ATR Trend Strategy with Moving Average | Fixed TP/SL version by lahonglam
By lahonglam
Performance Metrics
- Author: lahonglam
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 15 minutes
- Net P&L: +694.46 USD (+6.94%)
- Win Rate: 47.3%
- Profit Factor: 2.126
- Max Drawdown: 107.72 USD (1.06%)
- Total Trades: 55
Description
📈 ## ATR Trend Strategy with Moving Average # OverviewThis strategy combines a **Moving Average trend filter** with an **ATR-based breakout channel** to identify directional market movements. It is designed for traders who prefer **systematic trend-following strategies with clearly defined risk management**.The script builds an adaptive channel around a selected Moving Average using **Average True Range (ATR)**. When price moves beyond the ATR band and the move is confirmed for a defined number of bars, a trend state is established. Trade entries can then occur either on the initial breakout or on a pullback to the Moving Average.The strategy also includes **fixed percentage Take Profit and Stop Loss levels**, allowing users to evaluate performance under consistent risk parameters.---⚙️ # Key Features• **Multiple Moving Average types**Supports EMA, SMA, WMA, Hull MA, VWMA, RMA, and TEMA.• **ATR-based dynamic channel**Uses ATR to create adaptive upper and lower boundaries around the Moving Average.• **Two entry methods**Users can choose between breakout entries or Moving Average pullback entries.• **Trend confirmation filter**Signals are confirmed only after a configurable number of bars remain beyond the ATR boundary.• **Built-in risk management**Includes fixed percentage Take Profit and Stop Loss levels.• **Trade visualization**Displays the TP/SL zone directly on the chart for each trade.• **Performance statistics panel**Shows key strategy metrics such as:* Total trades* Win rate* Profit factor* Net profit* Expectancy* Average R* Maximum drawdown---🧠 # Strategy LogicThe strategy follows a simple **trend-following structure**:1️⃣ A Moving Average defines the market's baseline trend.2️⃣ An ATR multiplier builds a dynamic volatility channel around the Moving Average.3️⃣ When price breaks above or below this channel and remains there for a specified number of bars, a trend is confirmed.4️⃣ Entries can occur via:**Breakout Mode*** Long when price breaks above the upper ATR band.* Short when price breaks below the lower ATR band.**MA Cross Mode*** After a confirmed trend, entries occur on pullbacks that cross the Moving Average.5️⃣ Risk is controlled using **fixed percentage Take Profit and Stop Loss levels**.---⚙️ # InputsMoving Average* MA Type* MA Length* MA SourceATR Signal* ATR Type* ATR Length* ATR MultiplierTrend Confirmation* Number of confirmation bars* Confirmation price source (Close or High/Low)Entry & Risk Management* Entry method (Breakout or MA Cross)* Take Profit (%)* Stop Loss (%)---📊 ## Usage NotesThis strategy is designed for **trend-following market conditions** and may perform best in environments with sustained directional movement.Users are encouraged to **experiment with different Moving Average types, ATR multipliers, and confirmation settings** to adapt the strategy to different markets and timeframes.---⚠️ ## DisclaimerThis script is provided for **educational and research purposes only**.Past performance does not guarantee future results.---Release Notes## 📈 ATR Trend Strategy with Moving Average# OverviewThis strategy combines a **Moving Average trend filter** with an **ATR-based breakout channel** to identify directional market movements. It is designed for traders who prefer **systematic trend-following strategies with clearly defined risk management**.The script builds an adaptive channel around a selected Moving Average using **Average True Range (ATR)**. When price moves beyond the ATR band and the move is confirmed for a defined number of bars, a trend state is established. Trade entries can then occur either on the initial breakout or on a pullback to the Moving Average.The strategy also includes **fixed percentage Take Profit and Stop Loss levels**, allowing users to evaluate performance under consistent risk parameters.---⚙️ Key Features• **Multiple Moving Average types**Supports EMA, SMA, WMA, Hull MA, VWMA, RMA, and TEMA.• **ATR-based dynamic channel**Uses ATR to create adaptive upper and lower boundaries around the Moving Average.• **Two entry methods**Users can choose between breakout entries or Moving Average pullback entries.• **Trend confirmation filter**Signals are confirmed only after a configurable number of bars remain beyond the ATR boundary.• **Built-in risk management**Includes fixed percentage Take Profit and Stop Loss levels.• **Trade visualization**Displays the TP/SL zone directly on the chart for each trade.• **Performance statistics panel**Shows key strategy metrics such as:* Total trades* Win rate* Profit factor* Net profit* Expectancy* Average R* Maximum drawdown---🧠 Strategy LogicThe strategy follows a simple **trend-following structure**:1️⃣ A Moving Average defines the market's baseline trend.2️⃣ An ATR multiplier builds a dynamic volatility channel around the Moving Average.3️⃣ When price breaks above or below this channel and remains there for a specified number of bars, a trend is confirmed.4️⃣ Entries can occur via:**Breakout Mode*** Long when price breaks above the upper ATR band.* Short when price breaks below the lower ATR band.**MA Cross Mode*** After a confirmed trend, entries occur on pullbacks that cross the Moving Average.5️⃣ Risk is controlled using **fixed percentage Take Profit and Stop Loss levels**.---⚙️ Inputs# Moving Average* MA Type* MA Length* MA Source# ATR Signal* ATR Type* ATR Length* ATR Multiplier# Trend Confirmation* Number of confirmation bars* Confirmation price source (Close or High/Low)# Entry & Risk Management* Entry method (Breakout or MA Cross)* Take Profit (%)* Stop Loss (%)---📊 Usage NotesThis strategy is designed for **trend-following market conditions** and may perform best in environments with sustained directional movement.Users are encouraged to **experiment with different Moving Average types, ATR multipliers, and confirmation settings** to adapt the strategy to different markets and timeframes.---⚠️ DisclaimerThis script is provided for **educational and research purposes only**.Past performance does not guarantee future results.---