Frankenstein Ultimate Pro - ATM Logic

Category: trend, momentum, volatility

A hybrid trend-following system combining a Zero-Lag Triple EMA for timing, Linear Regression for trend direction, and an ATR-based volatility threshold for entry filtering.

Formula

TEMA = 3 \cdot EMA_1 - 3 \cdot EMA_2 + EMA_3 \\ LSMA = \text{Linear Regression}(Close, 80) \\ Volatility = (High - Low) > (SMA(ATR, 20) \cdot 1.2)

Inputs

• speedLen (default: 10)
• trendLen (default: 80)
• rrRatio (default: 1.5)
• volMult (default: 1.2)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.