SMEMA Crossover Trend Strategy with Optional Filters and ATR Exits

Summary

The document outlines a trend strategy built around fast and slow smoothed exponential moving averages, with a baseline average available as an additional direction filter. It also defines optional ADX, RSI and ATR-to-average-ATR filters. The filters are disabled by default, reflecting an emphasis on generating more trades across timeframes rather than requiring confirmation from each indicator.

Trade management includes an ATR-scaled stop, two profit targets, an optional ATR trailing stop and a maximum holding period. Long and short trading can be enabled separately, and an optional date range can restrict activity. The supplied excerpt ends during the visual settings and does not show the complete signal, order or exit implementation. It gives no backtest configuration or performance evidence, so the parameter list describes an intended framework rather than demonstrated results. The short default average lengths and brief trade-duration cap may increase turnover, making costs and slippage relevant to evaluation.

Key ideas

• The strategy uses fast and slow SMEMA averages to generate trend signals, with a baseline filter as an option.
• ADX, RSI and relative ATR filters are configurable but disabled by default.
• Stops, targets and trailing exits scale with ATR, and trades have a maximum duration.
• Long and short permissions and date filtering can be configured independently.
• The provided excerpt lacks complete signal logic and performance evidence, so results cannot be assessed.

Tags

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