Regime-Based Trend Execution with Momentum, Pressure, and ATR Exits

Summary

This Pine Script excerpt describes a regime-based trading strategy with separate groups of settings for market regime, trend, momentum, pressure, risk, and chart display. Its inputs indicate that the regime engine uses ATR, ADX, a choppiness measure, and a compression lookback. Trend filters include fast, intermediate, and structural lengths, slope and pivot settings, and optional weekly VWAP alignment. Momentum settings define a smoothed ribbon and a spread threshold, while pressure settings include a normalization length and risk ceiling.

Risk controls are parameterized with ATR-based stop and target distances, a trailing-stop trigger expressed in risk units, a trailing ATR distance, cooldown bars, and an option to exit when directional bias fails. The excerpt ends during configuration and does not show the calculations that combine these inputs, the entry rules, or the complete execution logic. It supplies no instrument, backtest interval, performance results, or evidence that the proposed settings work. The code therefore communicates the intended framework but is insufficient to assess its signals or trading behavior.

Key ideas

• The strategy separates regime detection, trend filters, momentum, pressure, and risk settings.
• Its regime inputs combine ATR, ADX, choppiness, and a price-compression measure.
• Trend context can include multiple lengths, slope, pivots, and optional weekly VWAP alignment.
• Risk settings define ATR-based stops and targets, trailing behavior, cooldowns, and bias-failure exits.
• The excerpt omits signal calculations and results, so the full strategy cannot be evaluated from this text alone.

Tags

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