Triple Dragon Strategy with EPVT, Donchian Channels, and Parabolic SAR

Summary

The Triple Dragon System combines an extended price volume trend measure, Donchian Channels, and Parabolic SAR to frame trend direction and trade timing. Its stated trend filter looks for the volume trend measure above its baseline while price is above the Donchian upper boundary for bullish conditions, with the inverse combination for bearish conditions. Parabolic SAR crossings are described as entry and exit cues, and the article also mentions confirmation across timeframes and multiple profit targets.

The published parameter list includes 200 period trend and channel settings, Parabolic SAR controls, and profit targets at 5%, 10%, and 15%. However, the accompanying code's entry and exit logic is based largely on price crossings of levels derived from SAR and volume trend values, while the prose describes Donchian and timeframe filters that are not clearly implemented there. The document provides a BTC/USDT futures test configuration for about a month but no reported results. It acknowledges risks from false breaks, sideways markets, and parameter choices; the strategy's claimed accuracy and risk control are therefore unsubstantiated.

Key ideas

• The stated system combines extended price volume trend, Donchian Channels, and Parabolic SAR for trend and timing information.
• The described directional filter requires volume trend and price position to align with bullish or bearish conditions.
• The parameter list includes 200 period trend and channel settings and profit targets at 5%, 10%, and 15%.
• The prose and code do not fully align: the implementation does not clearly apply the described Donchian or multi timeframe confirmations.
• A one month BTC/USDT futures test configuration is provided without performance results, leaving effectiveness unverified.

Tags

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