EMA Crossover Signals Filtered by Trend, RSI, ATR, and Volume

Summary

This trend-following strategy uses price relative to a long-term EMA to set market direction, then enters on a crossover between shorter EMAs. It confirms long entries with RSI above a lower threshold and short entries with RSI below an upper threshold. Both directions also require ATR to exceed its recent average and volume to exceed its own average. The documented defaults include a 200-period trend EMA, 20- and 50-period crossover averages, a 14-period RSI and ATR, and 20-period average volume.

The filters are intended to avoid trades against the broader trend and during weak volatility or participation. The document warns that EMA crossovers lag and can whipsaw in sideways markets, and that parameter choices affect results. It also notes that the code lacks explicit stops, profit targets, and position sizing. Although a BTC/USDT futures backtest period is specified, no results are provided; the strategy's performance therefore cannot be inferred from the description. Its suggested extensions include market-regime filters, multiple timeframes, and explicit risk controls.

Key ideas

• Price above or below the long-term EMA determines the permitted trade direction.
• Crossovers between the shorter EMAs trigger potential entries.
• RSI, relative ATR, and relative volume conditions filter both long and short signals.
• EMA lag and sideways-market whipsaws are key limitations.
• The code lacks explicit stop-loss, take-profit, and position-sizing rules, and no backtest results are given.

Tags

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