Combining EMA Crossovers, TEMA Trend, and MACD for Long Entries

Summary

The strategy combines a triple exponential moving average trend measure with a MACD-style filter and moving average crossovers. The described entry requires an upward MACD filter cross while the TEMA measure is rising, followed by a 9-period EMA crossing above a 15-period EMA and price crossing above a 5-period EMA. The document also describes fixed stop and target levels with a trailing stop, aiming to manage exits after entry.

The approach uses several confirmations, which may delay entries and miss fast moves; the document also flags false signals in choppy markets and the need to adapt stops to volatility. Its source code narrows the described system: it only enters long, and the MACD condition is stored until the other two crosses occur. The stated stop logic recalculates levels from the current close, so its behavior may differ from a fixed initial stop. The published setup is a BTC/USDT futures backtest on two-hour bars during October 2024, but no performance statistics are supplied. The description therefore offers a rule set, not evidence that the system is profitable.

Key ideas

• The entry sequence combines a rising TEMA measure, a bullish MACD-style cross, an EMA crossover, and a price crossover.
• The described EMA filters use 9 and 15 periods, with a 5-period EMA as an additional price trigger.
• The source code implements long entries only, despite the broader trend-following description.
• Fixed stops, a profit target, and trailing logic are included, but the stop level is recalculated from the current close.
• The short October 2024 BTC/USDT futures test setup reports no performance results.

Tags

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