Noro Shifted Moving Average Trend Entries with Percentage Exits
Summary
This long-only trend strategy calculates a three-period simple moving average of the OHLC4 price and places a buy limit relative to that average using a configurable percentage. Its exits are based on the position’s average entry price: a percentage profit target and a percentage stop. The published example uses BTC/USDT futures and specifies a one-hour chart with a fifteen-minute base period over roughly one month; no performance results are supplied.
The note presents automatic trend participation and adjustable entry and exit distances as advantages. It also warns that stop orders may fill well beyond the intended level during a fast decline, while poorly chosen percentages can create excessive turnover and fees. Suggested changes include scaling position entries or exits, adding a trend filter, and tuning parameters. The description calls the entry line a shifted average, but the supplied rules and code describe a buy limit at the moving average plus a percentage, so the precise order behavior should be checked before implementation.
Key ideas
- The strategy calculates a three-period simple moving average from OHLC4 prices.
- A configurable percentage offsets the moving average to set the long entry limit.
- Profit taking and stopping are set as percentages of the average position price.
- Stop orders may experience severe slippage during fast price moves.
- Frequent signals from unsuitable parameters can raise trading costs.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.