Bitcoin Moving Average Crossover with an RSI Direction Filter

Summary

This Bitcoin trend-following approach uses a fast and a slow moving average to define direction: an upward crossover signals a long entry and a downward crossover signals a short entry. RSI acts as a directional filter, allowing long entries above 50 and short entries below 50. The code sizes positions as a stated fraction of account equity and exits them when the moving averages cross in the opposite direction.

The published settings describe a one-month BTC_USDT futures backtest on three-hour bars with a fifteen-minute base period. The listed defaults are fast and slow moving average periods of 20 and 40, RSI length of 14, and equity risk of 10 percent. No performance figures are supplied, and the text itself warns that lagging averages can react slowly to reversals and generate poor signals in weak trends. It also notes that the approach uses technical indicators alone and suggests evaluating parameters, volatility-aware risk controls, and volume filters.

Key ideas

• The strategy uses a fast and slow moving average crossover to set long or short direction.
• RSI above or below 50 filters entries in the matching direction.
• Positions are closed when the moving averages cross in the opposite direction.
• The code bases position units on a fraction of account equity.
• The document reports no performance results and highlights reversal and parameter risks.

Tags

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