Combining RSI, MACD Crossovers, and Moving Average Trend Filters

Summary

This strategy combines RSI, MACD-style crossovers, and price moving averages to seek trend-following entries. RSI is calculated from the average price, with overbought and oversold reference levels shown; fast and slow averages of RSI form a MACD-like line and signal. A separate pair of price averages and a longer control average act as trend filters. Buys generally require bullish average alignment and an upward crossover, while sells and stop signals use downward crossovers under the stated conditions. An optional control-average crossover can also trigger a buy.

The document gives parameter defaults and a BTC/USDT futures backtest configuration, but reports no performance statistics or evidence that the combination improves results. It also contains an inconsistency: the prose describes RSI as part of a multi-indicator filter, while the implemented entry rules primarily use the RSI-derived crossover and price-average conditions. The author identifies overfitting, missed trades, parameter sensitivity, and the need for stop-loss design and retuning; the brief test setup cannot establish robustness.

Key ideas

• The strategy applies fast and slow averages to RSI to create a MACD-like crossover signal.
• Price averages and a longer control average filter trades by trend direction.
• A buy may also be triggered by an optional crossover above the control average.
• The document warns that adding indicators can increase overfitting and reduce trade frequency.
• The supplied BTC/USDT futures test configuration has no reported performance results.

Tags

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