Daily Bitcoin Trend Following with Moving Averages, RSI, and Volume
Summary
This daily trend-following strategy combines 20-, 50-, 150-, and 200-day simple moving averages with RSI, recent candle direction, and volume. Long entries require price above the 150-day average, a bullish relationship between the 50- and 150-day averages, rising longer averages, recent positive candles including a higher-volume up day, and an RSI momentum condition. The source also checks whether price has stayed above its 150-day average across a lookback period.
The described exits include a move below the 150-day average alongside either a bearish moving-average relationship or sustained high-volume selling. A BTC/USDT futures backtest period is specified, but no performance figures or trade analysis are provided, so the document does not demonstrate profitability. There are also inconsistencies between the prose and source: some stated checks are calculated but not used in the entry or exit rules, and several lookback settings differ from the accompanying explanations. Moving averages can lag, while strict filters may reduce signals and perform poorly in ranging markets.
Key ideas
- The strategy combines moving-average alignment with RSI momentum and recent candle and volume checks.
- Long entries require price above the 150-day average and a bullish 50-day average relationship.
- The exit rule pairs price below the 150-day average with a bearish average relationship or heavy selling.
- The source and prose differ on several conditions, so implementation details need careful checking.
- The stated backtest period has no accompanying performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.