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Dual EMA Crossovers for Short-Term Long Entries and Exits

Article Strategy library · Author: ChaoZhang

Summary

This short-term strategy uses four exponential moving averages for long-only trading. A crossover of the 9-period EMA above the 26-period EMA triggers an entry; a separate crossover, when the 100-period EMA falls below the 55-period EMA, closes the position. The entry and exit signals therefore use different pairs and horizons, rather than a single crossover to reverse or close the trade.

The document presents this as a scalping approach and suggests that its parameters can be adjusted, but it provides no performance results to support claims about profitability. Published settings describe a BTC/USDT futures test with daily strategy bars and hourly base data across roughly a year. The stated risks include false crossovers, sensitivity to EMA choices, and the need to monitor broader market moves. It suggests testing alternative settings, adding indicator filters, or using a trailing stop, though it does not specify how those additions should be implemented.

Key ideas

  • A bullish cross of the 9-period EMA above the 26-period EMA triggers a long entry.
  • The long exits when the 100-period EMA crosses below the 55-period EMA.
  • The strategy uses different EMA pairs for entry and exit and contains no short-entry rule.
  • False signals and parameter sensitivity are stated risks.
  • The document gives backtest settings but no performance results.

Tags

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