Multi-EMA Crossover Trend Strategy with Moving Average Filters and Stops

Summary

This strategy combines a fast EMA alignment with a crossover trigger. Long conditions use the ordered relationship EMA1 above EMA5, EMA10, and EMA20, with an EMA5 cross above EMA10; shorts use the reverse ordering and cross. Configurable SMA20, SMA50, and SMA200 position filters and an optional SMA200 slope check can further constrain signals. The source also provides selectable EMA20, ATR, percentage, or swing-based stops, risk-based or fixed sizing, profit targets, cooldown bars, and optional time exits.

The document gives configuration details and published BTC/USDT futures backtest settings for a one-year hourly period, but no performance statistics or supporting comparison. Its introductory prose describes risk controls and says a fixed account-risk percentage is used, while the supplied code and truncated parameters leave some implementation details unavailable. Results therefore cannot be inferred from the description; stop selection, filters, sizing, trading costs, and market conditions would need independent evaluation.

Key ideas

• EMA ordering defines the directional trend state, while an EMA5–EMA10 cross provides the entry trigger.
• SMA position filters and an optional SMA200 slope condition can screen trades.
• Stops may be based on EMA20, ATR, a percentage, or recent swing levels.
• The strategy includes risk-based or fixed position sizing, profit targets, cooldowns, and optional time exits.
• Published settings describe an hourly BTC/USDT futures backtest, but the document provides no performance results.

Tags

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