Intraday EMA Crossover Strategy with RSI, Supertrend, and ATR Filters

Summary

This intraday system combines short and long exponential moving average crossovers with RSI, Supertrend, and an ATR volatility filter. Long entries require an upward EMA crossover, RSI above its neutral threshold, positive Supertrend direction, and ATR greater than 0.5% of the closing price. Short entries use the opposite crossover and confirmations. The described defaults include 9- and 21-period EMAs, a 14-period RSI, and percentage-based profit and loss exits of 2% and 1%. The source specifies using the full account allocation for trades.

The document explains the intended benefits of stacked confirmations and defined exits, while noting that these rules can reduce trade frequency, lag reversals, and depend heavily on parameter choices. Fixed percentage exits may not suit changing volatility. It proposes backtesting, volatility-adjusted exits, session and volume filters, and variable position sizing as possible refinements. The supplied backtest configuration is for ETH/USDT futures on hourly bars over roughly six months, but no performance results are reported. Despite the title's breakout wording, the entry logic shown is based on EMA crosses rather than a price-level breakout.

Key ideas

• Long and short entries require EMA crossovers plus matching RSI and Supertrend direction.
• The strategy filters for volatility by requiring ATR to exceed 0.5% of the closing price.
• The stated default exits use a 2% take profit and a 1% stop loss.
• The source sets trade size to 100% of account equity, which concentrates exposure.
• The document recommends testing adaptive exits and position sizing because fixed settings may not fit every market regime.

Tags

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