T3, Inverse Fisher RSI, and ATR Trend-Following Filters

Summary

This strategy combines a T3 Tilson moving average for trend direction, an Inverse Fisher Transform of RSI for momentum, and ATR as a volatility gate. It enters long when the T3 rises and transformed RSI is positive, or short when the T3 falls and transformed RSI is negative; either trade also requires ATR to exceed a minimum threshold. The source uses fixed one-unit entries and includes configurable indicator inputs.

The document describes the indicators and their intended roles, but supplies no performance results for the published Binance BNB_USDT futures backtest. It cites code comments claiming a profit factor above three on index futures and a win rate around 32% on XAUUSD; these are not supported with detailed test data in the document and refer to different markets. It also warns that results may depend on parameter choices, reversals can catch the lagging trend measure, and the code lacks explicit stop-loss and take-profit orders. The suggested improvements include volatility-based exits, variable sizing, and confirmation across timeframes.

Key ideas

• The T3 Tilson curve provides the strategy’s trend direction signal.
• The Inverse Fisher Transform of RSI supplies a positive or negative momentum filter.
• Entries require ATR to exceed a set threshold, screening out lower-volatility conditions.
• The source uses fixed-size entries and does not define explicit stop-loss or take-profit orders.
• The cited performance claims lack supporting detail for the published backtest.

Tags

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