EMA Trend Filter with Fukuiz-Based Position Exits

Summary

This strategy combines fast and slow exponential moving averages (EMAs) with a longer trend filter to generate directional entries. It buys when the fast EMA crosses above the slow EMA while price is above the trend filter, and sells when the reverse crossover occurs below that filter. The described defaults are 9, 21, and 200 periods, respectively. A 14-period EMA called the Fukuiz trend indicator adds an exit condition: close longs when it turns down and shorts when it turns up.

The document also mentions a 20-period price standard deviation as a volatility measure, but does not include it in the entry rules shown in the source. It provides no performance results, despite publishing backtest settings for BTC/USDT futures. The approach is exposed to lag during reversals, can miss short trends because of its long filter, and may exit prematurely when the auxiliary indicator changes direction. Position sizing and broader risk controls are not specified.

Key ideas

• The strategy enters long or short when fast and slow EMAs cross in the direction confirmed by price relative to a longer EMA filter.
• A 14-period EMA that rises or falls provides a separate signal for closing existing positions.
• The source calculates price standard deviation, but does not use it in the displayed entry or exit conditions.
• The document describes risks from lagging signals, missed short trends, and potentially premature exits.
• No measured backtest performance is reported.

Tags

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