EMA, RSI, Volume, and Supertrend Filters for Long Trend Entries

Summary

This long-only system combines trend, momentum, volume, and volatility conditions on a two-hour chart. It requires a 21-period EMA to cross above a 55-period EMA, price to be above a 200-period EMA and the Supertrend line, RSI to exceed its own average by a margin, trading volume to exceed 1.5 times its 20-period average, and ATR to be above its 48-period average. A configurable cooldown limits how soon another entry can occur.

The strategy closes when the fast EMA crosses below the slower EMA, RSI weakens relative to its average, or price falls sufficiently below Supertrend. The document identifies gaps, news, ranging markets, liquidity-related slippage, and rigid stops as risks, and suggests regime-aware parameters and position sizing. Its published BTC/USDT futures test spans about a year, but no performance statistics or comparative evidence are provided; claims of optimization or strong performance therefore cannot be assessed from the material.

Key ideas

• Entries require agreement among EMA direction, RSI momentum, price location, volume expansion, and ATR conditions.
• The system opens long positions only and uses EMA, RSI, or Supertrend weakness to exit.
• A configurable cooldown is used to restrict the frequency of new trades.
• The document gives a year-long test configuration but no performance statistics to substantiate its claims.

Tags

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