EMA Crossover Entries with ATR Trailing Stops and Filters

Summary

This strategy combines a price crossover of an ATR trailing stop with trend, momentum, and volume filters. Long and short entries require price to be on the corresponding side of a 100-period EMA and a 100-period EMA on a one-hour timeframe. RSI must remain between 30 and 70, and volume must exceed its 20-period average. The strategy description says it runs on a 15-minute timeframe, while the published backtest settings specify two-hour bars for BTC/USDT futures.

Risk management uses a trailing distance of three times ATR and a take-profit level described as two times ATR-based loss. Positions can also close after the 15- and 17-period EMAs cross in the specified direction on consecutive bars. The document outlines possible drawbacks, including missed signals from layered filters, wider stops during high volatility, profit giveback, and weaker behavior in ranging markets. It supplies parameters and backtest dates and market settings, but reports no performance results; its stated advantages are not supported by reported measurements.

Key ideas

• Entries require an ATR stop crossover, alignment with current and higher-timeframe 100-period EMAs, neutral RSI, and above-average volume.
• The strategy uses ATR-based trailing stops and take-profit levels alongside EMA crossover exits.
• EMA exits require the stated crossover to occur on two consecutive bars.
• The described 15-minute timeframe differs from the two-hour period in the published BTC/USDT futures backtest settings.
• The document gives no backtest performance results and notes risks from choppy conditions and volatility.

Tags

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