Bitcoin EMA Crossover Strategy with RSI Momentum Filters

Summary

This Bitcoin trend-following method pairs a fast and slow exponential moving average with an RSI filter. A long position is opened when the fast EMA crosses above the slow EMA and RSI is above 50. A short entry, if enabled, requires a downward crossover and RSI below 50. Long positions close on a reverse crossover or when RSI falls below 45; short positions close on the opposite crossover or when RSI rises above 55. The script sets trade size as a share of account equity and exposes the EMA lengths, RSI length, and short-trading option as inputs.

The accompanying description identifies the strategy as an educational example of combining indicators in rule-based trading. It reports a backtest on BTCUSD using a 10-second timeframe and says the selected date range produced 763 trades, but gives no returns, costs, drawdowns, or robustness analysis. That limited report does not establish live performance. EMA crossovers can lag or whipsaw, and the results may depend on the chosen market, timeframe, and execution assumptions.

Key ideas

• Long entries require an upward EMA crossover and RSI above 50.
• Short entries require an enabled short setting, a downward EMA crossover, and RSI below 50.
• Exit thresholds use reverse EMA crossovers or RSI levels of 45 for longs and 55 for shorts.
• The description reports a BTCUSD backtest on a 10-second timeframe with 763 trades, without broader performance evidence.
• The strategy is presented as an educational rule-based example, and its backtest does not establish live profitability.

Tags

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