Trend Pulse Breakouts with OBV and Regime Filters
Summary
The visible portion of this strategy describes a trend-pulse channel built from a smoothed price source and filtered true range. The channel uses a configurable filter period, pole count, and range multiplier; an optional zero-lag pre-transform is applied to both price and true range. These settings are intended to shape trend bands and breakout timing, though the supplied text ends before the full signal and order logic appears.
Two optional confirmation filters are described: long entries can require On-Balance Volume above its own EMA, and can require the close above a regime EMA. The script header also specifies strategy and execution settings, including commission, slippage, and position sizing. Because the document is truncated before the remaining rules and provides no backtest report or results, readers cannot reconstruct the complete strategy or evaluate its performance from this excerpt. The parameter explanations describe intended behavior rather than empirical proof.
Key ideas
- A filtered price and true-range channel forms the trend-pulse breakout framework.
- An optional zero-lag transform is applied before filtering to price and true range.
- OBV above its EMA can confirm long entries with volume information.
- A regime EMA can restrict long entries to periods when price is above the average.
- The excerpt ends before the complete trading rules and contains no performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.