Moving Average Crossover Rules with Trend Filters and Exits
Summary
This Expert Advisor description presents a trend-following system based on a fast and slow moving average. It enters long when the fast average crosses above the slow one and price closes above the fast average; the short setup reverses those conditions. Signals are evaluated on a new bar. An optional higher-timeframe moving average filter can be used to check broader trend direction, and positions may be closed when price crosses the fast average again.
The listed controls include average type and periods, stop loss and take profit, maximum position size, a minimum equity threshold, and the optional filter and exit. The document gives EURUSD on a daily chart with 100- and 200-period averages as a recommended test configuration and claims stable, relatively low-drawdown backtest performance. It provides no performance figures, test dates, costs, or methodology, so that claim cannot be assessed from the description; the strategy is identified as educational and does not guarantee results.
Key ideas
- The system enters trades when fast and slow moving averages cross, with price relative to the fast average confirming direction.
- Signals are checked at the start of a new bar to limit intrabar activity.
- A higher-timeframe moving average can filter trades by broader trend direction.
- An optional exit closes positions when price crosses back over the fast average.
- The stated backtest claim lacks numerical results and methodology, limiting independent evaluation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.