B-Xtrender Trend Signals with RSI and a Moving Average Filter

Summary

The strategy uses two B-Xtrender oscillator readings to set direction, then optionally filters trades by price relative to a long moving average. The short-term oscillator is an RSI applied to the difference between two exponential moving averages; the long-term oscillator is an RSI applied to an EMA. Long entries require both readings above zero and price above the filter, while shorts require both below zero and price below it. Positions are closed when either oscillator crosses back through zero. A trailing stop is also calculated as a percentage of price.

The document includes a BTC/USDT futures configuration for daily bars over the stated 2023–2024 period, but no performance results, risk-adjusted statistics, or comparison tests. Its prose describes EMA crossover and RSI confirmation, which simplifies the actual oscillator conditions in the source. The filter can delay entries, and the oscillators are lagging transformations of price. The trailing stop calculation and position-exit behavior should be checked in the target platform, then tested with realistic costs and execution assumptions before drawing conclusions.

Key ideas

• The short-term B-Xtrender value applies RSI to the difference between two EMAs, while the long-term value applies RSI to an EMA.
• Long entries require both oscillator values above zero, and shorts require both below zero.
• An optional moving average filter requires price to be on the matching side of the baseline.
• A position can close when either oscillator reverses across zero, with a percentage-based trailing stop also specified.
• The supplied backtest settings are not accompanied by performance evidence, and the source rules differ in detail from the prose summary.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.