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Combining MACD, RSI, and Relative Volume for Trade Signals

Article Strategy library · Author: ChaoZhang

Summary

This strategy combines MACD, RSI, and relative volume (RVOL) to generate long and short signals. A long signal can occur when RSI crosses upward through its oversold threshold, MACD momentum crosses above zero, or RVOL crosses its high-volume threshold, with any two of those conditions sufficient. The short rule similarly uses RSI crossing downward from its overbought zone, MACD crossing below zero, and RVOL crossing its stated low-volume threshold. The indicators are intended to combine momentum, overbought or oversold readings, and trading activity.

The document provides indicator settings and published backtest configuration for BTC/USDT futures, but includes no performance statistics. Its prose claims the combined filters may reduce noise, yet the source uses alternative pairs of conditions rather than requiring all three indicators to agree. It also provides no stop-loss rule, and notes that transaction costs, slippage, changing market conditions, and parameter selection can affect results. The suggestions to add adaptive risk controls and test across markets are proposals, not demonstrated improvements.

Key ideas

  • MACD momentum, RSI threshold crosses, and relative volume provide three distinct signal inputs.
  • The source permits entry when any two of the three indicator conditions agree.
  • Long signals use upward crosses of RSI and MACD or high RVOL; short signals use downward crosses or low RVOL.
  • The document supplies BTC/USDT futures backtest settings but no reported performance evidence.
  • No stop-loss rule is specified, and trading costs and market changes remain material limitations.

Tags

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