EMA and RSI Trend Signals with Fee Assumptions and Risk Levels

Summary

This document describes a Bybit-labeled strategy combining a 90-period and 300-period exponential moving average with a 5-period RSI. It proposes long signals when the faster average is above the slower one and RSI is below 45, and short signals when the faster average is below it and RSI is above 85. It also lists fee assumptions by account tier and 5% profit and 3% loss levels, with chart markers for entries and levels.

The evidence is a short description, parameter list, and source code, plus published backtest settings for BTC_USDT futures on one-minute bars from March 21 to March 28, 2024; no performance results are provided. There are material differences between the description and code: the code checks whether averages are ordered, not whether they have just crossed, and it does not submit exit orders at the stated profit or loss levels. It labels fees as Bybit-specific while the published test uses Binance futures. The document itself cautions that parameters may not suit all conditions and that choppy markets can increase signal frequency and costs.

Key ideas

• The proposed long and short rules combine the relative ordering of two EMAs with RSI thresholds.
• The stated defaults use 90- and 300-period EMAs and a 5-period RSI.
• The document specifies account-tier fee assumptions and 5% profit and 3% loss levels.
• The supplied code does not implement the described crossover test or profit and loss exits.
• The published test settings identify Binance futures, despite the Bybit fee framing.

Tags

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