BTC Swing Strategy with EMA, MACD, RSI, MFI, and Whipsaw Filters

Summary

This document presents a BTCUSD swing strategy built around a 200-period EMA, MACD histogram crossovers, RSI, and money flow index (MFI). Long signals require price above the EMA, an upward MACD histogram cross, RSI within a specified lower-to-mid range, and MFI below its midpoint. Short signals use the opposite trend and momentum conditions with RSI in a higher range and MFI above its midpoint.

The visible source also describes optional EMA whipsaw controls: price must clear an ATR-based or percentage buffer for a configurable number of bars, with a minimum interval between trades. The excerpt ends partway through the capitulation-exit settings, so the full exit rules and remaining strategy logic are unavailable. It includes code settings such as commission, slippage, and position sizing, but no backtest report or performance evidence. These indicators and filters describe a testable rule set; the excerpt does not establish profitability or robustness.

Key ideas

• The strategy uses a long EMA to define the direction in which trades may be considered.
• MACD histogram zero crossings provide a momentum trigger, filtered by RSI and MFI ranges.
• An optional EMA buffer and confirmation period are intended to reduce whipsaw signals.
• The available source is incomplete, and it contains no reported backtest performance.

Tags

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