EMA Trend Crossovers Filtered by Unrealized Profit Metrics

Summary

The described strategy combines a price crossover of a 100-period EMA with two sentiment-style measures: net unrealized profit and relative unrealized profit. It proposes a long entry when price crosses above the EMA and both measures are positive, and a short entry when price crosses below it and both are negative. The write-up specifies a fixed 10% position allocation and a 10% stop loss, and discusses potential parameter tuning and signal filters.

The source materially limits what can be learned from the proposed confirmation signals: both profit measures are implemented as identical placeholder calculations based on price, rather than actual NUPL or relative unrealized profit data. No performance results are reported despite a published BTC/USDT futures backtest configuration. The stated trend-following logic may be straightforward to study, but the described on-chain confirmation and its effectiveness are not established by the supplied implementation.

Key ideas

• The proposed entries combine price crossing a 100-period EMA with the signs of two unrealized-profit measures.
• The write-up specifies a 10% position allocation and a 10% stop loss.
• The source uses placeholder calculations for both profit measures rather than actual NUPL or relative profit data.
• No backtest performance results are provided, so the strategy’s effectiveness is unverified.
• Frequent EMA crosses in sideways markets and indicator lag are identified as risks.

Tags

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