HMA–EMA Crossovers with RSI Filters and Partial Exits

Summary

The document describes a long-oriented strategy built around a 200-period Hull moving average (HMA) and exponential moving average (EMA), with a 13-period RSI filter. It presents an HMA move above the EMA as a potential end to consolidation and permits initial entries when RSI is below 70. The strategy may add to a losing position when RSI crosses above 30 or 40, takes a 20% partial exit when RSI crosses back below 80 while price is above average entry, and closes the rest on a profitable HMA/EMA crossunder or a stop condition.

The source is more specific than the overview: its stop value is updated conditionally and its close rule depends on that value, while the prose describes a broader stop-loss setting. A one-month BTC/USDT futures backtest configuration is provided, but no results or benchmark are reported. The text claims potential usefulness in consolidating markets, yet gives no evidence that the filters improve returns. Adding to losing trades, moving-average lag, parameter sensitivity, and execution assumptions all warrant scrutiny.

Key ideas

• The entry logic combines HMA direction and a long-term EMA with an RSI ceiling.
• The source can add to a losing long position when RSI recovers through specified levels.
• An RSI reversal above 80 can trigger a partial exit when the trade is in profit.
• The strategy also includes stop and moving-average exit logic, though the prose and source describe the stop differently.
• The stated backtest settings are not accompanied by performance results.

Tags

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