Long-Only Entries from RSI, MACD, and Stochastic Crossovers

Summary

This strategy combines RSI, MACD, and Stochastic crossovers, with the user able to disable individual indicators. A long entry requires every enabled indicator to produce a bullish crossover and the close to be above a 50-period simple moving average. The described exits place a stop below and a target above average entry price, and also include a trailing stop. The source code plots the moving average and buy and sell markers; despite bearish signals being calculated and displayed, the described execution logic is long-only.

The supplied backtest configuration uses ETH-USDT Binance futures on one-hour bars for roughly one year, but the document gives no performance results. It warns that waiting for several indicators to align can delay entries, fixed settings may not suit changing markets, and technical signals can fail around major news. The notes also question the equity allocation setting and suggest adding short logic, adaptive parameters, and volatility-based stops. The crossover rules are specified, but demonstrated divergence detection or profitability is not established.

Key ideas

• A long signal requires bullish crossovers from all enabled indicators and price above the 50-period moving average.
• The indicators are RSI against its own average, MACD against its signal line, and Stochastic against its average.
• The strategy specifies fixed stop and target levels plus a trailing stop based on average entry price.
• Bearish conditions are calculated and plotted, while the described order execution is long-only.
• The ETH-USDT futures test configuration has no accompanying performance results.

Tags

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