WMA Trend and Break-Retest Strategy with Modular Risk Exits
Summary
The Sovereign Horizon Matrix strategy centers on a fast weighted moving average and a much slower macro baseline, with price envelopes around both. It includes optional break-and-retest engines for the fast and macro averages, configurable entry modes, and filters such as a macro trend gate and RSI thresholds that can be locked to another timeframe. The code also includes a Supertrend-style calculation based on the fast average and ATR, plus optional candle-close and wick-cross triggers.
Risk handling is configurable through an initial stop anchored to either the trigger candle or execution price, followed by a choice of exit modules: staged profit targets with a breakeven adjustment, a WMA ribbon trail, or a candle-close percentage trail. The document is a large configurable strategy script, with many defaults and experimental toggles. It provides no reported performance or validation results, so its complexity and selectable settings should not be mistaken for evidence of an edge; behavior will depend on configuration, market, and execution assumptions.
Key ideas
- The core framework compares fast and macro weighted moving averages with configurable price envelopes.
- Optional break-and-retest engines can generate entries around either moving average.
- Macro direction and timeframe-locked RSI can filter long and short signals.
- Users select among staged profit targets, a WMA trail, a candle-close trail, or disabled exits.
- The document describes extensive configurable logic but gives no evidence of strategy performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.