Trend Continuation and Breakout Signals with Regime and Risk Filters

Summary

TrendPulse is an equity-oriented strategy framework that combines moving-average direction, an EMA basis, VWAP context, and ATR channels. Its regime model uses a choppiness measure, normalized basis slope, persistence above or below the basis, and ATR expansion to distinguish trending, expanding, quiet, and noisy conditions. Configurable signal modes cover breakouts and pullback continuation, with optional pullback-hold and relative-volume filters. A quality score is used to screen candidate signals, while average dollar volume and a benchmark trend filter can constrain eligible trades.

The risk engine sizes positions from a stated equity risk percentage and stop distance, subject to a maximum allocation. It offers ATR-based stops, reward-to-risk targets, break-even movement, optional trailing stops, and a time-based exit. The source excerpt is incomplete, so the precise signal scoring and execution conditions cannot all be assessed from the supplied material. It includes backtest-window and cost settings but no reported results; the many thresholds and filters require careful validation for the intended market and timeframe.

Key ideas

• The regime model combines choppiness, basis slope, price persistence, and ATR expansion to characterize market conditions.
• Signals can use breakout or pullback continuation logic and may require a pullback hold or sufficient relative volume.
• Liquidity and benchmark filters can restrict trades to suitable equities and market conditions.
• Position risk is tied to equity and stop distance, with allocation limits and configurable exit management.
• The provided source is incomplete and reports no backtest performance, leaving signal details and effectiveness uncertain.

Tags

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