Daily EMA Trend Following with RSI Confirmation and a Trailing Stop

Summary

This long-only trend strategy uses daily 20-, 30-, and 200-period EMAs with RSI confirmation. It enters when the 20-period EMA crosses above the 30-period EMA, price is above the 200-period EMA, and RSI exceeds 50. The described exits are a profit target 50% above entry or a trailing stop 25% below the highest price reached since entry.

The write-up frames the longer-term averages as trend filters and RSI as momentum confirmation. Its published configuration uses BTC-USDT futures on an hourly chart over approximately one year, but it reports no return, drawdown, or other test statistics. The source requests daily averages with lookahead enabled, which can expose future daily values in historical calculations and make apparent signals unreliable. The stated target and trailing stop are also wide, while choppy markets, slippage, false crossovers, and parameter choices are acknowledged risks.

Key ideas

• A long entry requires a bullish daily EMA crossover, price above the 200-day EMA, and RSI above 50.
• The strategy exits at a fixed percentage profit target or a trailing stop based on the highest price since entry.
• The system is designed to follow medium- to long-term trends and may be vulnerable in range-bound markets.
• The published configuration describes a BTC-USDT futures test but provides no performance statistics.
• Daily EMA values are requested with lookahead enabled, which can compromise historical signal validity.

Tags

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