ATM at a glance
| Kind of rule | Betting on a snap-back (mean reversion) |
|---|---|
| Buys or sells | It can buy, and it can bet on falling prices. |
| Built on | ATR, falling, rising |
| Where it was published | TradingView, by its author, as a Pine Script strategy |
| Tested on | 67 cells: 13 coins, October 2021 to June 2026, no fee |
| Cells that placed a trade | 67 of 67 |
| Middle result before fees | −3.4% |
| Cells above zero | 8 of 67 |
| Middle drawdown before fees | 3.7% |
| Page updated | 2026-11-08 |
ATM backtest results, every cell
Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.
How ATM works
Rules in this group usually work like this. It buys after a fall and sells after a rise, on the idea that price returns toward normal. The wins are usually small and frequent. The loss comes when price does not return and the stretch turns into a trend. The next paragraph is this particular rule, which can be narrower than the group.
It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.
Each trade uses a fixed 1 of the quote coin. It holds one trade at a time.
The exact condition, from the code
Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.
- Enters long when (long signal or long breakout) and no position is open and not (the previous (long signal or long breakout) and no position is open) and bottom is above 0.
- Enters short when (short signal or short breakout) and no position is open and not (the previous (short signal or short breakout) and no position is open) and top is above 0.
- On entry, places a stop at (bottom − (the 14-period ATR × Stop-Loss ATR-Mult (1))), a target at (bottom when bottom is above 0 and bottom is above the close, else (the close + (the 14-period ATR × Take-Profit ATR-Mult (2)))).
- On entry, places a stop at (top + (the 14-period ATR × Stop-Loss ATR-Mult (1))), a target at (top when top is above 0 and top is below the close, else (the close − (the 14-period ATR × Take-Profit ATR-Mult (2)))).
| Buys or sells | It can buy, and it can bet on falling prices. |
|---|---|
| Tools it calculates | ATR, falling, rising |
| A second chart speed | No. It uses one chart speed only. |
| Only at certain hours | No. |
| Adding to a trade | It holds one trade at a time. |
| How much it trades | Each trade uses a fixed 1 of the quote coin. |
| Cost the author assumed | The author assumed a trading cost of 0.05 percent per side. |
Default settings
The test used the defaults in the middle column. Nothing was turned to help a coin.
| Setting | Default | Group |
|---|---|---|
| Pionex Signal Bot UUID | 8a17bcf9-0d9c-4a09-92ae-27adf755d95d | Pionex Webhook |
| Doji aktivieren | on | 01. Kerzen-Erkennung |
| Rejection Candles aktivieren | on | 01. Kerzen-Erkennung |
| High Momentum aktivieren | on | 01. Kerzen-Erkennung |
| Low Momentum Cluster aktivieren | on | 01. Kerzen-Erkennung |
| Doji: Max Body % | 5 | 01. Kerzen-Erkennung |
| Rejection: Min Wick/Body | 2.5 | 01. Kerzen-Erkennung |
| Rejection: Max Body % | 25 | 01. Kerzen-Erkennung |
| Momentum: Min Body/ATR | 1 | 01. Kerzen-Erkennung |
| Momentum: Max Wick/Body % | 30 | 01. Kerzen-Erkennung |
| Cluster: Min Kerzen | 3 | 01. Kerzen-Erkennung |
| Cluster: Max Range % | 0.5 | 01. Kerzen-Erkennung |
| Zone: Max Alter (Bars) | 200 | 02. Zonen-Einstellungen |
| Zone: Merge Abstand (Pips) | 2 | 02. Zonen-Einstellungen |
| Zone: Max aktive Zonen | 20 | 02. Zonen-Einstellungen |
| Zone-basierte Entries | on | 03. Trading |
| Breakout-Entries | on | 03. Trading |
| Entry: Zone-Buffer ATR-Mult | 0.3 | 03. Trading |
| Stop-Loss ATR-Mult | 1 | 03. Trading |
| Take-Profit ATR-Mult | 2 | 03. Trading |
| Risk % pro Trade | 1 | 03. Trading |
| Demand-Zonen anzeigen | on | 04. Visualisierung |
| Supply-Zonen anzeigen | on | 04. Visualisierung |
| Zone-Labels anzeigen | on | 04. Visualisierung |
and 3 more settings, left at the author's defaults.
How the backtest was run
Every strategy was tried the same way, on the settings the author published.
The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.
599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.
The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.
Before any fee, it was tried on 67 cells. 8 of the cells that traded finished above zero (11.9%).
It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.
| Cells tried | 67 |
|---|---|
| Cells that placed a trade | 67 |
| Finished above zero | 8 (11.9% of the cells that traded) |
| Middle result, before fees | −3.4% |
| Strongest cell, the top of the range | SOL daily: +1.4% |
| Weakest cell, the bottom of the range | AAVE 5-minute: −20.9% |
| Middle drawdown, before fees | 3.7% |
Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.
How to read the result
How to read the number
The median of every cell that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.
The middle drawdown, on the cells that traded, was 3.7%.
What this does not show
The useful question is the stretch that never snapped back. That is where a year of small wins can disappear.
Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.
Questions about ATM
What is ATM?
ATM is a mean reversion trading strategy published on TradingView as a Pine Script. In plain terms it is a rule of the kind this site calls betting on a snap-back. It can buy, and it can bet on falling prices. It is built on ATR, falling, rising. This page reads the rules from the code and reports what they did on old crypto prices.
How does ATM work?
It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.
Is ATM profitable in a backtest?
Before any fee, 8 of 67 cells that traded finished above zero, and the median of those cells was −3.4%. No fee has been taken off, so that number is a ceiling. The rule did not reach the second pass where a fee is charged on every trade.
Where can I find the ATM script?
It is published on TradingView by its author. Search TradingView for the title to find the original script. This page is an independent reading and is not affiliated with the author.
What does backtest mean on this page?
Backtest means the rule was replayed on old prices from Bybit. No real money moved. Every number on this page carries that label, and old prices do not promise anything about new ones.
Words used on this page
- Backtest
- The rule was tried on old prices. No real money moved.
- Cell
- One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.
- Chart speed
- How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.
- Fee, per side
- A cost taken each time the rule trades. Per side means once on the way in and once on the way out.
- Median
- Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.
- Drawdown
- The deepest fall from a high point along the way, as a percent of the account at that high.
- Above zero
- The account finished with more than it started.
The indicators ATM uses
Each has its own page: what it measures, how it is read, where it misleads.
"ATM" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.