Turtle Strategy - Triple EMA Trend with ADX and ATR by cyatophilum
By cyatophilum
Performance Metrics
- Author: cyatophilum
- Symbol: BINANCE:BTCUSDT.P
- Timeframe: 4 hours
- Net P&L: +131,124.05 USDT (+13.09%)
- Win Rate: 55.6%
- Profit Factor: 1.868
- Max Drawdown: 12,622.71 USDT (1.25%)
- Total Trades: 133
Description
Oct 15DescriptionThe Triple EMA Trend strategy is a directional momentum system built on the alignment of three exponential moving averages and a strong ADX confirmation filter. It is designed to capture established trends while maintaining disciplined risk management through ATR-based stops and targets.Core LogicThe system activates only under high-trend conditions, defined by the Average Directional Index (ADX) exceeding a configurable threshold (default: 43).A bullish setup occurs when the short-term EMA is above the mid-term EMA, which in turn is above the long-term EMA, and price trades above the fastest EMA.A bearish setup is the mirror condition.Execution RulesEntry: • Long when ADX confirms trend strength and EMA alignment is bullish. • Short when ADX confirms trend strength and EMA alignment is bearish.Exit: • Stop Loss: 1.8 × ATR below (for longs) or above (for shorts) the entry price. • Take Profit: 3.3 × ATR in the direction of the trade.Both parameters are configurable.Additional Features • Start/end date inputs for controlled backtesting. • Selective activation of long or short trades. • Built-in commission and position sizing (percent of equity). • Full visual representation of EMAs, ADX, stop-loss, and target levels.This strategy emphasizes clean trend participation, strict entry qualification, and consistent reward-to-risk structure. Ideal for swing or medium-term testing across trending assets.Oct 17Release NotesUpdated data set.How to UseWorks best on trending markets such as BTC/USD, major forex pairs, or strong equities.Use the inputs panel to: • Adjust EMA, ADX, and ATR lengths to suit your timeframe. • Enable or disable short trades. • Set custom backtesting start and end dates.The chart will display all EMAs, ADX, stop-loss, and take-profit levels, along with entry labels.Default position size is 5% of equity per trade with commission simulation.OriginalityUnlike basic EMA crossover systems, this script combines triple EMA structure with a strict ADX filter to eliminate low-momentum periods. It also includes full ATR-based risk management and controlled backtesting inputs, making it a self-contained trend-following framework for systematic testing.