SMA and Parabolic SAR Signals with a Five-Minute Exit

Summary

The described method combines a moving-average trend filter with Parabolic SAR positioning. It proposes long entries when price is above the trend measure and SAR lies below price, and short entries under the opposite conditions, with positions closed after five minutes. The document presents the moving average as a broad trend guide and PSAR as a more responsive entry signal, and suggests tuning both indicators or adding a stop loss.

The published test configuration covers one week of BTC/USDT futures on one-minute bars, but gives no performance statistics. There is a significant discrepancy between the narrative and source: the prose says a 100-period SMA and an upward cross defines an uptrend, while the code calculates a 1,000-period average and labels price below it as the uptrend. The timed exits also cannot establish controlled losses by themselves. These inconsistencies, the short test window, and the absence of reported results limit what can be inferred about the strategy.

Key ideas

• The approach pairs an SMA-based trend condition with PSAR position for entry signals.
• Positions are intended to close after five minutes.
• The backtest settings describe one week of BTC/USDT futures data at one-minute resolution.
• The written moving-average rules conflict with the period and trend condition in the source.
• No performance results are provided, and timed exits do not guarantee capped losses.

Tags

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