Smoothed Open-Price Crossovers with Optional Trend Filters and Stops

Summary

This crossover strategy compares a selected open-price series with its prior value. A cross above the prior series triggers a long entry; a cross below triggers a short entry. The series can use an alternate timeframe and one of several moving-average types, including exponential, double exponential, volume-weighted, and Hull averages. The published settings default to a 120-minute resolution, a 14-period double exponential average, and enabled trailing-stop inputs.

The document describes crossover signals, configurable smoothing, and optional stop controls, and lists a BTC/USDT futures backtest spanning October 2022 to October 2023. It provides no performance results. There is a discrepancy in the explanation: its title and overview refer to open-high crosses, but the supplied code compares the open series with its prior value; it does not use a high-price series. In addition, the trailing-stop exit calls are commented out in the source, so the published code does not activate those controls. Sparse signals, moving-average lag, timeframe handling, and tuning across instruments are cited as limitations.

Key ideas

• The coded entry signals compare a smoothed open-price series with its previous value.
• The strategy enters long on an upward cross and short on a downward cross.
• Users can select among multiple moving-average types, periods, and an alternate resolution.
• The overview describes optional trailing stops, but the stop-exit code is commented out in the supplied source.
• The document lists a one-year BTC/USDT futures test configuration without reporting results.

Tags

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