Multi-Timeframe SMA-EMA Crossovers with RSI and Risk Controls

Summary

This trend-following system uses a 15-period EMA crossing a 60-period SMA as its main entry signal, with a 200-period EMA described as a longer-term reference. A higher-timeframe 200-period EMA can filter direction: longs are allowed above it and shorts below it. An optional 14-period RSI filter blocks short entries in oversold territory and long entries in overbought territory. The code also includes configurable take-profit, stop-loss, trailing-stop, and pre-close exit controls.

The document explains the signal framework and discusses its risks, but supplies no measured strategy performance. Moving-average signals lag and can whipsaw in ranging markets; fixed stops and parameter choices may also behave poorly when volatility or market conditions change. The prose recommends testing across markets and periods, while suggesting volatility-adjusted exits, volume confirmation, and market-state filters. The supplied code shows configurable rules, so the described safeguards depend on settings and should not be read as evidence that the strategy is profitable or robust.

Key ideas

• The primary signal is a crossover between a 15-period EMA and a 60-period SMA.
• A higher-timeframe 200-period EMA can restrict trades to the broader trend direction.
• An optional RSI filter avoids longs above the overbought threshold and shorts below the oversold threshold.
• The code provides configurable stops, targets, trailing exits, and a pre-close position exit.
• The document warns that lagging signals can whipsaw in ranging markets and that no performance results are supplied.

Tags

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