Multi-EMA Trend Following with RSI and Risk Exits

Summary

This trend-following system combines several exponential moving averages with RSI-based exits and percentage stop and profit settings. The described long entry occurs when the 55-period EMA crosses above the 100-period EMA while the 12-period EMA is above the 200-period EMA. A short entry is triggered when the 100-period EMA crosses below the 200-period EMA. The document also describes closing positions on RSI overbought or oversold signals, while the source includes additional EMA-based closing rules.

The document provides parameter values and a published BTC/USDT futures test configuration using 15-minute bars, but it reports no performance statistics. EMA crossovers can whipsaw in sideways markets, fixed parameters may not transfer across instruments or timeframes, and exits may cut trends short. The prose and source differ in some details, including how RSI participates in trade exits, so the coded behavior should be distinguished from the summary. Proposed extensions include volume or regime filters, parameter testing, and dynamic risk controls; none are validated by results here.

Key ideas

• A long signal combines a 55-period EMA crossover above the 100-period EMA with the 12-period EMA above the 200-period EMA.
• A short signal follows a downward crossover of the 100-period EMA below the 200-period EMA.
• The system uses percentage-based stop and profit settings and describes RSI and EMA-based exit conditions.
• Moving-average strategies can generate repeated false signals in ranging markets and may need market-specific parameters.
• The published BTC/USDT futures configuration includes no reported performance results, and the prose and source differ in some rule details.

Tags

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