EMA/WMA Crossovers with MACD Confirmation and Exit Rules

Summary

This long-only strategy enters when a 9-period EMA crosses above a 30-period WMA and the MACD line is above its signal line. It exits if the MACD crosses below its signal line, or after two consecutive closes below the EMA when at least one close is also below the WMA. The write-up also describes a 200-period SMA, 21-period EMA, and VWAP as context indicators; the provided code plots them but does not use them to generate trades.

The document gives rules and parameter defaults, plus published backtest settings for BTC/USDT futures over roughly a year, using daily bars with hourly base data. It provides no performance statistics or results, so it does not establish profitability. It identifies crossover lag, false signals in sideways markets, trading costs, and parameter sensitivity as risks. The listed gain and loss point inputs are not used in the supplied strategy code, and no separate stop-loss or take-profit logic appears there. ATR stops, volume filters, and regime classification are suggested as possible extensions, not tested improvements.

Key ideas

• A long entry requires an EMA/WMA bullish crossover and MACD confirmation.
• The strategy exits on a bearish MACD crossover or a specified sequence of closes below its moving averages.
• The SMA, EMA, and VWAP are plotted as context indicators but do not appear in the code's trading conditions.
• The document supplies BTC/USDT futures backtest settings but no performance evidence.
• Sideways markets, lag, costs, and parameter sensitivity are stated risks.

Tags

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