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

Summary

This long-only strategy combines three technical conditions before entering a trade: a bullish MACD crossover, RSI above a threshold, and a short moving average above a longer one. Its published defaults use MACD periods of 12, 26, and 9, a 14-period RSI with a threshold of 50, and moving averages of 50 and 200 periods. It also exposes capital, risk percentage, a fixed percentage stop, and two profit targets as configurable inputs.

The document describes the intended risk controls but supplies no trade-by-trade results or performance analysis. Its published backtest settings cover a short period on BTC/USDT futures, which is not enough to establish robustness across markets or regimes. The code places exits at two profit levels, but does not specify how position size is divided between those exits; the stated capital and risk inputs also do not appear to determine order quantity in the shown logic. The source flags choppy-market false signals, delayed entries, and overfitting as concerns.

Key ideas

• A long entry requires a bullish MACD crossover, RSI above its threshold, and the faster moving average above the slower one.
• The strategy offers a fixed stop and two profit target levels.
• The published example is long-only and does not describe a hedge for falling markets.
• No performance results are supplied, and the brief BTC futures test window cannot establish general robustness.
• The exit code does not clarify how a position is allocated between its two profit targets.

Tags

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