Ichimoku, RSI, and MACD Trend-Following Rules

Summary

This document describes a rule-based trend strategy that combines the Ichimoku Cloud, RSI, and MACD. It treats price above or below both cloud spans as the directional filter, checks that RSI is outside the relevant extreme zone, and uses MACD crossovers to trigger entries. The rules also close an existing position when MACD crosses in the opposite direction. The included Pine Script specifies common indicator settings and is framed around daily BTC/USDT futures data from late 2019 to late 2024.

The document explains the rationale for combining trend, momentum, and timing signals, but supplies no reported performance results. It warns that indicator lag, trend reversals, sideways markets, and parameter choices can undermine results. Suggested refinements include volatility or volume filters, adapting indicator settings, and adding explicit stop, position sizing, and exit rules. The described crossover exits do not themselves define a fixed stop-loss or sizing plan, so the claimed risk controls are limited.

Key ideas

• Price above or below the Ichimoku cloud sets the strategy’s long or short bias.
• RSI thresholds filter entries, while MACD crossovers provide entry and opposing crossover exits.
• The example uses daily BTC/USDT futures data, but reports no backtest performance figures.
• Lag, ranging conditions, reversals, and parameter sensitivity are stated risks.
• The document suggests adding volatility filters and explicit position and stop management.

Tags

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