Three-SMA Crossover Strategy with Trend, Time, and Risk Filters

Summary

This script describes a moving-average crossover approach for VN30 futures. It uses a fast and a slow simple moving average to generate bullish and bearish crossover signals, with entries intended for the next bar after the signal bar closes. An optional long-period SMA filter uses the direction of that average to permit longs in rising conditions and shorts in falling conditions. The inputs also provide trade direction selection, a time window, a stop distance, and an optional profit target.

The visible portion specifies defaults of 7 and 50 periods for the crossover averages and 200 periods for the trend filter, alongside configurable point-based stop and target settings. The excerpt ends during the filter logic, so it does not expose the complete implementation or any backtest results. It therefore offers rules and configuration choices, but no evidence that the setup is profitable. Crossover systems can also be sensitive to choppy conditions, and the document provides no quantified assessment of that risk.

Key ideas

• A fast and slow SMA crossover supplies the strategy’s directional signals.
• The trend filter checks whether the longer SMA is rising or falling before allowing entries.
• The script offers controls for direction, trading hours, stop distance, and an optional profit target.
• Signals are described as confirmed at a bar close and acted on at the following bar’s open.
• The excerpt is incomplete and contains no reported performance results.

Tags

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