TRIX Zero-Cross Entries with Trend and Market-Condition Filters

Summary

This strategy combines a TRIX zero-line cross with filters intended to favor directional markets. It calculates TRIX from three successive exponential moving averages, then checks whether TRIX crosses zero with a minimum slope. Long and short signals can be enabled separately, and an optional EMA filter requires price to be on the corresponding side of a longer-term trend average. Choppiness and ADX thresholds provide additional entry conditions.

The visible settings also define ATR-based distances for profit targets and stop losses, plus an optional equity-risk sizing control. However, the supplied document cuts off before the order and exit logic, so it does not show how those settings are applied. It provides no backtest results or market-specific evidence. The default parameters are configuration choices rather than demonstrated optimal values, and the excerpt does not establish how the strategy performs after trading costs or across different assets and time frames.

Key ideas

• The strategy calculates TRIX as the one-period rate of change of a triple-smoothed price series.
• Long and short triggers occur when TRIX crosses zero, subject to a minimum slope setting.
• Choppiness and ADX thresholds are used to filter entry signals.
• An optional EMA filter aligns trades with the direction indicated by price relative to the EMA.
• The excerpt lists ATR-based exit distances and equity-risk sizing, but omits the code that applies them.

Tags

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