Fast and Slow Simple Moving Average Crossovers for Long-Short Trading

Summary

This strategy uses fast and slow simple moving averages to generate directional trades. A crossover of the fast average above the slow average opens a long position; a cross below opens a short position. Date inputs restrict the trading window, and any open position is closed when the window ends. The example uses lengths of 29 and 69 for its configured backtest and displays other suggested pairs for several markets.

The published settings describe a four-hour BTC-USDT spot-market backtest over about a year, but no return, drawdown, or trade statistics are supplied. The displayed market-specific lengths are therefore parameter examples rather than evidence that the strategy will generalize. The document gives no additional entry filters or explicit risk sizing beyond the strategy's percent-of-equity configuration, and crossover systems can be exposed to lag and repeated reversals in range-bound markets.

Key ideas

• A fast SMA crossing above a slow SMA triggers a long entry, while crossing below triggers a short entry.
• The strategy restricts entries to a user-defined date range and closes positions outside it.
• The configured BTC-USDT example uses 29- and 69-period averages on four-hour bars.
• Other market-specific moving-average lengths are displayed, but no comparative results are reported.
• No performance statistics are provided to assess profitability or robustness.

Tags

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