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Multi-EMA Crossovers with RSI, MACD, and Percentage Exits

Article Strategy library · Author: ChaoZhang

Summary

This strategy combines four exponential moving averages with RSI and MACD signals to identify long and short entries. The source requires crossovers between the shortest and longest EMA pair and the middle pair, alongside RSI above or below 50 and MACD confirmation. It sets percentage-based stop and target prices for each position. The listed defaults include EMA periods of 10, 20, 50, and 100, with a 1.5% stop and a 3% target.

A BTC/USDT futures backtest configuration covering several years is supplied, but no performance statistics are reported. The text warns that moving-average lag, parameter sensitivity, and range-bound conditions can produce delayed or false signals. There are also implementation caveats: the stop and target prices are assigned using the position’s average price immediately after an entry order, which may not yet reflect the filled position. The listed RSI overbought and oversold inputs are not used in the entry conditions, and the source does not establish that the claimed exit levels were reached in testing.

Key ideas

  • Long entries require two bullish EMA crossovers, RSI above 50, and MACD above its signal line.
  • Short entries apply the reverse crossover and confirmation conditions.
  • The strategy sets a 1.5% stop and a 3% profit target in its default configuration.
  • The RSI overbought and oversold inputs are listed but not used by the supplied entry logic.
  • The BTC/USDT backtest settings provide no reported performance results, and crossover signals may lag or whipsaw.

Tags

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