EMA Crossovers Filtered by RSI, MACD, and ATR

Summary

This strategy uses 8- and 14-period exponential moving averages for directional crossover signals, with RSI, MACD, and ATR as filters. A long signal requires the fast EMA to cross above the slow EMA, RSI below 70, MACD above its signal line, and ATR to rise more than 10% from the prior period. Short signals reverse the crossover and MACD conditions, require RSI above 30, and use the same ATR increase filter.

Entries are paired with fixed-point stop-loss and take-profit levels of 100 and 200 points. The document provides a brief BTC/USDT futures backtest configuration, but no outcome statistics, so it does not establish profitability. It warns that sideways conditions can produce false signals and that fixed exits may not fit changing volatility. It also identifies the strategy's reliance on technical indicators and suggests testing parameter changes, dynamic exits, and additional filters.

Key ideas

• The strategy combines 8- and 14-period EMA crossovers with RSI, MACD, and ATR conditions.
• Long and short entries require ATR to rise by more than 10% versus the previous period.
• Exits use fixed stops of 100 points and profit targets of 200 points.
• The published backtest setup specifies BTC/USDT futures over March 2024, but provides no performance results.
• Sideways markets and fixed exit distances are identified as limitations.

Tags

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