Combining Moving Average Crossovers and RSI Signals with Separate Controls

Summary

This modular strategy describes two independently enabled signal systems. The first goes long when price crosses above a user-selected simple or exponential moving average and short when price crosses below it. The second buys when RSI crosses upward through its oversold threshold and sells short when RSI crosses downward through its overbought threshold. The inputs allow the trader to choose the moving average source and length, RSI length, and threshold levels.

The document presents the design as configurable, but provides no performance evidence. Its published test settings specify BTC/USDT futures, hourly bars, and a one month period; no results are supplied. The two signal systems are described as independently active, without a coordination rule for conflicting signals. The stated risks include lag, false crossover signals in ranging markets, early RSI reversals during strong trends, parameter sensitivity, and the absence of explicit stop-loss logic. Transaction costs and position sizing are also not incorporated in the described rules.

Key ideas

• The moving average module trades price crossovers using a selectable SMA or EMA.
• The RSI module enters long on an upward cross of oversold and short on a downward cross of overbought.
• Independent switches let users activate either signal module.
• The document notes lag, range-bound false signals, parameter sensitivity, and missing stop losses.
• Published BTC/USDT futures settings describe a one month hourly test but include no performance results.

Tags

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