused, and two exit orders are issued per side with the same identifier. The narrative also mentions low-volatility screening, though the code’s volume rule alone does not establish volatility. Risks include overfitting, slippage, reversals, and extreme moves that can exceed planned stops.

Key ideas

• EMA and ADX define bullish, bearish, and range conditions, while RSI and four-hour references shape entries.
• Entries require volume below a moving average threshold, although the separate four-hour volume calculation is unused.
• ATR determines stop distance, and the described targets use VWAP offsets and a Fibonacci extension.
• Position sizing is based on account equity, a fixed risk fraction, and ATR-based stop distance.
• The published backtest settings contain no results, and the source has multiple exit orders sharing an identifier.

Tags

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