RSI-Adaptive T3 and Squeeze Momentum Trend-Reversal Entries

Summary

This strategy combines an RSI-adjusted T3 moving average with a volatility squeeze and momentum filter. RSI controls the T3 smoothing length: lower RSI produces a longer setting, while higher RSI shortens it. The squeeze component compares Bollinger Bands with Keltner Channels; entries are allowed when the bands indicate the squeeze is off. A positive momentum estimate and an upward turn in T3 trigger a long entry, while negative momentum and a downward turn trigger a short entry. Opposite signals reverse the position in the described rules.

The document reports a historical BTC/USD, 30-minute backtest with a stated date range, trade count, win rate, profit factor, net profit, and drawdown. These figures are presented without enough detail to independently assess data quality, costs, sizing consistency, or out-of-sample performance; the reported net-profit units are also unspecified. The script itself enters using percent of equity and specifies no separate stop-loss or position exit beyond an opposite signal, so the accompanying risk claims should not be assumed to be implemented. Historical results do not establish future performance.

Key ideas

• RSI changes the smoothing length of the T3 moving average to make its response adaptive.
• The squeeze filter compares Bollinger Bands with Keltner Channels and requires a squeeze release.
• Long and short entries combine T3 turning direction with the sign of the momentum estimate.
• Opposite entry conditions are described as reversing the current position.
• The reported BTC backtest is historical and lacks enough detail to establish robustness.

Tags

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