EMA Crossover Momentum Strategy with MACD, RSI, and Staged Exits

Summary

This long-only strategy enters when the 12-period EMA crosses above the 26-period EMA, with MACD direction, an RSI range, and price above the 21-period EMA and 7-period SMA used as filters. A separate optional entry checks for a break above a pivot-based resistance level while the moving averages support an uptrend. The document describes configurable trailing, 7-period SMA, or bearish EMA crossover exits, plus two staged profit targets that reduce the position at the first level and close it at the second.

The supplied settings and source code illustrate the rules, and the published test configuration specifies BTC/USDT futures over a stated date range. No performance results are reported, so the material explains a strategy design rather than evidence of profitability. The author notes that moving average signals can whipsaw in sideways markets, trailing stops can be hit after a rally, and crossover exits may lag reversals. Parameters and exit choices require testing across instruments and timeframes.

Key ideas

• A bullish 12-period and 26-period EMA crossover triggers entry only when MACD, RSI, and price-location filters also agree.
• An optional entry uses a break above dynamic pivot resistance with additional moving-average and RSI conditions.
• The strategy offers trailing, 7-period SMA, and bearish EMA crossover exit rules.
• Two profit targets support staged position reductions.
• The document provides settings and a BTC/USDT futures test configuration but reports no performance results.

Tags

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