MA200 Trend Breakouts Filtered by RSI, ADX, and ATR

Summary

This trend-following approach uses a 200-period simple moving average as its main filter. It looks for price crossings, then confirms signals using RSI thresholds, ADX above 20, and a two-bar delay. The description specifies an ATR-based stop and a fixed 2% profit target. Published test settings use daily TRB/USDT data on Binance from February 2024 to February 2025.

The document reports favorable win rates across multiple instruments but supplies no figures or supporting results; the stated test settings identify only one instrument. The source also differs from parts of the description: it opens long positions after confirmation and uses sell confirmation to close an existing long, without opening a short. Its stop and target are calculated from the signal bar’s close, and the ATR stop is not direction-adjusted for a short trade. The long moving average and confirmation delay may also make entries late, while a fixed target can limit participation in extended trends.

Key ideas

• The strategy uses the 200-period SMA to identify potential trend breaks.
• Long confirmation requires RSI above 40 and ADX above 20; sell confirmation requires RSI below 60 and ADX above 20.
• The description specifies confirmation after two bars, an ATR-based stop, and a 2% profit target.
• Published backtest settings use daily TRB/USDT data on Binance over roughly one year.
• The source opens long positions and closes them on sell confirmation, but does not open shorts.

Tags

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