Multi-Timeframe EMA Trend Following with a 200-Period Filter

Summary

This long-only method compares fast and slow EMAs on 5-minute, 15-minute, and 30-minute charts. It enters when all three comparisons indicate an uptrend and price is above a 200-period EMA filter; it exits if any timeframe loses that alignment or price falls below the filter. The description also specifies a 1% stop loss and a 3% take profit, and notes that fixed exits, trading costs, and lag at turning points can limit results.

The source uses higher-timeframe data with lookahead enabled, which can expose a backtest to future information and make its signals unrealistic. Its order parameters also use stop and limit values on the entry call, so the prose's description of protective exits should not be assumed to match the code's behavior. The published BTC/USDT futures test settings include a daily chart while the logic requests intraday EMAs; no results are reported. These details make independent implementation and validation important before drawing conclusions.

Key ideas

• The entry rule requires bullish fast-versus-slow EMA alignment across three timeframes.
• A 200-period EMA is used as an additional price filter for long positions.
• The prose specifies fixed percentage stop-loss and take-profit levels.
• The code requests higher-timeframe values with lookahead enabled, a potential source of backtest bias.
• The document provides test settings but no performance results.

Tags

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