Strategies / S57
ATR Stop Long & Short
Trend flips with a 2 ATR stop on every position.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 4h | +44.1% | +518% | 0.34 | -56.1% | 24.5% | 5,635 |
| Stocks, 1d | +260% | +28K% | 0.43 | -31.6% | 24.6% | 1,120 |
| Forex, 1d | -21.5% | +3.1% | -0.14 | -29.6% | 26.0% | 715 |
| Commodities, 1d | +37.2% | +1,833% | 0.16 | -43.6% | 23.2% | 659 |
| Indices, 1d | +56.1% | +878% | 0.21 | -35.5% | 23.4% | 629 |
The exact rule
- Go long when EMA(20) crosses above EMA(50).
- Go short when EMA(20) crosses below EMA(50).
- An opposite signal reverses the position.
- Stop: 2 ATR(14) from entry.
- Declared timeframe: 4h.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Trailing Stop TrendA 20/50 trend entry; a 3 ATR trail decides the exit.Protective StopA 20/50 cross with a 5% hard stop behind it.Chandelier ExitAbove the 200 SMA, held until a 4 ATR trail is hit.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.