MACD Momentum Signals with Trend, RSI, and Volume Filters

Summary

This strategy combines MACD crossovers with a percentage difference threshold, a 50-period moving average, RSI, and a volume filter. It describes bullish signals for calls when MACD crosses above its signal line and price is above the average, and bearish signals for puts when MACD crosses below and price is below it; both require volume above its 20-period average and RSI within stated bounds. The described exits use a 1% stop and a 2% target. The document also proposes ATR-based stops, volatility filters, options Greeks, and higher-timeframe confirmation as possible refinements.

The published settings specify an hourly ETH/USDT futures test, but no performance results are given. The strategy description frames the method as options trading, while the supplied source trades generic long and short positions and uses price-based exits, so its implementation does not demonstrate option contract selection or options-specific risk handling. The percentage MACD calculation may also be unstable when the signal line is near zero. The document warns about indicator lag, ranging markets, fixed-stop sensitivity, liquidity, and options time decay and implied-volatility risk.

Key ideas

• MACD crossovers are filtered by momentum threshold, moving-average direction, RSI bounds, and above-average volume.
• The described rules signal calls in an upward trend and puts in a downward trend.
• The stated exits use a 1% stop-loss and a 2% take-profit.
• The published hourly ETH/USDT futures test settings report no performance results.
• The accompanying source uses generic long and short trades, so it does not implement options-specific contract selection or Greeks.

Tags

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