Multi-SMA Breakouts with RSI Confirmation and ATR Exits

Summary

This long-only strategy requires price to cross above four simple moving averages calculated from highs and lows over 20- and 50-period windows, while a 7-period RSI crosses above 50. Once all five events align, it enters long. The exit distances are based on 14-period ATR: the stop is set at 1.5 times ATR and the target at 2.5 times ATR. The document frames the moving-average conditions as breakout confirmation and the RSI condition as a momentum filter.

The provided backtest configuration specifies hourly SOL/USDT trading on Binance over roughly one year, but gives no return, drawdown, or trade-count evidence. The text notes that requiring simultaneous crosses can miss trades and that moving-average crossings may create noise in ranges. The source also deserves careful verification: all four moving-average events must cross on the same bar, and the strategy has no explicit short entry despite general discussion of trend changes. Results should therefore be established independently before practical use.

Key ideas

• A long entry requires price to cross above all four high and low SMAs and RSI to cross above 50 on the same bar.
• The SMA windows are 20 and 50 periods, and the RSI length is 7 periods.
• A 14-period ATR sets the stop at 1.5 times ATR and the target at 2.5 times ATR.
• The published evaluation settings specify hourly SOL/USDT data on Binance but include no performance metrics.
• Simultaneous crossover requirements can reduce trade frequency, and range-bound conditions may generate noisy signals.

Tags

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