Multi-SMA Trend Entries with Fixed Exits in Nasdaq Futures

Summary

This strategy uses three simple moving averages to identify long entries in an upward trend. It requires price to be above the 200-period and 21-period averages, then enter when price crosses above the 9-period average. It opens a position only when none is already open, and sets fixed point-based profit and loss exits. All positions are also closed at 17:00 each trading day.

The document describes the rules and risks but provides no performance results. It notes that frequent crossovers may produce poor signals in choppy markets, that results can depend on the chosen average periods, and that slippage can affect stop execution. The published test configuration uses BTC/USDT futures with 3-hour bars and 15-minute base data during April 2024, despite the article describing the method as primarily for Nasdaq futures. The source also sets the date-range condition to always true, so the configured start and end date inputs do not restrict entries.

Key ideas

• Price must be above the long and medium SMAs before a long entry is considered.
• A crossover above the short SMA triggers an entry when there is no open position.
• The strategy uses fixed point-based profit and loss exits and closes positions at 17:00.
• The document reports no performance evidence and flags choppy conditions, parameter sensitivity, and slippage as limitations.

Tags

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