EMA Crossover Signals Filtered by RSI, MACD, and Long-Term Trend

Summary

This signal framework uses a 20-period EMA crossing a 50-period EMA as its trigger, then filters entries with RSI, MACD, and price relative to a 200-period EMA. Long signals require upward crossover, RSI above its midpoint, MACD above its signal line, and price above the long-term average; short conditions reverse the crossover, momentum, and trend checks. The description also calculates retracement levels from a rolling price range as potential support and resistance references.

The document provides example logic and daily futures backtest settings for BTC/USDT, but gives no performance statistics. The code uses the short-side condition to close a long position rather than open a short, and the retracement levels are plotted but do not gate entries. It flags lag, choppy-market whipsaws, parameter dependence, excessive filtering, and the absence of a defined stop loss. The backtest configuration alone is not evidence of profitability; out-of-sample testing and explicit risk controls would be needed to assess the approach.

Key ideas

• A short and intermediate EMA crossover triggers signals, subject to RSI, MACD, and long-term trend confirmation.
• The long-term average acts as a directional filter for both bullish and bearish conditions.
• Rolling retracement levels are presented as context but are not part of the entry rules in the example.
• The described sell condition closes a long position rather than establishing a short position.
• The document supplies test settings but no performance results and notes the need for risk controls.

Tags

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