Trix Trend Following with Moving Average and Midline Filters

Summary

This strategy combines two TRIX momentum series with price moving averages and a TRIX midline to define trend-following entries and exits. The faster price average is compared with a slower one to establish direction, while the TRIX series and its simple moving average provide additional filtering. In an upward regime, a crossover of the faster TRIX above the slower TRIX triggers a long entry when TRIX is below its midline; the position exits when TRIX crosses back through that midline. The short setup mirrors these conditions for a downward regime.

The document gives indicator settings and a sample BTC/USDT futures configuration using hourly bars with fifteen-minute base data over roughly one month. It offers no reported performance statistics, so its claims about suitability for longer-term trends are not demonstrated by the supplied evidence. The stated limitations include lagging or false signals in volatile or sideways conditions, sensitivity to parameters, fees, and no explicit stop-loss rule. Suggested refinements include testing settings, adding risk controls, and using other filters, but these are proposals rather than validated results.

Key ideas

• The strategy uses price moving average alignment to set the broad long or short regime.
• A faster TRIX crossing a slower TRIX triggers entry when the main TRIX meets the midline condition.
• A crossing of TRIX back through its midline is used to close the position.
• The sample configuration describes hourly BTC/USDT futures data but reports no measured results.
• The strategy has no stated stop loss and may lag or misfire in choppy markets.

Tags

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