Long-Only SMA and RSI Entries and Exit Rules

Summary

This long-only strategy combines simple moving averages with the Relative Strength Index. It opens a long position when the closing price crosses above a slower SMA. It exits when RSI crosses below 70 or rises above 75, or when price crosses below either a stop reference based on a short SMA of lows or a faster SMA used as a target. The document describes these as separate exit rules and plots the moving averages for reference.

The strategy is adapted from an earlier trading idea and includes a BTC/USDT futures backtest configuration covering roughly a year, but no performance results are reported. The notes flag unreliable RSI signals, moving-average behavior, and the difficulty of following rules after losses. They recommend testing SMA periods, adding signal filters, and distinguishing trends from consolidation. The published parameter values make the fast and slow SMA lengths equal, so the labels alone do not establish a faster-versus-slower distinction in that configuration.

Key ideas

• The strategy opens long when the closing price crosses above the longer-period SMA.
• It closes long positions on stated RSI thresholds or price crosses below SMA-based exit references.
• The system takes long trades only and includes plotted moving-average references.
• Its notes identify parameter sensitivity and unreliable signals as limitations, especially in changing market conditions.
• The published backtest settings provide no reported performance results.

Tags

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