Momentum RSI and EMA Trend Signals with ATR Stops

Summary

This strategy combines a momentum RSI, EMA trend alignment, and SuperTrend to seek long entries in rising markets and short entries in falling markets. The implementation also checks the relative positions of the 50, 150, and 200 EMAs as a broader directional filter. It uses a momentum RSI threshold to confirm signal strength and can exit positions using a dynamic SuperTrend level or configurable static stop and target settings.

The document describes the indicator logic and lists a BTC/USDT futures backtest configuration covering roughly a year of daily bars with hourly base data. It reports no measured performance results, despite making a win-rate claim in its promotional description; that claim is not substantiated by the supplied backtest details. The strategy also exposes many parameters, which raises overfitting risk. The document itself flags market risk and suggests position sizing and broader validation, while machine learning and position scaling are proposed as future additions rather than tested components.

Key ideas

• EMA alignment and SuperTrend direction help define the trade direction.
• A momentum RSI threshold is used to confirm entry signals.
• The listed implementation includes a 50, 150, and 200 EMA alignment filter.
• SuperTrend can provide dynamic exits, while static stop and target settings are also configurable.
• The supplied backtest setup gives no performance statistics, and parameter tuning may overfit.

Tags

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