Dual EMA Trend Signals Filtered by Stochastic RSI

Summary

This strategy combines a 50-period and 100-period EMA crossover with a longer-term EMA trend filter and Stochastic RSI. It enters long when the shorter EMA crosses above the longer one while the 50-, 100-, and 200-period EMAs are aligned upward, price remains above the slow EMA, and the oscillator gives a low-level bullish crossover. Short entries use the corresponding bearish conditions and a high-level bearish crossover. The strategy also defines oscillator and EMA crossover rules for closing positions.

The supplied parameters and backtest settings identify a one-minute BTC/USDT Binance futures setup, but no performance results are reported. The document proposes parameter adjustment and additional filters as possible refinements. Its rules depend on lagging indicators and may miss short-term opportunities or give false signals; the notes do not establish profitability or show how transaction costs and slippage affect results.

Key ideas

• The strategy uses a 50/100 EMA crossover to generate directional signals.
• A 50/100/200 EMA ordering and price location relative to the slow EMA filter entries by trend direction.
• Stochastic RSI crossovers at specified low or high levels provide entry confirmation.
• Oscillator and EMA crossover conditions also trigger position exits.
• The published BTC/USDT futures settings do not include reported performance results.

Tags

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