Four Moving Averages and RSI for Crossover Trading

Summary

This strategy calculates simple moving averages over 9, 21, 25, and 99 periods, alongside a 14-period RSI. It watches crossovers in two pairs: the 9 and 21 averages, and the 25 and 99 averages. RSI thresholds of 70 and 30 are combined with those crossovers to trigger positions. The specified entry directions differ by pair: for the shorter pair, an upward crossover with high RSI opens short and a downward crossover with low RSI opens long; for the longer pair, those conditions open long and short, respectively. Crossovers also close positions associated with each pair.

The document describes lag, parameter sensitivity, and repeated signals in range-bound markets, and suggests testing other filters, position sizing, and stop-loss rules. It provides parameters and backtest settings for BTC/USDT futures using daily bars over roughly a year, but includes no reported returns or risk statistics. The entry logic is unusual, and the text's general trend-following description does not fully explain the opposing trade directions used by the rules; independent verification is warranted before evaluation.

Key ideas

• The strategy uses two moving-average pairs, 9/21 and 25/99, with a 14-period RSI.
• For the 9/21 pair, an upward crossover with RSI above 70 opens short, while a downward crossover with RSI below 30 opens long.
• For the 25/99 pair, an upward crossover with RSI above 70 opens long, while a downward crossover with RSI below 30 opens short.
• The corresponding crossover signals also close positions opened by each pair.
• The published BTC/USDT futures backtest settings include no performance results.

Tags

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