Skip to content
All library documents

Multi-Timeframe EMA Crossover Signals with Volume, RSI, and Range Filters

Article Strategy library · Author: ianzeng123
Read the original

Summary

This document outlines an EMA crossover strategy using fast and slow averages on short timeframes, with volume and RSI conditions intended to filter entries. It also describes a stay-out rule based on consecutive narrow-range bars and labels market conditions as trending, range bound, coiling, or loading. The supplied parameter defaults include a volume threshold relative to a recent average, RSI boundaries, and settings for detecting extended tight ranges. The source excerpt shows that the range filter can be excluded from backtesting by default.

The material includes a backtest configuration for ETH/USDT futures over part of 2025, but reports no performance metrics or results. The source is incomplete, so the full entry logic and the exact mapping between the described market states and executable rules cannot be verified. Claims about fewer losing trades or improved win rates are not substantiated by evidence in the document; the parameters and rules would need independent testing, including on matching timeframes and costs.

Key ideas

  • The strategy combines EMA cloud signals from short timeframes with volume and RSI filters.
  • A stay-out rule uses consecutive narrow-range bars to flag conditions where trading is paused.
  • The settings include separate controls for applying the range filter during backtesting.
  • The backtest configuration is given without performance results, and the source excerpt is incomplete.

Tags

Technical indicatorsTrend followingBreakoutBacktestingFutures

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