DOGE Range-Filter Direction Flip with EMA50/200 Alignment, Long-Short, ATR Stop + ATR Trailing Exit, Flat Between Signals (DOGEUSDT.BINANCE 1H, pure OHLCV)

Adapted from the FMZ digest article '来自YouTube大神的「神奇的双EMA均线策略」' by 发明者量化-小小梦 (https://www.fmz.com/digest-topic/9670, 2022-10-09). Credit to the author and to DonovanWall's Range Filter (the 'VuManChu Swing Free' indicator). This is NOT a faithful port (lesson L167). The source traded 15m ETH/BTC with a fixed 30-point stop and a 30-point trail. On ETH that is roughly 0.1-0.2% of price, about equal to the 0.10% round trip, so that version is fee-dead by construction. The FMZ backtest covered only 9 months of 2022 and is treated as unverified. MECHANISM, restated from first principles: the Range Filter is a volatility-adaptive step filter. It moves only when close escapes a band of 3.5x a doubly-smoothed average absolute bar change, so its direction flips only after a move that is large relative to recent noise. The source's entry fires on the FIRST bar of a new filter direction (longCondition/shortCondition = the CondIni state flip), and only when (a) EMA50 and EMA200 are aligned the same way, (b) the bar body agrees (close>open for longs, close<open for shorts) and (c) close is on the trend side of EMA50. That is a continuation entry: a noise-adjusted breakout taken only in the direction of the slower trend. Economic agent: late trend-followers and stop-outs that extend a move once it escapes the recent noise band (slow diffusion of trend information). ADAPTATIONS: (1) 1H bars instead of 15m, so each trade's typical move is a multiple of the round trip. (2) Stops and trails are expressed in ATR, not in fixed points, so they scale across price levels and years. (3) The instrument is DOGEUSDT.BINANCE, not BTC or ETH. BTC is ~44-62% of the corpus and ETH has 8+ live pipeline entries. DOGE is a liquid USD-M perp with history from mid-2020 (~6 years of 1H, ~53k bars) and 1H ATR of ~0.9-1.3%, which gives the gross move the fee floor needs. It is Binance rather than Hyperliquid because the mechanism is pure OHLCV (lesson L168). (4) Shorts are allowed, as in the source, so this is USD-M futures at 1x leverage. There is an explicit FLAT state: after an exit, the strategy stays flat until the NEXT filter flip that passes all filters. Expected time in market is ~30-40%, flat ~60-70% (lesson L150). SELECTION DISCLOSURE (lesson L122): the choices made after seeing factory history are the symbol (DOGE, chosen for its vol-to-fee ratio and low corpus share), the timeframe (1H, the smallest bar where the arithmetic clears 3x RT) and the ATR stop/trail multiples. The Range Filter (20, 3.5) and EMA (50, 200) parameters are the source's defaults and are frozen, not tuned. PRE-REGISTERED VARIANT (lesson L130): variant B is the same entry without the EMA50/200 alignment and close-vs-EMA50 conditions (filter flip + candle colour only). It is scored separately. If B matches or beats A, the EMA gate is not adding value and that is reported.