Combining RSI, MACD Crossovers, and Relative Volume for Signals

Summary

This strategy combines RSI threshold crossings, MACD line and signal crossings, and relative volume to generate directional entries. Relative volume is calculated as current volume divided by its moving average. A long signal occurs when any pair among the three bullish events happens together: RSI crosses above its oversold threshold, MACD crosses upward, or relative volume rises above its specified level. The short-side rule similarly accepts any pair of RSI crossing below its overbought threshold, MACD crossing downward, or relative volume dropping below its threshold.

The description gives default indicator settings and says the method was designed with a 15-minute interval in mind, while suggesting it may be used on other intervals. The code restricts allowed entries to long, despite including a short entry call, so the short rule may not result in short positions under the platform's risk setting. There are no reported backtest results, transaction-cost analysis, or evidence for performance across markets or timeframes.

Key ideas

• The strategy combines RSI, MACD, and relative-volume crossings to identify entries.
• A directional signal requires any two of the three corresponding indicator events.
• Relative volume compares current volume with its moving average over a selected period.
• The description presents a 15-minute interval as the intended setting while allowing other intervals.
• The code restricts entries to long positions, which conflicts with its short-entry logic.

Tags

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