ETH Perpetual Strategy Combining ADX, RSI, Volume, and Momentum

Summary

This 30-minute ETH perpetual strategy combines directional trend, RSI limits, relative volume, and two momentum measures to select long and short entries. It offers two ADX calculation variants. Long entries require positive directional movement, ADX above its threshold, RSI below an upper bound, unusually high volume, positive smoothed RSI momentum, and a positive oscillator signal. Short entries reverse the directional and momentum conditions while limiting entry to RSI above a lower bound.

The script specifies full-equity sizing, one pyramiding level, a percentage stop, a take-profit target, and commission assumptions. Its parameter list documents indicator choices and defaults, but the document provides no reported performance results or market-by-market evaluation. The ADX, RSI, volume, and momentum filters may reduce some unwanted entries, while also making outcomes dependent on chosen settings and data. The provided code and settings describe a strategy configuration rather than evidence that it is profitable; costs, slippage, robustness across regimes, and the effects of perpetual-futures leverage require separate assessment.

Key ideas

• Long and short entries require ADX-confirmed directional movement and matching momentum signals.
• Relative volume must exceed a multiple of a moving average of volume before entry.
• RSI thresholds constrain entries differently for long and short positions.
• The strategy exposes indicator variants and smoothing periods as configurable parameters.
• The document provides no performance evidence to establish profitability or robustness.

Tags

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