Moving Average Crossovers with a Long-Term Trend Filter

Summary

This trend-following method compares a 3-period simple moving average with a 19-period average. A cross above is described as a long signal and a cross below as a short signal, while the slope of a 100-period average can filter trades to periods when the broader trend is rising. The write-up also describes a profit threshold for closing positions and a date filter.

The published settings specify a one-hour BTC/USDT futures backtest during October 2023, but no outcome statistics are included. The implementation does not fully match the explanation: it closes all positions on a bearish cross only after price clears a profit threshold, and does not issue a short entry. Its date-window variable is set to true rather than calculated from the provided dates. The text notes risks from parameter sensitivity, sideways-market whipsaws, gaps, and dependence on the chosen backtest period; it suggests testing other markets and adding more robust stops.

Key ideas

• The core signal compares 3-period and 19-period simple moving averages.
• A rising 100-period average can restrict entries to an upward broader trend.
• The description presents bullish and bearish crossovers as directional signals, but the source does not enter short positions.
• The source's date filter does not use the configured start and end dates.
• The published test covers BTC/USDT futures for October 2023 and reports no performance results.

Tags

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