MA-Ratio Percentile Trend Strategy with Bollinger and Trend Filters

Summary

This trend-following method compares 10-period and 50-period simple moving averages, converts their ratio into a percentile oscillator, and signals when that oscillator crosses the lower or upper thresholds. Long signals use an upward cross of 10; short signals use a downward cross of 90. The described filters require narrow Bollinger Band width and price alignment with one or two moving-average trend measures, with optional time-of-day restrictions.

The strategy includes configurable profit-taking, stop-loss, and combined exits. The supplied settings show example thresholds and exit distances, and the published backtest configuration covers BTC-USDT futures over a short period in December 2023. No performance statistics are provided, so the text does not establish profitability. Its own caveats include lagging moving averages, false signals in sideways conditions, and stop execution risk around price gaps; the claimed benefits are not supported by reported results.

Key ideas

• The strategy ranks a fast-to-slow moving-average ratio as a percentile oscillator.
• It enters long on an upward cross of 10 and short on a downward cross of 90.
• Bollinger Band width and moving-average trend filters can restrict signals.
• Profit, loss, and combined exits are configurable, along with an optional time filter.
• The supplied backtest settings cover only a short BTC-USDT futures interval and include no performance statistics.

Tags

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