MACD and RSI Entry Rules with Weighted Moving Average Signals

Summary

The document presents a strategy combining MACD crossovers, RSI thresholds, and moving-average checks. The narrative says it opens longs on a MACD bullish crossover with RSI above 50, opens shorts on a bearish crossover with RSI below 50, and closes positions when RSI reaches stated overbought or oversold levels. It also describes WMA as an auxiliary measure and mentions several timeframes.

The source code’s logic is more complex and does not fully match that account. Its primary MACD entries require the MACD line to be on the corresponding side of a selectable moving average, plus a one-hour RSI direction flag and the RSI 50 threshold. Separate WMA entries are also generated from price relative to a custom weighted average. The code defines timeframe variables using changes in RSI over bar counts; these do not by themselves establish higher-timeframe data. The document flags lag and missing stop-loss or position controls, and offers no reported performance evidence. Published settings identify a BTC-USDT futures backtest window, but the document provides no results.

Key ideas

• The described system combines MACD crossovers with RSI thresholds for entries and exits.
• The source adds a MACD moving-average filter and separate price-versus-WMA entry signals.
• The code’s timeframe flags use RSI changes over bar counts rather than explicit higher-timeframe series.
• The document identifies lag, parameter sensitivity, and absent stop-loss and position controls as risks.
• Backtest settings are listed, but no performance results are reported.

Tags

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