MACD Crossovers with RSI Filters and Bollinger Band Context

Summary

This long-only system combines a MACD crossover with an RSI filter: it opens when MACD crosses above its signal line while RSI is below 50, and closes when MACD crosses below its signal line while RSI is above 50. The described settings use MACD lengths of 12, 26, and 9, an RSI period of 14, and Bollinger Bands with a 20-period basis and a multiplier of 2. Although the bands are calculated and plotted, the source code does not use them in its entry or exit rules; the prose’s claim that the bands confirm decisions therefore overstates their implemented role.

The published configuration describes a daily BTC/USDT futures backtest spanning several years, but supplies no performance statistics. The document frames the approach as a medium- to long-term trend system and identifies lag, conflicting indicators, ranging-market false signals, fixed-threshold sensitivity, and the absence of a stop loss as risks. Suggested extensions include adaptive thresholds, ATR-based stops, volume confirmation, and market-regime filters. These are proposals rather than tested improvements in the evidence provided.

Key ideas

• A long entry requires a bullish MACD crossover while RSI is below 50.
• A long position closes on a bearish MACD crossover when RSI is above 50.
• Bollinger Bands are calculated and plotted but do not affect the source code’s trade rules.
• The published daily BTC/USDT futures configuration includes no reported performance results.
• The document flags lag, range-bound signals, and missing stop-loss protection as limitations.

Tags

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