Nifty Futures Strategy Using a 200 EMA, RSI Cross, and Relative ATR

Summary

This Nifty futures strategy uses a 45-minute chart and combines trend direction, RSI momentum, and relative volatility. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR exceeds its own moving average. Short entries apply the inverse price and RSI conditions, with the same volatility filter. Positions are closed when price crosses the 50-period EMA in the adverse direction.

The published script specifies RSI and ATR lookbacks of 14, an ATR average length of 20, and a configurable volatility multiplier. It also sets commission and position-sizing assumptions, but the supplied page gives no strategy report metrics or detailed performance evidence. The rules therefore describe a testable framework, not proof of an advantage. Outcomes may depend on the selected market, timeframe, costs, and parameter settings; the exit relies on the EMA condition rather than a stated fixed stop or profit target.

Key ideas

• Long and short entries require price to be on the corresponding side of the 200 EMA.
• An RSI cross through 50 provides the momentum trigger for entry.
• The relative ATR filter requires current ATR to exceed its moving average times a configurable multiplier.
• Positions exit when price crosses the 50 EMA against the held direction.
• The page provides strategy assumptions but no reported performance statistics.

Tags

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