Moving Average Momentum Strategy with RSI Filtering and ATR Stops

Summary

The strategy description combines moving-average or MACD crossover signals with an RSI momentum filter and volatility-aware risk controls. A bullish crossover permits a long when RSI is above a threshold, while a bearish crossover permits a short when RSI is below it. ATR is presented as a way to adapt stop distance to recent price movement. The source code, however, implements MACD line crossovers using the fast and slow lengths, and stop levels based on recent closing-price extremes adjusted by a fixed percentage; it does not use ATR stops. The documented moving-average crossover framing therefore does not fully match the implementation.

The published settings concern BTC_USDT futures and specify a test window, but no performance metrics or trade results are supplied. The document warns about whipsaws in sideways markets, parameter sensitivity, and abrupt reversals. It suggests adding trend-strength filters or adapting long and short thresholds, while offering no evidence that these changes improve results. Backtesting across market regimes would be needed before drawing conclusions about effectiveness.

Key ideas

• The described entry combines a directional crossover with an RSI threshold for momentum confirmation.
• The source implements MACD crossovers and fixed-percentage stops based on recent closing-price extremes, rather than the described ATR stop.
• Sideways price action may cause repeated crossover signals and excessive trading.
• The published BTC_USDT futures test settings include no reported performance statistics.
• Trend-strength filters and separate long and short thresholds are proposed as possible refinements, not demonstrated improvements.

Tags

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