Long-Only Moving Average Crossovers with RSI and ATR Exits
Summary
This long-only strategy enters when a 10-period simple moving average crosses above a 50-period average, provided RSI is below its overbought threshold of 70. It then places a stop and a profit target using ATR: the stop is 1.5 ATR below entry and the target is twice that distance above entry. The document presents the indicators as a way to combine trend confirmation, an RSI constraint, and volatility-scaled exits. Although the title mentions a death cross, the described rules and source code specify a golden-cross long entry only; they do not define a short entry or death-cross exit.
The published settings describe a daily BTC_USDT futures backtest spanning about a year, but no return, risk, or trade statistics are reported. The discussion itself notes that long holding periods can expose positions to extended declines and that fixed stops do not adjust as conditions change. It suggests trailing exits, volume filters, and parameter tuning as possible refinements, but these are proposals rather than tested improvements. The material therefore explains a rule set, not evidence that it produces stable returns.
Key ideas
- A fast moving average crossing above a slow average triggers a long when RSI is below 70.
- ATR sets a stop 1.5 times its value below entry and a target twice that distance above entry.
- Despite the title, the documented rules do not include a death-cross or short signal.
- The BTC_USDT futures backtest settings are supplied without performance results.
- Fixed exits and long holding periods may leave the strategy exposed to extended declines.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.