EMA Crossover Signals with RSI, MACD, and ATR Risk Controls

Summary

This system combines a fast and slow EMA crossover with RSI, MACD, and a higher-timeframe trend filter. The stated entry rules use 9-period and 21-period EMAs, requiring price to be on the appropriate side of the fast average, RSI above 30 for longs or below 70 for shorts, and MACD confirmation. A 15-minute filter checks price against a 50-period SMA. Stops are set two ATR units from the current price, and targets use a configurable risk-reward multiple, defaulting to 3.0.

The document presents the filters as ways to screen entries and ATR as a way to scale exits with volatility. It also notes risks from range-bound conditions, slippage, over-optimized parameters, reversals, losing streaks, and filters that exclude valid trades. Position sizing, market-state detection, and trailing or partial exits are suggested as extensions. Published settings describe a short TRUMP/USDT futures backtest period, but provide no outcome statistics. The explanatory claims therefore describe the design rather than demonstrate profitability, and the stated higher-timeframe filter is 15 minutes relative to the strategy’s 1-hour chart.

Key ideas

• The entry logic combines EMA crossovers with RSI, MACD, and a 15-minute SMA trend filter.
• ATR sets stop distance at two times its value, while the profit target uses a configurable risk-reward multiple.
• The filters may reduce some unwanted entries but can miss trades and cannot eliminate false signals.
• The document highlights slippage, overfitting, trend reversals, and consecutive losses as material risks.
• The published backtest settings include no reported performance results.

Tags

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