Long-Only Crypto Trend Following with Moving Averages, MACD, and RSI

Summary

This long-only trend strategy combines moving average alignment with rising-price momentum filters. It enters when a 20-period EMA is above a 100-period SMA, price is above the 100-period SMA, and several averages and MACD components are rising; an RSI threshold above 50 is also described in the prose. It exits on a 5% stop or an EMA/SMA crossover condition. The method is presented for Bitcoin and Ethereum, while the published backtest settings specify BTC/USDT futures over a single day.

The document explains the intended role of longer moving averages in tracking medium- and long-term trends, with MACD and RSI used to confirm conditions. It gives no reported returns, trade statistics, or comparative tests, and the short backtest window cannot establish performance. There is also a gap between the prose and implementation: the code does not apply the stated RSI filter or require the 100-period SMA to exceed the 200-period SMA. The strategy’s lagging signals and prolonged losses are acknowledged, with parameter testing and stop management suggested as possible improvements.

Key ideas

• The described entry uses a rising 20-period EMA above a 100-period SMA and price above that SMA.
• The source code also requires rising conditions across several moving averages and MACD components.
• The prose describes an RSI filter and a 100-period versus 200-period SMA condition that the code does not implement.
• Exits are triggered by a percentage stop or a moving-average crossover condition.
• The published backtest spans only one day and supplies no performance results.

Tags

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