ATR Trend + RSI Pullback Strategy [Profit-Focused] by AIScripts
By AIScripts
Performance Metrics
- Author: AIScripts
- Symbol: BINANCE:BTCUSDT
- Timeframe: 15 minutes
- Net P&L: −29.77 USDT (−0.30%)
- Win Rate: 32.7%
- Profit Factor: 0.639
- Max Drawdown: 35.97 USDT (0.36%)
- Total Trades: 52
Description
This strategy is designed to catch high-probability pullbacks during strong trends using a combination of ATR-based volatility filters, RSI exhaustion levels, and a trend-following entry model.Strategy LogicRather than relying on lagging crossovers, this model waits for RSI to dip into oversold zones (below 40) while price remains above a long-term EMA (default: 200). This setup captures pullbacks in strong uptrends, allowing traders to enter early in a move while controlling risk dynamically.To avoid entries during low-volatility conditions or sideways price action, it applies a minimum ATR filter. The ATR also defines both the stop-loss and take-profit levels, allowing the model to adapt to changing market conditions.Exit logic includes:A take-profit at 3× the ATR distanceA stop-loss at 1.5× the ATR distanceAn optional early exit if RSI crosses above 70, signaling overbought conditionsTechnical DetailsTrend Filter: 200 EMA – must be rising and price must be above itEntry Signal: RSI dips below 40 during an uptrendVolatility Filter: ATR must be above a user-defined minimum thresholdStop-Loss: 1.5× ATR below entry priceTake-Profit: 3.0× ATR above entry priceExit on Overbought: RSI > 70 (optional early exit)Backtest SettingsInitial Capital: $10,000Position Sizing: 5% of equity per tradeSlippage: 1 tickCommission: 0.075% per tradeTrade Direction: Long onlyTimeframes Tested: 15m, 1H, and 30m on trending assets like BTCUSD, NAS100, ETHUSDThis model is tuned for positive P&L across trending environments and volatile markets.Educational Use OnlyThis strategy is for educational purposes only and should not be considered financial advice. Past performance does not guarantee future results. Always validate performance on multiple markets and timeframes before using it in live trading.