Bitcoin Strategy Combining EMA Crossovers, RSI, and a 38-Bar Midpoint

Summary

This Bitcoin-focused system combines a modified MACD-style signal, a long-period RSI filter, and a price midpoint calculated from the recent high and low range. It uses the difference between 15- and 30-period EMAs, smoothed by a 9-period EMA; long and short signals require a crossover, an extreme reading relative to the prior 100-bar range, price and RSI filters, and price on the matching side of the midpoint. A reverse setting swaps the direction of the resulting trades.

The script sizes entries as a percentage of strategy equity and exits with separate percentage stop and target levels. Its author reports a 1-hour Bitcoin setup with a 36% win rate and a gross profit above 200% in a one-year backtest. These are unverified, author-reported results, with no detailed testing assumptions, costs, or benchmark provided. The default settings and filters may have been tuned to Bitcoin history, so the reported performance does not establish robustness across assets or future conditions.

Key ideas

• The signal uses the difference between 15- and 30-period EMAs and smooths it with a 9-period EMA.
• Long and short entries combine signal crossovers with 50-period price and RSI filters and a 38-bar range midpoint.
• A reverse option switches the direction of the trades generated by the long and short conditions.
• Position size is set as a share of current strategy equity, with percentage-based stop and target exits.
• The author reports backtest results, but the document does not provide enough testing detail to assess their reliability.

Tags

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