EMA, CCI, and RSI Confirmation with Session-Based Exits

Summary

This strategy combines a fast and slow EMA trend filter with CCI and a crossover between two RSI series. Long entries require the fast EMA to be above the slow EMA, CCI above 100, an upward RSI crossover, and an allowed session. Short entries use the inverse EMA and RSI conditions, though the code tests CCI below 100 rather than below -100 as the accompanying explanation describes. It also closes positions outside the configured session and uses price-based trailing stop levels.

The published backtest settings specify BTC-USDT futures over a one-month period, but the document gives no performance metrics. The code’s EMA condition checks relative position rather than a fresh EMA crossover, and its stop levels are based on the running close rather than clearly tied to entry price. The written overview presents the method and possible parameter experiments, while also noting missed signals, volatile-market sensitivity, and the need to tune the trailing stop. Results should not be inferred from the settings alone.

Key ideas

• The strategy combines EMA direction, CCI thresholds, and a crossover between short- and long-period RSI values.
• Long entries require a positive EMA state, CCI above 100, an upward RSI crossover, and an allowed session.
• The written short rule describes CCI below -100, but the code checks for CCI below 100.
• Positions are closed outside the trading session or when price crosses a trailing stop level.
• The published BTC-USDT futures test settings include no performance results.

Tags

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