ATR

# ATR Trailing Stop Multi-Strategy v7 with Pivot & GST

## Overview
A comprehensive multi-indicator trading strategy that combines multiple technical analysis approaches with sophisticated risk management. The strategy uses a confirmation-based system where trades are executed only when multiple indicators agree on the direction.

## Core Strategy Logic

### Signal Confirmation System
- **Entry Condition**: Requires at least 3 confirmation points from different indicators
- **Weighted Indicators**:
- Dow Theory (Weight: 2 points)
- ATR Trailing Stop (Weight: 2 points)
- Gaussian Smooth Trend (Weight: 1 point)
- KAMA (Weight: 1 point)
- VWMA (Weight: 1 point)
- Alligator (Weight: 1 point)

### Exit Conditions
- **Profit Exit**: When opposite signals achieve 3+ confirmation points
- **Stop Loss**: Fixed percentage stop loss (configurable)
- **Filter-Based Exit**: Signals from individual indicators when filters are violated

## Technical Indicators

### 1. Dow Theory Filter
- Analyzes volume and volatility conditions
- Uses SMA 20/50 crossovers for trend direction
- Volume must exceed MA by threshold (default: 1.5x)
- NATR must exceed threshold (default: 1.0%)

### 2. ATR Trailing Stop System
- Three ATR-based trailing lines (Fast/Medium/Slow)
- Fast: ATR(5) × 0.5 multiplier
- Medium: ATR(10) × 1.5 multiplier
- Slow: ATR(20) × 3.0 multiplier
- State changes when medium line crosses slow line

### 3. Gaussian Smooth Trend (GST)
- Advanced smoothing using DEMA, Gaussian filter, and SMMA
- Includes standard deviation bands for volatility filtering
- Multiple color schemes available for visualization

### 4. KAMA (Kaufman Adaptive Moving Average)
- Two KAMA lines with different lengths (10, 24)
- Adaptive smoothing based on market volatility
- Signals generated on crossovers

### 5. VWMA (Volume Weighted Moving Average)
- Price weighted by volume
- Signals on price crossing VWMA

### 6. Alligator Indicator
- Three SMMA lines (Jaw/Teeth/Lips)
- Standard Williams Alligator settings
- Signals based on line alignment and price position

## Entry Block Filters

### ADX Filter (Optional)
- Filters trades based on trend strength
- Configurable min/max values for long and short positions
- Default: ADX between 15-60

### RSI Filter (Optional)
- Additional RSI-based filtering
- Separate ranges for long and short positions
- Default Long: RSI 20-70, Short: RSI 30-80

### NATR Filter (Optional)
- Filters based on normalized ATR
- Ensures minimum volatility for valid signals
- Default Long/Short: NATR 0.5-5.0%

## Additional Filters

### CCI Filter
- Filters signals based on CCI momentum
- Oversold condition for longs: CCI > -100 and rising
- Overbought condition for shorts: CCI < 100 and falling

### Volatility Filter
- Minimum ATR percentage requirement
- Default: 0.3% minimum ATR/price ratio

### Distance Filter
- Minimum distance from Alligator lips in pips
- Ensures sufficient movement before entry
- Default: 10 pips minimum

## Pivot Points Support
- Multiple pivot point calculation methods:
- Traditional
- Fibonacci
- Woodie
- Classic
- DM
- Camarilla
- Multiple timeframe support (Daily, Weekly, Monthly, etc.)
- Visual display of pivot levels and labels

## Risk Management

### Stop Loss
- Configurable percentage-based stop loss
- Default: 2.5%
- Applied immediately on entry

### Position Management
- Single position only (no pyramiding)
- Position tracking with P/L calculation
- Visual exit lines for individual indicator signals

## Visual Features

### Signal Display
- Colored arrows for each indicator signal
- Entry/Exit labels with price information
- Horizontal exit lines for visual confirmation
- All indicators can be toggled on/off

### Color Schemes
- GST with multiple color modes
- Customizable pivot point colors
- Consistent color coding across indicators

## Alerts
- Entry alerts for both long and short positions
- Exit alerts for both profit and stop loss exits
- Individual indicator alerts available

## Settings Overview

### Strategy Settings
- Dow Theory thresholds (Volume, NATR)
- Stop loss percentage
- ATR Trailing parameters
- Indicator toggles and weights

### Filter Settings
- Entry block filters (ADX, RSI, NATR)
- CCI parameters
- Volatility and distance filters

### Visual Settings
- Show/hide indicators
- Arrow and label display
- Color scheme selection

### Pivot Settings
- Calculation method
- Timeframe
- Level colors and visibility

## Usage Recommendations

### Timeframes
- Works on all timeframes
- Pivot points automatically adjust to timeframe
- Recommended: 15-minutes and above

### Market Conditions
- Best in trending markets
- Multiple filters help avoid choppy conditions
- Volume confirmation adds reliability

### Customization
- Adjust confirmation thresholds for more/less aggressive trading
- Modify filters based on market volatility
- Fine-tune stop loss based on risk tolerance

## Performance Notes
- Strategy uses close prices for order execution
- Maximum 500 labels to prevent chart clutter
- All calculations in real-time
- Historical backtesting supported

## Important Notes
- Past performance doesn't guarantee future results
- Test thoroughly before live trading
- Adjust parameters for specific instruments
- Consider commission and slippage in backtesting