Filtered Moving Average Golden Cross for Long Entries

Summary

This strategy uses three simple moving averages: a 9-period fast average, a 50-period intermediate average, and a 100-period slow average. It opens a long position when the fast average crosses above the intermediate average, provided the slow average is above the intermediate one. A downward fast/intermediate crossover closes the long. The slow-average condition is intended to filter entries when the broader trend is not supportive. The source implements long entries and exits; despite general discussion of switching directions, it does not open short positions.

The published configuration uses daily BTC/USDT futures bars with hourly base data over about a year. No performance figures or comparative tests are shown, so claims that the filter improves results are not substantiated in the document. The discussion flags false signals, sensitivity to the chosen periods, and systemic risk, and suggests stops or additional indicators as possible refinements. Moving-average crossovers can lag, and a trend filter may reduce some entries while still failing in choppy conditions.

Key ideas

• The strategy uses 9-, 50-, and 100-period simple moving averages.
• A fast-average cross above the intermediate average opens a long only when the slow average is above the intermediate average.
• A downward fast/intermediate cross closes the long position; the source does not implement short entries.
• The published daily futures configuration gives no performance results, and the filter’s effectiveness is not demonstrated.

Tags

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