Puria Moving-Average Strategy with MACD Confirmation and Shift Filter

Summary

This Expert Advisor adapts the Puria method by replacing fast and slow moving-average crossover entries with a requirement that both averages move in the same direction. It confirms signals using a MACD crossover of its zero level and a measure of moving-average slope, expressed through a minimum vertical separation between the fast and slow averages. The strategy can manage exits with either a conventional trailing stop or a fractal-based trailing method.

The listed controls include trade size or margin-based risk, stop loss and take profit, trailing settings, a cap on positions in one direction, and the moving-average separation threshold. The document says optimization used OHLC prices for 2010 and that testing used every-tick data from 2010 through 2017, but provides no performance statistics or market-specific detail. Those historical testing notes are insufficient to assess robustness, costs, or suitability for live trading.

Key ideas

• The strategy uses directional movement of fast and slow moving averages instead of their crossover as an entry condition.
• A MACD zero-level crossover and a minimum moving-average separation confirm signals.
• Exits can use a standard trailing stop or fractal-based trailing.
• The document reports a historical test period but supplies no performance metrics or robustness analysis.

Tags

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