Bitcoin Moving-Average Crossovers Confirmed by RSI Extremes

Summary

This Bitcoin spot strategy combines a fast and slow moving-average crossover on 15-minute records with an RSI condition. It buys when the fast average crosses above the slow average while RSI is below 30, and sells holdings when the fast average crosses below the slow average while RSI is above 70. The published parameter set gives fast and slow averages of 5 and 20 periods, while the backtest settings override the RSI period to 10. The program polls on a configurable interval and uses a small fixed price adjustment intended to account for slippage when placing orders.

The document supplies source logic and a year-long historical test configuration for BTC/USD on Bitfinex, but it reports no returns, drawdowns, trade counts, or other results. The entry rules require a moving-average cross to coincide with an RSI extreme, which may make signals infrequent. Sizing uses available balance for buys and current holdings for sells, with no explicit stop-loss or portfolio risk limit shown. The fixed price adjustment and polling approach may also behave differently across liquidity conditions and exchange execution rules.

Key ideas

• A 15-minute moving-average crossover triggers trades only when RSI is also at an extreme.
• The described buy condition pairs an upward crossover with RSI below 30; the sell condition pairs a downward crossover with RSI above 70.
• The configured backtest concerns BTC/USD spot trading, but the document gives no outcome statistics.
• The source does not show explicit stop-loss rules, and its fixed slippage adjustment may not fit changing liquidity.

Tags

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