Bitcoin EMA Crossovers Filtered by RSI Momentum
Summary
This Bitcoin-oriented trend strategy pairs fast and slow exponential moving averages with an RSI momentum filter. Its defaults use five- and thirteen-period EMAs and a fourteen-period RSI. A bullish crossover opens a long only when RSI is above 50; a bearish crossover can open a short when RSI is below 50, with shorting controlled by a setting.
Positions close when the averages cross in the opposite direction or RSI weakens below 45 for a long, or strengthens above 55 for a short. The document reports a BTCUSD backtest on a 10-second timeframe with 763 trades in the selected date range, but gives no profitability, drawdown, costs, or date-range details. That limited evidence does not establish robustness, and the short timeframe makes execution assumptions and trading costs especially relevant. The source also does not define fixed stop-loss or profit-target levels.
Key ideas
- Long entries require an upward EMA crossover and RSI above 50.
- Short entries require a downward EMA crossover and RSI below 50, when short trades are enabled.
- Opposing EMA crosses or RSI thresholds of 45 and 55 close positions.
- The document reports 763 BTCUSD trades on a 10-second timeframe but gives no return or risk measures.
- The strategy has no fixed stop-loss or profit-target rule.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.