Opening and Closing Moving Average Crossovers Filtered by ADX

Summary

This strategy compares moving averages of opening and closing prices, with options for several averaging methods and an alternate chart resolution. It opens long when the closing-price average crosses above the opening-price average, or short on the reverse crossover, provided ADX exceeds a chosen threshold. Trade direction can be restricted, and optional point-based stops and targets are available.

The document lists a Binance BTC/USDT futures backtest configuration using a three-day period over roughly one year, but gives no performance results. It describes the approach as intended to filter weak crossover signals and notes that moving averages lag, false signals can still occur in sideways markets, and parameter choices matter. The source excerpt is incomplete, so the stated logic and settings cannot be fully checked against the entire implementation; no evidence establishes profitability across markets or periods.

Key ideas

• Long and short signals come from crossovers between closing-price and opening-price moving averages.
• ADX must exceed a configurable threshold before either crossover qualifies.
• The strategy supports multiple moving average types, alternate resolution, direction controls, and optional stop and target distances.
• The document provides a backtest configuration but no results, and identifies lag, sideways-market signals, and parameter sensitivity as limitations.

Tags

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