MACD Golden Cross Entries with SMA Trend Filtering

Summary

This long-only strategy uses the 200-day simple moving average to classify the market regime, then times entries and exits with MACD. Above the long-term average, a bullish MACD crossover can trigger an entry. Below it, the strategy adds a requirement that price cross above the 20-day exponential moving average. In both cases, a bearish MACD crossover closes the position. The stated intent is to use stricter confirmation in weaker conditions and follow bullish momentum when price is above the long-term average.

The document provides indicator settings and published backtest configuration for BTC/USDT futures over a short period, but reports no performance statistics. Its claims about filtering noise are therefore not supported by outcome data here. The approach is exposed to lag from moving averages and MACD, false signals in sideways markets, and missed entries from its extra filter. The source also describes its exit as a stop loss, but gives no fixed loss level; exits are based on a bearish MACD condition.

Key ideas

• The 200-day simple moving average determines which entry rules apply.
• Above the average, a bullish MACD crossover triggers a long entry.
• Below the average, entry also requires price to rise above the 20-day exponential moving average.
• A bearish MACD crossover closes the long position in either regime.
• The document gives no backtest performance results, and its indicators may lag or whipsaw.

Tags

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