A trend-following strategy that goes long when a fast moving average crosses above a slower moving average, confirmed by volume expansion, and rides the trend with a trailing/structural exit instead of a fixed-bar timeout. The trend-reversal exit requires the fast/slow MA gap to confirm for a minimum number of bars before firing, filtering out premature whipsaw flips. Exits on stop-loss, confirmed trend reversal, or take-profit. Long-only.
第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 15m · 240 samples
2026-08-07T15:59:59Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
model-based fees · model-based slippage
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.
Historical results do not guarantee future performance.