EMA, MACD, and RSI Filters for Long-Only Trend Following

Summary

This long-only system combines a long-term trend filter, a momentum test, and an RSI range condition. It considers entries when price is above the 200-period EMA, MACD is above its signal line, and 14-period RSI is between 50 and 70. It closes when MACD falls below its signal, price drops under the EMA, or RSI rises above 70. The stated MACD settings are 12, 26, and 9 periods, and the source specifies positions sized as a percentage of equity.

The published backtest settings identify BTC/USDT futures, daily bars, and a period from December 2019 to December 2024, but provide no returns or other measured results. The accompanying discussion notes that multiple filters can delay or suppress entries, the EMA can respond slowly to reversals, and the strategy has no explicit stop-loss rule. The prose presents the combination as potentially robust, but that claim is not supported by performance evidence in the document; the rules and risk controls would need independent evaluation.

Key ideas

• Long entries require price above the 200-period EMA, MACD above its signal, and RSI between 50 and 70.
• The strategy exits on a bearish MACD relationship, a close below the EMA, or RSI above 70.
• The published configuration uses daily BTC/USDT futures data from late 2019 through late 2024.
• The document reports no backtest performance statistics and describes no explicit stop loss.
• Trend filters can reduce false entries but may lag sharp market reversals.

Tags

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